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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 1.14% return, which is significantly higher than SPXS's -25.49% return.


UTSL

1D
-1.50%
1M
-17.87%
YTD
1.14%
6M
-5.29%
1Y
9.70%
3Y*
20.67%
5Y*
8.32%
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)

UTSL vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTSL
Direxion Daily Utilities Bull 3X Shares
1.14%29.03%54.24%-35.55%-14.06%48.16%-38.58%81.07%-2.27%11.26%
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%3.44%-31.46%

Correlation

The correlation between UTSL and SPXS is -0.21, 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

-0.21

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 4, 2017

-0.37

The correlation between UTSL and SPXS shifts across timeframes, from -0.37 (5 years) to -0.21 (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: 1313
Overall Rank
UTSL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UTSL Sortino Ratio Rank: 1313
Sortino Ratio Rank
UTSL Omega Ratio Rank: 1313
Omega Ratio Rank
UTSL Calmar Ratio Rank: 1313
Calmar Ratio Rank
UTSL Martin Ratio Rank: 1212
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.

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.


UTSLSPXSDifference

Sharpe ratio

Return per unit of total volatility

0.22

-1.38

+1.60

Sortino ratio

Return per unit of downside risk

0.60

-2.31

+2.90

Omega ratio

Gain probability vs. loss probability

1.07

0.75

+0.32

Calmar ratio

Return relative to maximum drawdown

0.34

-0.96

+1.31

Martin ratio

Return relative to average drawdown

0.73

-1.62

+2.36

UTSL vs. SPXS - Sharpe Ratio Comparison

The current UTSL Sharpe Ratio is 0.22, which is higher than the SPXS Sharpe Ratio of -1.38. 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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Sharpe Ratios by Period


UTSLSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

-1.38

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.69

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.83

+0.97

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%

-50.77%

+22.32%

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

-25.53%

-100.00%

+74.47%

Average Drawdown

Average peak-to-trough decline

-33.23%

-96.30%

+63.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.34%

30.04%

-16.70%

Volatility

UTSL vs. SPXS - Volatility Comparison

Direxion Daily Utilities Bull 3X Shares (UTSL) has a higher volatility of 16.50% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. 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

16.50%

8.51%

+7.99%

Volatility (6M)

Calculated over the trailing 6-month period

34.86%

26.82%

+8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

43.41%

35.54%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.02%

50.39%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.28%

53.54%

+5.74%

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 1.80%, less than SPXS's 4.91% yield.


PositionTTM202520242023202220212020201920182017
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%0.00%
UTSL
Direxion Daily Utilities Bull 3X Shares
1.80%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 -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTSL has higher volatility (16.50%) compared to SPXS (8.51%). In terms of maximum drawdown, UTSL dropped -79.55% vs SPXS's -100.00%.

On 5-year performance, UTSL leads with 8.32% vs -34.76% for SPXS. On fees, UTSL is cheaper at 0.99% 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, UTSL has performed better with a 8.32% return vs -34.76%. 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 4.91%, compared with 1.80% 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 (0.22 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.

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