WANT vs. ^SIXY

Last updated Jun 24, 2026

WANT (Direxion Daily Consumer Discretionary Bull 3X Shares) is Leveraged Equities fund tracking the S&P Consumer Discretionary Select Sector Index (-300%), while ^SIXY (Consumer Discretionary Select Sector Index) is an index.

Performance

WANT vs. ^SIXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) and Consumer Discretionary Select Sector Index (^SIXY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WANT

• 1D: -3.36%
• 1M: -14.54%
• YTD: -21.36%
• 6M: -26.83%
• 1Y: -0.82%
• 3Y*: 9.94%
• 5Y*: -8.83%
• 10Y*: —

^SIXY

• 1D: -0.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WANT vs. ^SIXY - Yearly Performance Comparison

	2026 (YTD)
WANT Direxion Daily Consumer Discretionary Bull 3X Shares	-3.36%
^SIXY Consumer Discretionary Select Sector Index	-0.06%

Return for Risk

WANT vs. ^SIXY — Risk / Return Rank

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

WANT

WANT Risk / Return Rank: 9
WANT Sharpe Ratio Rank: 9
WANT Sortino Ratio Rank: 10
WANT Omega Ratio Rank: 10
WANT Calmar Ratio Rank: 9
WANT Martin Ratio Rank: 8

^SIXY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

WANT vs. ^SIXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) and Consumer Discretionary Select Sector Index (^SIXY). 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.

	WANT	^SIXY	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	—	—
Sortino ratio: Return per unit of downside risk	0.37	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	-0.02	—	—
Martin ratio: Return relative to average drawdown	-0.05	—	—

Drawdowns

WANT vs. ^SIXY - Drawdown Comparison

The maximum WANT drawdown since its inception was -85.89%, which is greater than ^SIXY's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for WANT and ^SIXY.

Drawdown Indicators

	WANT	^SIXY	Difference
Max Drawdown Largest peak-to-trough decline	-85.89%	-0.06%	-85.83%
Max Drawdown (1Y) Largest decline over 1 year	-41.27%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-63.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-85.89%	—	—
Current Drawdown Current decline from peak	-62.10%	-0.06%	-62.04%
Average Drawdown Average peak-to-trough decline	-43.16%	-0.06%	-43.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.14%	—	—

Volatility

Volatility by Period

	WANT	^SIXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	41.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.06%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.98%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.48%	—	—