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UBOT vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBOT achieves a 16.93% return, which is significantly higher than SPXS's -25.49% return.


UBOT

1D
-1.65%
1M
9.27%
YTD
16.93%
6M
21.77%
1Y
49.20%
3Y*
12.40%
5Y*
-6.34%
10Y*

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBOT vs. SPXS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
16.93%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.27%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%12.57%

Correlation

The correlation between UBOT and SPXS is -0.77, 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

-0.77

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

-0.80

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

-0.81

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2018

-0.80

The correlation between UBOT and SPXS has been stable across timeframes, ranging from -0.81 to -0.77 - a consistent structural relationship.

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Return for Risk

UBOT vs. SPXS — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 2929
Overall Rank
UBOT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3030
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2828
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBOT Martin Ratio Rank: 3030
Martin Ratio Rank

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

UBOT vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


UBOTSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.19

0.75

+0.44

Calmar ratioReturn relative to maximum drawdown

1.38

-0.96

+2.34

Martin ratioReturn relative to average drawdown

4.39

-1.62

+6.01

UBOT vs. SPXS - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 1.04, which is higher than the SPXS Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of UBOT and SPXS, 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


UBOTSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-1.38

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.69

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.83

+0.78

Drawdowns

UBOT vs. SPXS - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UBOT and SPXS.


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Drawdown Indicators


UBOTSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-100.00%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-50.77%

+14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

-84.13%

+32.49%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-90.11%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-43.38%

-100.00%

+56.62%

Average Drawdown

Average peak-to-trough decline

-49.53%

-96.30%

+46.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.24%

30.04%

-18.80%

Volatility

UBOT vs. SPXS - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 15.45% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBOTSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

8.51%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

36.47%

26.82%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

47.78%

35.54%

+12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.94%

50.39%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.46%

53.54%

+9.92%

UBOT vs. SPXS - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

UBOT vs. SPXS - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 0.80%, less than SPXS's 4.91% yield.


PositionTTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.80%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


UBOT and SPXS have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (15.45%) compared to SPXS (8.51%). In terms of maximum drawdown, UBOT dropped -86.01% vs SPXS's -100.00%.

On 5-year performance, UBOT leads with -6.34% vs -34.76% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UBOT has performed better with a -6.34% return vs -34.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.29% for UBOT.

SPXS has the higher dividend yield at 4.91%, compared with 0.80% for UBOT.

UBOT is categorized as Robotics, while SPXS is Inverse Equities. UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.29% for UBOT and 1.08% for SPXS.

UBOT currently has the higher Sharpe Ratio (1.04 vs -1.38), 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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