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SPXS vs. SPXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. SPXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bear 3X Shares (SPXS) and ProShares UltraPro Short S&P500 (SPXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPXS having a -24.09% return and SPXU slightly lower at -24.14%. Both investments have delivered pretty close results over the past 10 years, with SPXS having a -42.00% annualized return and SPXU not far ahead at -41.94%.


SPXS

1D
-2.88%
1M
-2.31%
YTD
-24.09%
6M
-24.25%
1Y
-48.27%
3Y*
-40.63%
5Y*
-35.07%
10Y*
-42.00%

SPXU

1D
-2.83%
1M
-2.22%
YTD
-24.14%
6M
-24.36%
1Y
-48.32%
3Y*
-40.98%
5Y*
-35.18%
10Y*
-41.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS vs. SPXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.09%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%
SPXU
ProShares UltraPro Short S&P500
-24.14%-41.73%-43.31%-46.02%36.05%-57.94%-70.39%-56.27%3.97%-44.23%

Correlation

The correlation between SPXS and SPXU is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2009

1.00

The correlation between SPXS and SPXU has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

SPXS vs. SPXU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank

SPXU
SPXU Risk / Return Rank: 11
Overall Rank
SPXU Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXU Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXU Omega Ratio Rank: 00
Omega Ratio Rank
SPXU Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXU Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXS vs. SPXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bear 3X Shares (SPXS) and ProShares UltraPro Short S&P500 (SPXU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXSSPXUDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.77

0.77

0.00

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.95

0.00

Martin ratioReturn relative to average drawdown

-1.54

-1.54

0.00

SPXS vs. SPXU - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.29, which is comparable to the SPXU Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of SPXS and SPXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPXS vs. SPXU - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, roughly equal to the maximum SPXU drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for SPXS and SPXU.


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Drawdown Indicators


SPXSSPXUDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.99%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-50.30%

-50.35%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

-84.36%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-90.23%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

-99.63%

0.00%

Current Drawdown

Current decline from peak

-100.00%

-99.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-96.29%

-93.33%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.04%

31.06%

-0.02%

Volatility

SPXS vs. SPXU - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) and ProShares UltraPro Short S&P500 (SPXU) have volatilities of 13.94% and 13.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSSPXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.94%

13.98%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

29.43%

29.47%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

37.20%

37.08%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.67%

50.60%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.67%

53.51%

+0.16%

SPXS vs. SPXU - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than SPXU's 0.90% expense ratio.


Dividends

SPXS vs. SPXU - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.82%, less than SPXU's 7.74% yield.


PositionTTM202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.82%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%
SPXU
ProShares UltraPro Short S&P500
7.74%7.02%9.53%7.06%0.39%0.00%0.70%2.14%1.41%0.10%

Frequently Asked Questions


With a correlation of 1.00, SPXS and SPXU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPXU has higher volatility (13.98%) compared to SPXS (13.94%). In terms of maximum drawdown, SPXS dropped -100.00% vs SPXU's -99.99%.

On 10-year performance, SPXU leads with -41.94% vs -42.00% for SPXS. On fees, SPXU is cheaper at 0.90% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXU has performed better with a -41.94% return vs -42.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXU is cheaper with a 0.90% expense ratio, compared with 1.08% for SPXS.

SPXU has the higher dividend yield at 7.74%, compared with 4.82% for SPXS.

SPXS is categorized as Inverse Equities, while SPXU is S&P 500. Both ETFs track S&P 500 Index (-300%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.08% for SPXS and 0.90% for SPXU.

SPXS currently has the higher Sharpe Ratio (-1.29 vs -1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPXS and SPXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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