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WEBL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bull 3X Shares (WEBL) 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, WEBL achieves a 2.87% return, which is significantly higher than SPXS's -26.34% return.


WEBL

1D
0.57%
1M
13.84%
YTD
2.87%
6M
-0.58%
1Y
7.07%
3Y*
36.94%
5Y*
-16.60%
10Y*

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBL vs. SPXS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBL
Daily Dow Jones Internet Bull 3X Shares
2.87%2.37%76.78%165.50%-91.04%2.73%132.56%13.47%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-13.10%

Correlation

The correlation between WEBL and SPXS is -0.71, 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

-0.71

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

-0.79

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

-0.82

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

-0.79

The correlation between WEBL and SPXS shifts across timeframes, from -0.82 (5 years) to -0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WEBL vs. SPXS — Risk / Return Rank

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

WEBL
WEBL Risk / Return Rank: 1212
Overall Rank
WEBL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1414
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1414
Omega Ratio Rank
WEBL Calmar Ratio Rank: 1111
Calmar Ratio Rank
WEBL Martin Ratio Rank: 1010
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 00
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: 00
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.

WEBL vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bull 3X Shares (WEBL) 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.


WEBLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.07

0.75

+0.32

Calmar ratioReturn relative to maximum drawdown

0.13

-0.98

+1.10

Martin ratioReturn relative to average drawdown

0.27

-1.64

+1.91

WEBL vs. SPXS - Sharpe Ratio Comparison

The current WEBL Sharpe Ratio is 0.13, which is higher than the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of WEBL 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


WEBLSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-1.40

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.70

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.84

+0.87

Drawdowns

WEBL vs. SPXS - Drawdown Comparison

The maximum WEBL drawdown since its inception was -94.44%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WEBL and SPXS.


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Drawdown Indicators


WEBLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-100.00%

+5.56%

Max Drawdown (1Y)

Largest decline over 1 year

-56.57%

-50.77%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-60.82%

-84.13%

+23.31%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

-90.11%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-69.72%

-100.00%

+30.28%

Average Drawdown

Average peak-to-trough decline

-58.87%

-96.30%

+37.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.01%

30.20%

-4.19%

Volatility

WEBL vs. SPXS - Volatility Comparison

Daily Dow Jones Internet Bull 3X Shares (WEBL) has a higher volatility of 15.48% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that WEBL'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


WEBLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.48%

8.36%

+7.12%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

26.83%

+16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

56.62%

35.52%

+21.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.65%

50.38%

+30.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.85%

53.53%

+29.32%

WEBL vs. SPXS - Expense Ratio Comparison

WEBL has a 1.17% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

WEBL vs. SPXS - Dividend Comparison

WEBL's dividend yield for the trailing twelve months is around 0.19%, less than SPXS's 4.97% yield.


PositionTTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.19%0.25%0.00%0.00%0.00%4.79%0.00%0.06%0.00%

Frequently Asked Questions


WEBL and SPXS have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEBL has higher volatility (15.48%) compared to SPXS (8.36%). In terms of maximum drawdown, WEBL dropped -94.44% vs SPXS's -100.00%.

On 5-year performance, WEBL leads with -16.60% vs -34.91% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WEBL has performed better with a -16.60% return vs -34.91%. 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 1.17% for WEBL.

SPXS has the higher dividend yield at 4.97%, compared with 0.19% for WEBL.

WEBL is categorized as Leveraged Equities, while SPXS is Inverse Equities. WEBL tracks Dow Jones Internet Composite Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.17% for WEBL and 1.08% for SPXS.

WEBL currently has the higher Sharpe Ratio (0.13 vs -1.40), 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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