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WANT vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WANT vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) 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, WANT achieves a -14.08% return, which is significantly higher than SPXS's -25.49% return.


WANT

1D
-2.18%
1M
-3.95%
YTD
-14.08%
6M
-14.66%
1Y
6.37%
3Y*
19.16%
5Y*
-5.36%
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)

WANT vs. SPXS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
-14.08%-6.94%60.52%114.43%-83.03%84.81%45.26%90.07%-24.91%
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%24.80%

Correlation

The correlation between WANT and SPXS is -0.76, 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

-0.76

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

-0.81

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

-0.84

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2018

-0.85

The correlation between WANT and SPXS has been stable across timeframes, ranging from -0.85 to -0.76 - a consistent structural relationship.

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Return for Risk

WANT vs. SPXS — Risk / Return Rank

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

WANT
WANT Risk / Return Rank: 1111
Overall Rank
WANT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WANT Sortino Ratio Rank: 1313
Sortino Ratio Rank
WANT Omega Ratio Rank: 1212
Omega Ratio Rank
WANT Calmar Ratio Rank: 1010
Calmar Ratio Rank
WANT Martin Ratio Rank: 1111
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.

WANT vs. SPXS - Risk-Adjusted Trends Comparison

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


WANTSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.06

0.75

+0.31

Calmar ratioReturn relative to maximum drawdown

0.16

-0.96

+1.12

Martin ratioReturn relative to average drawdown

0.42

-1.62

+2.05

WANT vs. SPXS - Sharpe Ratio Comparison

The current WANT Sharpe Ratio is 0.12, which is higher than the SPXS Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of WANT 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


WANTSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-1.38

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.69

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.83

+0.95

Drawdowns

WANT vs. SPXS - Drawdown Comparison

The maximum WANT drawdown since its inception was -85.89%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WANT and SPXS.


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Drawdown Indicators


WANTSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-100.00%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-41.27%

-50.77%

+9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-63.53%

-84.13%

+20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-85.89%

-90.11%

+4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-58.58%

-100.00%

+41.42%

Average Drawdown

Average peak-to-trough decline

-43.07%

-96.30%

+53.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.11%

30.04%

-14.93%

Volatility

WANT vs. SPXS - Volatility Comparison

Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) has a higher volatility of 15.45% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. This indicates that WANT'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


WANTSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

8.51%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

38.86%

26.82%

+12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

53.92%

35.54%

+18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.65%

50.39%

+20.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.50%

53.54%

+17.96%

WANT vs. SPXS - Expense Ratio Comparison

WANT has a 0.98% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

WANT vs. SPXS - Dividend Comparison

WANT's dividend yield for the trailing twelve months is around 0.62%, 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%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
0.62%0.65%0.61%0.46%0.00%0.00%0.07%0.64%0.00%

Frequently Asked Questions


WANT and SPXS have a correlation of -0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WANT has higher volatility (15.45%) compared to SPXS (8.51%). In terms of maximum drawdown, WANT dropped -85.89% vs SPXS's -100.00%.

On 5-year performance, WANT leads with -5.36% vs -34.76% for SPXS. On fees, WANT is cheaper at 0.98% 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, WANT has performed better with a -5.36% return vs -34.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WANT is cheaper with a 0.98% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.91%, compared with 0.62% for WANT.

WANT is categorized as Leveraged Equities, while SPXS is Inverse Equities. WANT tracks S&P Consumer Discretionary Select Sector Index (-300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.98% for WANT and 1.08% for SPXS.

WANT currently has the higher Sharpe Ratio (0.12 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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