PortfoliosLab logoPortfoliosLab logo
TECS vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TECS achieves a -56.17% return, which is significantly lower than IGM's 20.35% return. Over the past 10 years, TECS has underperformed IGM with an annualized return of -61.22%, while IGM has yielded a comparatively higher 23.77% annualized return.


TECS

1D
6.95%
1M
11.35%
6M
-54.81%
YTD
-56.17%
1Y
-69.26%
3Y*
-59.70%
5Y*
-55.35%
10Y*
-61.22%

IGM

1D
-2.48%
1M
-3.54%
6M
19.15%
YTD
20.35%
1Y
37.02%
3Y*
31.90%
5Y*
18.50%
10Y*
23.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-56.17%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
IGM
iShares Expanded Tech Sector ETF
20.35%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%

Correlation

The correlation between TECS and IGM is -0.98, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.98

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

-0.97

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

-0.97

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2008

-0.97

The correlation between TECS and IGM has been stable across timeframes, ranging from -0.98 to -0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TECS vs. IGM — Risk / Return Rank

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

TECS
TECS Risk / Return Rank: 11
Overall Rank
TECS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TECS Sortino Ratio Rank: 11
Sortino Ratio Rank
TECS Omega Ratio Rank: 11
Omega Ratio Rank
TECS Calmar Ratio Rank: 11
Calmar Ratio Rank
TECS Martin Ratio Rank: 00
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 5454
Overall Rank
IGM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGM Omega Ratio Rank: 5252
Omega Ratio Rank
IGM Calmar Ratio Rank: 5656
Calmar Ratio Rank
IGM Martin Ratio Rank: 5252
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. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and iShares Expanded Tech Sector ETF (IGM). 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.


TECSIGMDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.84

Omega ratioGain probability vs. loss probability

0.82

1.27

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.91

2.26

-3.17

Martin ratioReturn relative to average drawdown

-1.72

7.10

-8.82

TECS vs. IGM - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -0.94, which is lower than the IGM Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of TECS and IGM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TECS vs. IGM - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for TECS and IGM.


Loading charts...

Drawdown Indicators


TECSIGMDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-65.59%

-34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-76.16%

-16.44%

-59.72%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-26.39%

-69.83%

Max Drawdown (5Y)

Largest decline over 5 years

-98.82%

-40.68%

-58.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-40.68%

-59.31%

Current Drawdown

Current decline from peak

-100.00%

-9.12%

-90.88%

Average Drawdown

Average peak-to-trough decline

-96.77%

-15.19%

-81.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.31%

5.23%

+35.08%

Volatility

TECS vs. IGM - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 29.37% compared to iShares Expanded Tech Sector ETF (IGM) at 8.90%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TECSIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.37%

8.90%

+20.47%

Volatility (6M)

Calculated over the trailing 6-month period

62.76%

19.74%

+43.02%

Volatility (1Y)

Calculated over the trailing 1-year period

73.64%

23.59%

+50.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.34%

26.23%

+50.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.12%

24.76%

+48.36%

TECS vs. IGM - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is higher than IGM's 0.39% expense ratio.


Dividends

TECS vs. IGM - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 7.39%, more than IGM's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.14%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
TECS
Direxion Daily Technology Bear 3X Shares
7.39%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%0.00%0.00%0.00%

Frequently Asked Questions


TECS and IGM have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (29.37%) compared to IGM (8.90%). In terms of maximum drawdown, TECS dropped -100.00% vs IGM's -65.59%.

On 10-year performance, IGM leads with 23.77% vs -61.22% for TECS. On fees, IGM is cheaper at 0.39% per year. On volatility, IGM has been the lower-risk option at 8.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGM has performed better with a 23.77% return vs -61.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGM is cheaper with a 0.39% expense ratio, compared with 1.08% for TECS.

TECS has the higher dividend yield at 7.39%, compared with 0.14% for IGM.

TECS is categorized as Leveraged Equities, while IGM is Technology Equities. TECS tracks Technology Select Sector Index (-300%), while IGM tracks S&P North American Expanded Technology Sector Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.08% for TECS and 0.39% for IGM.

IGM currently has the higher Sharpe Ratio (1.58 vs -0.94), 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 TECS and IGM

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

Open Portfolio Optimizer