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WEBS vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBS vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bear 3X Shares (WEBS) and Direxion Daily Small Cap Bull 3X Shares (TNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBS achieves a -16.82% return, which is significantly lower than TNA's 46.53% return.


WEBS

1D
5.89%
1M
-13.46%
YTD
-16.82%
6M
-14.14%
1Y
-30.71%
3Y*
-49.47%
5Y*
-36.70%
10Y*

TNA

1D
-4.11%
1M
9.08%
YTD
46.53%
6M
40.42%
1Y
118.36%
3Y*
28.02%
5Y*
-6.21%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBS vs. TNA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBS
Daily Dow Jones Internet Bear 3X Shares
-16.82%-40.66%-56.62%-75.58%117.15%-39.82%-87.18%-13.16%
TNA
Direxion Daily Small Cap Bull 3X Shares
46.53%9.82%7.21%26.24%-62.48%27.88%-7.82%13.96%

Correlation

The correlation between WEBS and TNA is -0.52, 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

-0.52

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

-0.62

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

-0.70

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

-0.67

The correlation between WEBS and TNA shifts across timeframes, from -0.70 (5 years) to -0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WEBS vs. TNA — Risk / Return Rank

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

WEBS
WEBS Risk / Return Rank: 44
Overall Rank
WEBS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WEBS Sortino Ratio Rank: 55
Sortino Ratio Rank
WEBS Omega Ratio Rank: 55
Omega Ratio Rank
WEBS Calmar Ratio Rank: 44
Calmar Ratio Rank
WEBS Martin Ratio Rank: 22
Martin Ratio Rank

TNA
TNA Risk / Return Rank: 5959
Overall Rank
TNA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5252
Sortino Ratio Rank
TNA Omega Ratio Rank: 4747
Omega Ratio Rank
TNA Calmar Ratio Rank: 7272
Calmar Ratio Rank
TNA Martin Ratio Rank: 6565
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.

WEBS vs. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.


WEBSTNADifference

Sharpe ratio

Return per unit of total volatility

-0.54

2.09

-2.63

Sortino ratio

Return per unit of downside risk

-0.52

2.57

-3.09

Omega ratio

Gain probability vs. loss probability

0.94

1.30

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.58

3.66

-4.23

Martin ratio

Return relative to average drawdown

-1.33

12.05

-13.37

WEBS vs. TNA - Sharpe Ratio Comparison

The current WEBS Sharpe Ratio is -0.54, which is lower than the TNA Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WEBS and TNA, 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


WEBSTNADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

2.09

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

-0.09

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.23

-0.81

Drawdowns

WEBS vs. TNA - Drawdown Comparison

The maximum WEBS drawdown since its inception was -99.63%, which is greater than TNA's maximum drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for WEBS and TNA.


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Drawdown Indicators


WEBSTNADifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-88.09%

-11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-53.54%

-32.53%

-21.01%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-65.78%

-24.55%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-82.36%

-14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-99.60%

-38.03%

-61.57%

Average Drawdown

Average peak-to-trough decline

-91.09%

-33.90%

-57.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.19%

9.86%

+13.33%

Volatility

WEBS vs. TNA - Volatility Comparison

The current volatility for Daily Dow Jones Internet Bear 3X Shares (WEBS) is 15.72%, while Direxion Daily Small Cap Bull 3X Shares (TNA) has a volatility of 17.14%. This indicates that WEBS experiences smaller price fluctuations and is considered to be less risky than TNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBSTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.72%

17.14%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

43.46%

40.25%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

57.60%

57.08%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.81%

67.31%

+14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.84%

68.42%

+21.42%

WEBS vs. TNA - Expense Ratio Comparison

WEBS has a 1.07% expense ratio, which is lower than TNA's 1.14% expense ratio.


Dividends

WEBS vs. TNA - Dividend Comparison

WEBS's dividend yield for the trailing twelve months is around 3.92%, more than TNA's 0.41% yield.


PositionTTM202520242023202220212020201920182017
TNA
Direxion Daily Small Cap Bull 3X Shares
0.41%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%
WEBS
Daily Dow Jones Internet Bear 3X Shares
3.92%3.77%8.02%8.51%0.20%0.00%1.11%0.11%0.00%0.00%

Frequently Asked Questions


WEBS and TNA have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNA has higher volatility (17.14%) compared to WEBS (15.72%). In terms of maximum drawdown, WEBS dropped -99.63% vs TNA's -88.09%.

On 5-year performance, TNA leads with -6.21% vs -36.70% for WEBS. On fees, WEBS is cheaper at 1.07% per year. On volatility, WEBS has been the lower-risk option at 15.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TNA has performed better with a -6.21% return vs -36.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WEBS is cheaper with a 1.07% expense ratio, compared with 1.14% for TNA.

WEBS has the higher dividend yield at 3.92%, compared with 0.41% for TNA.

WEBS tracks Dow Jones Internet Composite Index (300%), while TNA tracks Russell 2000 Index (300%). Their fees differ too: 1.07% for WEBS and 1.14% for TNA.

TNA currently has the higher Sharpe Ratio (2.09 vs -0.54), 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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