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SPXU vs. HIBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXU vs. HIBS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPXU achieves a -26.41% return, which is significantly higher than HIBS's -59.26% return.


SPXU

1D
-1.06%
1M
-12.09%
YTD
-26.41%
6M
-25.70%
1Y
-49.60%
3Y*
-43.32%
5Y*
-35.03%
10Y*
-41.92%

HIBS

1D
0.59%
1M
-26.80%
YTD
-59.26%
6M
-59.84%
1Y
-82.21%
3Y*
-63.10%
5Y*
-53.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXU vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPXU
ProShares UltraPro Short S&P500
-26.41%-41.73%-43.31%-46.02%36.05%-57.94%-70.39%-13.19%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-59.26%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%

Correlation

The correlation between SPXU and HIBS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.85

The correlation between SPXU and HIBS has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

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Return for Risk

SPXU vs. HIBS — Risk / Return Rank

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

SPXU
SPXU Risk / Return Rank: 00
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: 00
Calmar Ratio Rank
SPXU Martin Ratio Rank: 11
Martin Ratio Rank

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS 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.

SPXU vs. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short S&P500 (SPXU) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


SPXUHIBSDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

0.75

0.70

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.99

+0.01

Martin ratioReturn relative to average drawdown

-1.64

-1.50

-0.14

SPXU vs. HIBS - Sharpe Ratio Comparison

The current SPXU Sharpe Ratio is -1.41, which is comparable to the HIBS Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of SPXU and HIBS, 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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Sharpe Ratios by Period


SPXUHIBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

-1.22

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.70

-0.65

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

-0.73

-0.11

Drawdowns

SPXU vs. HIBS - Drawdown Comparison

The maximum SPXU drawdown since its inception was -99.99%, roughly equal to the maximum HIBS drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SPXU and HIBS.


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Drawdown Indicators


SPXUHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-99.98%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-50.82%

-83.13%

+32.31%

Max Drawdown (3Y)

Largest decline over 3 years

-84.36%

-96.48%

+12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-90.23%

-98.52%

+8.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-99.99%

-99.98%

-0.01%

Average Drawdown

Average peak-to-trough decline

-93.33%

-93.14%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.23%

54.63%

-24.40%

Volatility

SPXU vs. HIBS - Volatility Comparison

The current volatility for ProShares UltraPro Short S&P500 (SPXU) is 8.41%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 22.04%. This indicates that SPXU experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXUHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

22.04%

-13.63%

Volatility (6M)

Calculated over the trailing 6-month period

26.86%

52.82%

-25.96%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

67.45%

-32.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.31%

82.46%

-32.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.37%

94.78%

-41.41%

SPXU vs. HIBS - Expense Ratio Comparison

SPXU has a 0.93% expense ratio, which is lower than HIBS's 1.06% expense ratio.


Dividends

SPXU vs. HIBS - Dividend Comparison

SPXU's dividend yield for the trailing twelve months is around 7.97%, less than HIBS's 11.62% yield.


PositionTTM202520242023202220212020201920182017
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.62%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%0.00%
SPXU
ProShares UltraPro Short S&P500
7.97%7.02%9.53%7.06%0.39%0.00%0.70%2.14%1.41%0.10%

Frequently Asked Questions


SPXU and HIBS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (22.04%) compared to SPXU (8.41%). In terms of maximum drawdown, SPXU dropped -99.99% vs HIBS's -99.98%.

On 5-year performance, SPXU leads with -35.03% vs -53.41% for HIBS. On fees, SPXU is cheaper at 0.93% per year. On volatility, SPXU has been the lower-risk option at 8.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPXU has performed better with a -35.03% return vs -53.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXU is cheaper with a 0.93% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 11.62%, compared with 7.97% for SPXU.

SPXU is categorized as Leveraged Equities, while HIBS is Inverse Equities. SPXU tracks S&P 500 Index (-300%), while HIBS tracks S&P 500® High Beta Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.93% for SPXU and 1.06% for HIBS.

HIBS currently has the higher Sharpe Ratio (-1.22 vs -1.41), 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

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