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XLV vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLV vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Health Care Select Sector SPDR ETF (XLV) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLV achieves a -0.23% return, which is significantly higher than SPDN's -6.10% return. Over the past 10 years, XLV has outperformed SPDN with an annualized return of 9.81%, while SPDN has yielded a comparatively lower -12.53% annualized return.


XLV

1D
-0.18%
1M
4.84%
YTD
-0.23%
6M
0.67%
1Y
14.43%
3Y*
7.12%
5Y*
6.00%
10Y*
9.81%

SPDN

1D
-0.45%
1M
0.69%
YTD
-6.10%
6M
-6.14%
1Y
-14.45%
3Y*
-11.73%
5Y*
-8.47%
10Y*
-12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLV vs. SPDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLV
State Street Health Care Select Sector SPDR ETF
-0.23%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.10%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%

Correlation

The correlation between XLV and SPDN is -0.32, 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

-0.32

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

-0.47

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

-0.59

Correlation (10Y)
Calculated over the trailing 10-year period

-0.66

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

-0.66

Over the past year, the inverse relationship between XLV and SPDN has weakened: their correlation has moved from -0.66 to -0.32, meaning they move in opposite directions less often than they have historically.

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Return for Risk

XLV vs. SPDN — Risk / Return Rank

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

XLV
XLV Risk / Return Rank: 3030
Overall Rank
XLV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 3333
Sortino Ratio Rank
XLV Omega Ratio Rank: 2828
Omega Ratio Rank
XLV Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLV Martin Ratio Rank: 2727
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 11
Overall Rank
SPDN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 11
Sortino Ratio Rank
SPDN Omega Ratio Rank: 11
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN 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.

XLV vs. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Health Care Select Sector SPDR ETF (XLV) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


XLVSPDNDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.17

0.82

+0.35

Calmar ratioReturn relative to maximum drawdown

1.38

-0.82

+2.20

Martin ratioReturn relative to average drawdown

3.31

-1.46

+4.78

XLV vs. SPDN - Sharpe Ratio Comparison

The current XLV Sharpe Ratio is 0.97, which is higher than the SPDN Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of XLV and SPDN, 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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Drawdowns

XLV vs. SPDN - Drawdown Comparison

The maximum XLV drawdown since its inception was -39.17%, smaller than the maximum SPDN drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for XLV and SPDN.


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Drawdown Indicators


XLVSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-39.17%

-75.31%

+36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-17.73%

+7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.11%

-38.24%

+21.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-43.85%

+26.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-75.31%

+46.91%

Current Drawdown

Current decline from peak

-3.59%

-74.71%

+71.12%

Average Drawdown

Average peak-to-trough decline

-7.12%

-48.59%

+41.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

9.89%

-5.52%

Volatility

XLV vs. SPDN - Volatility Comparison

State Street Health Care Select Sector SPDR ETF (XLV) has a higher volatility of 4.90% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 4.18%. This indicates that XLV's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLVSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.18%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

9.71%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

12.52%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

16.92%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

18.05%

-1.47%

XLV vs. SPDN - Expense Ratio Comparison

XLV has a 0.08% expense ratio, which is lower than SPDN's 0.50% expense ratio.


Dividends

XLV vs. SPDN - Dividend Comparison

XLV's dividend yield for the trailing twelve months is around 1.63%, less than SPDN's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.02%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%
XLV
State Street Health Care Select Sector SPDR ETF
1.63%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions


XLV and SPDN have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLV has higher volatility (4.90%) compared to SPDN (4.18%). In terms of maximum drawdown, XLV dropped -39.17% vs SPDN's -75.31%.

On 10-year performance, XLV leads with 9.81% vs -12.53% for SPDN. On fees, XLV is cheaper at 0.08% per year. On volatility, SPDN has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLV has performed better with a 9.81% return vs -12.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLV is cheaper with a 0.08% expense ratio, compared with 0.50% for SPDN.

SPDN has the higher dividend yield at 4.02%, compared with 1.63% for XLV.

XLV is categorized as Health & Biotech Equities, while SPDN is Inverse Equities. XLV tracks Health Care Select Sector Index, while SPDN tracks S&P 500 Index. They also come from different issuers: State Street and Direxion. Their fees differ too: 0.08% for XLV and 0.50% for SPDN.

XLV currently has the higher Sharpe Ratio (0.97 vs -1.16), 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

Find the right allocation for XLV and SPDN

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