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XHB vs. DRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XHB and DRN is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

XHB vs. DRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Homebuilders ETF (XHB) and Direxion Daily Real Estate Bull 3x Shares (DRN). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
775.90%
586.10%
XHB
DRN

Key characteristics

Sharpe Ratio

XHB:

-0.32

DRN:

0.39

Sortino Ratio

XHB:

-0.28

DRN:

0.88

Omega Ratio

XHB:

0.97

DRN:

1.11

Calmar Ratio

XHB:

-0.29

DRN:

0.28

Martin Ratio

XHB:

-0.73

DRN:

1.18

Ulcer Index

XHB:

12.30%

DRN:

17.90%

Daily Std Dev

XHB:

28.22%

DRN:

54.67%

Max Drawdown

XHB:

-81.61%

DRN:

-86.32%

Current Drawdown

XHB:

-25.07%

DRN:

-70.30%

Returns By Period

In the year-to-date period, XHB achieves a -10.13% return, which is significantly lower than DRN's -7.56% return. Over the past 10 years, XHB has outperformed DRN with an annualized return of 11.24%, while DRN has yielded a comparatively lower -5.09% annualized return.


XHB

YTD

-10.13%

1M

-5.23%

6M

-19.28%

1Y

-9.08%

5Y*

23.26%

10Y*

11.24%

DRN

YTD

-7.56%

1M

-10.05%

6M

-28.17%

1Y

21.81%

5Y*

2.05%

10Y*

-5.09%

*Annualized

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XHB vs. DRN - Expense Ratio Comparison

XHB has a 0.35% expense ratio, which is lower than DRN's 0.99% expense ratio.


Expense ratio chart for DRN: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRN: 0.99%
Expense ratio chart for XHB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XHB: 0.35%

Risk-Adjusted Performance

XHB vs. DRN — Risk-Adjusted Performance Rank

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

XHB
The Risk-Adjusted Performance Rank of XHB is 99
Overall Rank
The Sharpe Ratio Rank of XHB is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XHB is 99
Sortino Ratio Rank
The Omega Ratio Rank of XHB is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XHB is 77
Calmar Ratio Rank
The Martin Ratio Rank of XHB is 99
Martin Ratio Rank

DRN
The Risk-Adjusted Performance Rank of DRN is 5252
Overall Rank
The Sharpe Ratio Rank of DRN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DRN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DRN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DRN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DRN is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XHB vs. DRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Homebuilders ETF (XHB) and Direxion Daily Real Estate Bull 3x Shares (DRN). 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.


The chart of Sharpe ratio for XHB, currently valued at -0.32, compared to the broader market-1.000.001.002.003.004.00
XHB: -0.32
DRN: 0.39
The chart of Sortino ratio for XHB, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.00
XHB: -0.28
DRN: 0.88
The chart of Omega ratio for XHB, currently valued at 0.97, compared to the broader market0.501.001.502.00
XHB: 0.97
DRN: 1.11
The chart of Calmar ratio for XHB, currently valued at -0.29, compared to the broader market0.002.004.006.008.0010.0012.00
XHB: -0.29
DRN: 0.28
The chart of Martin ratio for XHB, currently valued at -0.73, compared to the broader market0.0020.0040.0060.00
XHB: -0.73
DRN: 1.18

The current XHB Sharpe Ratio is -0.32, which is lower than the DRN Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of XHB and DRN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.32
0.39
XHB
DRN

Dividends

XHB vs. DRN - Dividend Comparison

XHB's dividend yield for the trailing twelve months is around 0.82%, less than DRN's 2.70% yield.


TTM20242023202220212020201920182017201620152014
XHB
SPDR S&P Homebuilders ETF
0.82%0.59%0.77%1.06%0.50%0.73%0.89%1.25%0.71%0.67%0.50%0.78%
DRN
Direxion Daily Real Estate Bull 3x Shares
2.70%2.25%2.84%2.70%4.21%1.91%2.59%3.12%0.92%0.00%0.00%0.00%

Drawdowns

XHB vs. DRN - Drawdown Comparison

The maximum XHB drawdown since its inception was -81.61%, smaller than the maximum DRN drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for XHB and DRN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.07%
-70.30%
XHB
DRN

Volatility

XHB vs. DRN - Volatility Comparison

The current volatility for SPDR S&P Homebuilders ETF (XHB) is 14.23%, while Direxion Daily Real Estate Bull 3x Shares (DRN) has a volatility of 30.13%. This indicates that XHB experiences smaller price fluctuations and is considered to be less risky than DRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
14.23%
30.13%
XHB
DRN