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TECS vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. QQQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). 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 -55.78% return, which is significantly lower than QQQD's 0.46% return.


TECS

1D
0.41%
1M
4.74%
6M
-55.63%
YTD
-55.78%
1Y
-69.62%
3Y*
-59.51%
5Y*
-54.69%
10Y*
-60.95%
ALL TIME*
-57.85%

QQQD

1D
-3.23%
1M
-1.45%
6M
0.57%
YTD
0.46%
1Y
-14.09%
3Y*
5Y*
10Y*
ALL TIME*
-20.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.12M$1.26M$1.70M
$26.82M$44.05M$62.80M

TECS vs. QQQD - Yearly Performance Comparison


2026 (YTD)20252024
TECS
Direxion Daily Technology Bear 3X Shares
-55.78%-62.44%-36.86%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
0.46%-20.32%-27.75%

Correlation

The correlation between TECS and QQQD is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2024

0.76

The correlation between TECS and QQQD has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

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Return for Risk

TECS vs. QQQD — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 22
Sortino Ratio Rank
TECS Omega Ratio Rank: 22
Omega Ratio Rank
TECS Calmar Ratio Rank: 11
Calmar Ratio Rank
TECS Martin Ratio Rank: 00
Martin Ratio Rank

QQQD
QQQD Risk / Return Rank: 55
Overall Rank
QQQD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 55
Sortino Ratio Rank
QQQD Omega Ratio Rank: 55
Omega Ratio Rank
QQQD Calmar Ratio Rank: 55
Calmar Ratio Rank
QQQD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TECS vs. QQQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). 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.


TECSQQQDDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

0.84

0.93

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.51

-0.38

Martin ratioReturn relative to average drawdown

-1.58

-0.85

-0.73

TECS vs. QQQD - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -0.88, which is lower than the QQQD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of TECS and QQQD, 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. QQQD - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, which is greater than QQQD's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for TECS and QQQD.


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Drawdown Indicators


TECSQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-49.47%

-50.53%

Max Drawdown (1Y)

Largest decline over 1 year

-76.16%

-21.94%

-54.22%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

Max Drawdown (5Y)

Largest decline over 5 years

-98.82%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-45.68%

-54.32%

Average Drawdown

Average peak-to-trough decline

-96.78%

-31.27%

-65.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.80%

13.19%

+29.61%

Volatility

TECS vs. QQQD - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 29.88% compared to Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) at 8.15%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than QQQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.88%

8.15%

+21.73%

Volatility (6M)

Calculated over the trailing 6-month period

65.87%

17.57%

+48.30%

Volatility (1Y)

Calculated over the trailing 1-year period

76.74%

22.50%

+54.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.85%

26.94%

+49.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.44%

26.94%

+46.50%

TECS vs. QQQD - Expense Ratio Comparison

TECS has a 1.01% expense ratio, which is higher than QQQD's 0.57% expense ratio.


Dividends

TECS vs. QQQD - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 7.33%, more than QQQD's 3.06% yield.


PositionTTM20252024202320222021202020192018
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
3.06%4.33%5.17%0.00%0.00%0.00%0.00%0.00%0.00%
TECS
Direxion Daily Technology Bear 3X Shares
7.33%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%

Frequently Asked Questions


TECS and QQQD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (29.88%) compared to QQQD (8.15%). In terms of maximum drawdown, TECS dropped -100.00% vs QQQD's -49.47%.

On 1-year performance, QQQD leads with -14.09% vs -69.62% for TECS. On fees, QQQD is cheaper at 0.57% per year. On volatility, QQQD has been the lower-risk option at 8.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQD has performed better with a -14.09% return vs -69.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQD is cheaper with a 0.57% expense ratio, compared with 1.01% for TECS.

TECS has the higher dividend yield at 7.33%, compared with 3.06% for QQQD.

TECS tracks Technology Select Sector Index (-300%), while QQQD tracks Indxx Magnificent 7 Index (-100%). Their fees differ too: 1.01% for TECS and 0.57% for QQQD.

QQQD currently has the higher Sharpe Ratio (-0.50 vs -0.88), 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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