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TECS vs. BERZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. BERZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TECS achieves a -60.06% return, which is significantly lower than BERZ's -55.66% return.


TECS

1D
11.54%
1M
-13.82%
YTD
-60.06%
6M
-58.34%
1Y
-76.73%
3Y*
-62.98%
5Y*
-57.09%
10Y*
-62.40%

BERZ

1D
11.73%
1M
4.71%
YTD
-55.66%
6M
-53.62%
1Y
-80.66%
3Y*
-74.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. BERZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TECS
Direxion Daily Technology Bear 3X Shares
-60.06%-62.44%-49.76%-74.45%45.05%-36.86%
BERZ
MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN
-55.66%-78.81%-65.95%-89.12%102.85%-28.36%

Correlation

The correlation between TECS and BERZ is 0.90, 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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2021

0.93

The correlation between TECS and BERZ has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

TECS vs. BERZ — Risk / Return Rank

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

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

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

TECS vs. BERZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ). 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.


TECSBERZDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

0.75

0.77

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.96

-0.02

Martin ratioReturn relative to average drawdown

-1.86

-1.56

-0.30

TECS vs. BERZ - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.10, which is comparable to the BERZ Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of TECS and BERZ, 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

TECS vs. BERZ - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, roughly equal to the maximum BERZ drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for TECS and BERZ.


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Drawdown Indicators


TECSBERZDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.80%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-78.66%

-84.60%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-98.87%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.82%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-99.73%

-0.27%

Average Drawdown

Average peak-to-trough decline

-96.76%

-71.81%

-24.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.87%

54.31%

-10.44%

Volatility

TECS vs. BERZ - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 36.37% compared to MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) at 34.10%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than BERZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSBERZDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.37%

34.10%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

58.81%

63.77%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

70.17%

81.37%

-11.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.65%

92.80%

-17.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.84%

92.80%

-19.96%

TECS vs. BERZ - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is higher than BERZ's 0.95% expense ratio.


Dividends

TECS vs. BERZ - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 9.75%, while BERZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BERZ
MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TECS
Direxion Daily Technology Bear 3X Shares
9.75%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%

Frequently Asked Questions


TECS and BERZ have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (36.37%) compared to BERZ (34.10%). In terms of maximum drawdown, TECS dropped -100.00% vs BERZ's -99.80%.

On 3-year performance, TECS leads with -62.98% vs -74.69% for BERZ. On fees, BERZ is cheaper at 0.95% per year. On volatility, BERZ has been the lower-risk option at 34.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TECS has performed better with a -62.98% return vs -74.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BERZ is cheaper with a 0.95% expense ratio, compared with 1.08% for TECS.

TECS has the higher dividend yield at 9.75%, compared with 0.00% for BERZ.

TECS is categorized as Leveraged Equities, while BERZ is Inverse Equities. TECS tracks Technology Select Sector Index (-300%), while BERZ tracks Solactive FANG Innovation Index. They also come from different issuers: Direxion and BMO. Their fees differ too: 1.08% for TECS and 0.95% for BERZ.

BERZ currently has the higher Sharpe Ratio (-0.99 vs -1.10), 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.

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