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UTSL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTSL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Utilities Bull 3X Shares (UTSL) 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, UTSL achieves a 11.66% return, which is significantly higher than SPXS's -20.76% return.


UTSL

1D
2.11%
1M
-1.85%
YTD
11.66%
6M
12.07%
1Y
24.77%
3Y*
24.32%
5Y*
12.23%
10Y*

SPXS

1D
3.42%
1M
3.11%
YTD
-20.76%
6M
-18.37%
1Y
-44.21%
3Y*
-40.67%
5Y*
-33.53%
10Y*
-42.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTSL vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTSL
Direxion Daily Utilities Bull 3X Shares
11.66%29.03%54.24%-35.55%-14.06%48.16%-38.58%81.07%-2.27%11.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-20.76%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-31.22%

Correlation

The correlation between UTSL and SPXS is -0.17, 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

-0.17

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

-0.27

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

-0.37

Correlation (All Time)
Calculated using the full available price history since May 3, 2017

-0.37

The correlation between UTSL and SPXS shifts across timeframes, from -0.37 (5 years) to -0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UTSL vs. SPXS — Risk / Return Rank

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

UTSL
UTSL Risk / Return Rank: 1919
Overall Rank
UTSL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UTSL Sortino Ratio Rank: 1919
Sortino Ratio Rank
UTSL Omega Ratio Rank: 1919
Omega Ratio Rank
UTSL Calmar Ratio Rank: 2020
Calmar Ratio Rank
UTSL Martin Ratio Rank: 1717
Martin Ratio Rank

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

UTSL vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Utilities Bull 3X Shares (UTSL) 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.

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.


UTSLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.13

0.79

+0.33

Calmar ratioReturn relative to maximum drawdown

0.87

-0.94

+1.82

Martin ratioReturn relative to average drawdown

1.75

-1.63

+3.38

UTSL vs. SPXS - Sharpe Ratio Comparison

The current UTSL Sharpe Ratio is 0.57, which is higher than the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of UTSL 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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Drawdowns

UTSL vs. SPXS - Drawdown Comparison

The maximum UTSL drawdown since its inception was -79.55%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UTSL and SPXS.


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Drawdown Indicators


UTSLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-79.55%

-100.00%

+20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-28.45%

-46.94%

+18.49%

Max Drawdown (3Y)

Largest decline over 3 years

-46.22%

-84.13%

+37.91%

Max Drawdown (5Y)

Largest decline over 5 years

-68.01%

-90.11%

+22.10%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-17.79%

-100.00%

+82.21%

Average Drawdown

Average peak-to-trough decline

-33.16%

-96.29%

+63.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.20%

29.25%

-15.05%

Volatility

UTSL vs. SPXS - Volatility Comparison

Direxion Daily Utilities Bull 3X Shares (UTSL) has a higher volatility of 15.77% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.08%. This indicates that UTSL'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


UTSLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.77%

14.08%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

35.31%

29.38%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

43.76%

37.37%

+6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.96%

50.68%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.18%

53.59%

+5.59%

UTSL vs. SPXS - Expense Ratio Comparison

UTSL has a 0.99% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

UTSL vs. SPXS - Dividend Comparison

UTSL's dividend yield for the trailing twelve months is around 1.63%, less than SPXS's 4.62% yield.


PositionTTM202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.62%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%
UTSL
Direxion Daily Utilities Bull 3X Shares
1.63%1.69%1.61%3.61%1.15%1.19%1.40%5.01%1.46%0.57%

Frequently Asked Questions


UTSL and SPXS have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTSL has higher volatility (15.77%) compared to SPXS (14.08%). In terms of maximum drawdown, UTSL dropped -79.55% vs SPXS's -100.00%.

On 5-year performance, UTSL leads with 12.23% vs -33.53% for SPXS. On fees, UTSL is cheaper at 0.99% per year. On volatility, SPXS has been the lower-risk option at 14.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UTSL has performed better with a 12.23% return vs -33.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTSL is cheaper with a 0.99% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.62%, compared with 1.63% for UTSL.

UTSL is categorized as Leveraged Equities, while SPXS is Inverse Equities. UTSL tracks Utilities Select Sector Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.99% for UTSL and 1.08% for SPXS.

UTSL currently has the higher Sharpe Ratio (0.57 vs -1.19), 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 UTSL and SPXS

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