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TECS vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECS vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Technology Bear 3X Shares (TECS) and State Street Technology Select Sector SPDR ETF (XLK). 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 -61.54% return, which is significantly lower than XLK's 29.35% return. Over the past 10 years, TECS has underperformed XLK with an annualized return of -61.87%, while XLK has yielded a comparatively higher 24.88% annualized return.


TECS

1D
-0.76%
1M
-6.32%
6M
-59.85%
YTD
-61.54%
1Y
-73.90%
3Y*
-62.75%
5Y*
-56.36%
10Y*
-61.87%

XLK

1D
0.23%
1M
0.65%
6M
27.43%
YTD
29.35%
1Y
45.99%
3Y*
30.12%
5Y*
20.60%
10Y*
24.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECS vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECS
Direxion Daily Technology Bear 3X Shares
-61.54%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-19.14%-60.81%
XLK
State Street Technology Select Sector SPDR ETF
29.35%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Correlation

The correlation between TECS and XLK is -1.00, 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

-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 Dec 30, 2008

-0.99

The correlation between TECS and XLK has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

TECS vs. XLK — 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: 11
Sharpe Ratio Rank
TECS Sortino Ratio Rank: 00
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

XLK
XLK Risk / Return Rank: 6868
Overall Rank
XLK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6464
Sortino Ratio Rank
XLK Omega Ratio Rank: 6666
Omega Ratio Rank
XLK Calmar Ratio Rank: 7272
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
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. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Bear 3X Shares (TECS) and State Street Technology Select Sector SPDR ETF (XLK). 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.


TECSXLKDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-4.44

Omega ratioGain probability vs. loss probability

0.79

1.32

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.96

2.86

-3.82

Martin ratioReturn relative to average drawdown

-1.84

8.70

-10.54

TECS vs. XLK - Sharpe Ratio Comparison

The current TECS Sharpe Ratio is -1.01, which is lower than the XLK Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TECS and XLK, 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. XLK - Drawdown Comparison

The maximum TECS drawdown since its inception was -100.00%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for TECS and XLK.


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Drawdown Indicators


TECSXLKDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-82.05%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-76.47%

-15.92%

-60.55%

Max Drawdown (3Y)

Largest decline over 3 years

-96.22%

-25.66%

-70.56%

Max Drawdown (5Y)

Largest decline over 5 years

-98.82%

-33.56%

-65.26%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-33.56%

-66.43%

Current Drawdown

Current decline from peak

-100.00%

-6.16%

-93.84%

Average Drawdown

Average peak-to-trough decline

-96.77%

-34.85%

-61.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.90%

5.23%

+34.67%

Volatility

TECS vs. XLK - Volatility Comparison

Direxion Daily Technology Bear 3X Shares (TECS) has a higher volatility of 33.33% compared to State Street Technology Select Sector SPDR ETF (XLK) at 10.98%. This indicates that TECS's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TECSXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.33%

10.98%

+22.35%

Volatility (6M)

Calculated over the trailing 6-month period

61.97%

20.68%

+41.29%

Volatility (1Y)

Calculated over the trailing 1-year period

72.78%

24.26%

+48.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.16%

25.52%

+50.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.04%

24.77%

+48.27%

TECS vs. XLK - Expense Ratio Comparison

TECS has a 1.08% expense ratio, which is higher than XLK's 0.08% expense ratio.


Dividends

TECS vs. XLK - Dividend Comparison

TECS's dividend yield for the trailing twelve months is around 8.42%, more than XLK's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
TECS
Direxion Daily Technology Bear 3X Shares
8.42%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.43%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


TECS and XLK have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (33.33%) compared to XLK (10.98%). In terms of maximum drawdown, TECS dropped -100.00% vs XLK's -82.05%.

On 10-year performance, XLK leads with 24.88% vs -61.87% for TECS. On fees, XLK is cheaper at 0.08% per year. On volatility, XLK has been the lower-risk option at 10.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLK has performed better with a 24.88% return vs -61.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLK is cheaper with a 0.08% expense ratio, compared with 1.08% for TECS.

TECS has the higher dividend yield at 8.42%, compared with 0.43% for XLK.

TECS is categorized as Leveraged Equities, while XLK is Technology Equities. TECS tracks Technology Select Sector Index (-300%), while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: Direxion and State Street. Their fees differ too: 1.08% for TECS and 0.08% for XLK.

XLK currently has the higher Sharpe Ratio (1.88 vs -1.01), 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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