EDZ vs PEPS

Comparison between DIREXION DAILY MSCI EMERGING MARKETS BEAR 3X SHARES (EDZ, ETF) and PARAMETRIC EQUITY PLUS ETF (PEPS, ETF).

EDZ vs PEPS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EDZ(ETF)	PEPS(ETF)
Net Assets	$28M	$28M
Expense Ratio	N/A	0.10%
Max Drawdown	99.99%	21.47%
Sharpe Ratio	-1.67	1.57
5Y Beta	-1.86	1.04
P/E Ratio	N/A	29.86
Forward P/E	N/A	21.83
5Y Dividends CAGR	24.72%	N/A
5Y EPS CAGR	N/A	24.96%
Debt to Equity	N/A	22.53%
P/S Ratio	N/A	3.94
P/B Ratio	N/A	5.83

Net Assets

EDZ

$28M

PEPS

$28M

Expense Ratio

EDZ

N/A

PEPS

0.10%

Max Drawdown

EDZ

99.99%

Winner

PEPS

21.47%

Sharpe Ratio

EDZ

-1.67

Winner

PEPS

1.57

5Y Beta

Winner

EDZ

-1.86

PEPS

1.04

P/E Ratio

EDZ

N/A

PEPS

29.86

Forward P/E

EDZ

N/A

PEPS

21.83

5Y Dividends CAGR

EDZ

24.72%

PEPS

N/A

5Y EPS CAGR

EDZ

N/A

PEPS

24.96%

Debt to Equity

EDZ

N/A

PEPS

22.53%

P/S Ratio

EDZ

N/A

PEPS

3.94

P/B Ratio

EDZ

N/A

PEPS

5.83

EDZ vs PEPS - Holdings Comparison

EDZ and PEPS have 0 common holdings. Overlap is 0.00%

EDZ's top 25 holdings weight is 75.57%. PEPS's top 25 holdings weight is 57.54%.

Rank	EDZ	PEPS
#1	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 75.57%	NVIDIA CORP (NVDA) - 7.26%
#2	N/A	APPLE INC (AAPL) - 6.80%
#3	N/A	MICROSOFT CORP (MSFT) - 4.62%
#4	N/A	AMAZON.COM INC (AMZN) - 3.82%
#5	N/A	ALPHABET INC CLASS A (GOOGL) - 3.41%
#6	N/A	BROADCOM INC (AVGO) - 3.16%
#7	N/A	ALPHABET INC CLASS C (GOOG) - 3.03%
#8	N/A	OPTION ON STATE STREET® SPDR® S&P 500® ETF JUN26 (n/a) - 2.95%
#9	N/A	MICRON TECHNOLOGY INC (MU) - 2.12%
#10	N/A	META PLATFORMS INC CLASS A (META) - 2.06%
#11	N/A	TESLA INC (TSLA) - 1.92%
#12	N/A	ADVANCED MICRO DEVICES INC (AMD) - 1.84%
#13	N/A	ELI LILLY AND CO (LLY) - 1.60%
#14	N/A	JPMORGAN CHASE & CO (JPM) - 1.52%
#15	N/A	MORGAN STANLEY INSTL LQUDTY GOVT INSTL (MVRXX) - 1.25%
#16	N/A	EXXON MOBIL CORP (XOM) - 1.25%
#17	N/A	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.21%
#18	N/A	LAM RESEARCH CORP (LRCX) - 1.12%
#19	N/A	JOHNSON & JOHNSON (JNJ) - 1.09%
#20	N/A	CISCO SYSTEMS INC (CSCO) - 1.08%
#21	N/A	VISA INC CLASS A (V) - 1.04%
#22	N/A	WALMART INC (WMT) - 0.90%
#23	N/A	COSTCO WHOLESALE CORP (COST) - 0.87%
#24	N/A	INTEL CORP (INTC) - 0.82%
#25	N/A	CHEVRON CORP (CVX) - 0.80%
Total Holdings	1	185

EDZ vs PEPS - Historical Returns

Returns include dividend reinvestment.

Period	EDZ	PEPS
1 month	-12.55%	+1.65%
3 months	-47.40%	+10.84%
6 months	-57.69%	+8.62%
1 year	-71.06%	+26.85%
5 years(CAGR)	-24.65%	N/A
10 years(CAGR)	-36.83%	N/A
Max(CAGR)	-40.80%	+17.02%

EDZ

-12.55%

Winner

PEPS

+1.65%

EDZ

-47.40%

Winner

PEPS

+10.84%

EDZ

-57.69%

Winner

PEPS

+8.62%

EDZ

-71.06%

Winner

PEPS

+26.85%

5Y(CAGR)

EDZ

-24.65%

PEPS

N/A

10Y(CAGR)

EDZ

-36.83%

PEPS

N/A

Max(CAGR)

EDZ

-40.80%

Winner

PEPS

+17.02%

EDZ vs PEPS - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	EDZ	PEPS
2026	-51.00%	+8.05%
2025	-59.66%	+20.60%
2024	-16.21%	-1.46%
2023	-17.83%	N/A
2022	+52.78%	N/A
2021	-6.91%	N/A
2020	-66.72%	N/A
2019	-42.69%	N/A
2018	+41.14%	N/A
2017	-62.75%	N/A
2016	-50.12%	N/A
2015	+20.96%	N/A
2014	-15.48%	N/A
2013	-5.95%	N/A
2012	-49.67%	N/A
2011	-0.20%	N/A
2010	-55.21%	N/A
2009	-91.17%	N/A
2008	-4.29%	N/A

EDZ vs PEPS Drawdown Comparison

The maximum drawdown for EDZ was -99.99%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The maximum drawdown for PEPS was -21.26%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The current EDZ drawdown is -99.99%. The current PEPS drawdown is -2.64%.

Rank	EDZ	PEPS
#1	-99.99% Mar 2, 2009 - Jun 2, 2026	-21.26% Feb 19, 2025 - Jul 3, 2025
#2	-41.31% Jan 20, 2009 - Mar 2, 2009	-9.80% Feb 2, 2026 - Apr 22, 2026
#3	-27.71% Dec 30, 2008 - Jan 12, 2009	-5.37% Nov 12, 2025 - Dec 10, 2025
#4	-7.31% Jan 14, 2009 - Jan 20, 2009	-4.87% Jun 2, 2026 - Jun 10, 2026
#5	-1.62% Jan 12, 2009 - Jan 14, 2009	-4.67% Dec 6, 2024 - Feb 6, 2025
#6	N/A	-3.41% Oct 8, 2025 - Oct 21, 2025
#7	N/A	-3.04% Dec 11, 2025 - Dec 24, 2025
#8	N/A	-2.91% Jan 12, 2026 - Jan 28, 2026
#9	N/A	-2.29% Nov 11, 2024 - Nov 25, 2024
#10	N/A	-2.27% Jul 28, 2025 - Aug 8, 2025
#11	N/A	-2.05% Nov 3, 2025 - Nov 12, 2025
#12	N/A	-1.82% May 14, 2026 - May 22, 2026
#13	N/A	-1.56% Aug 14, 2025 - Aug 22, 2025
#14	N/A	-1.51% Aug 28, 2025 - Sep 8, 2025
#15	N/A	-1.37% Sep 22, 2025 - Sep 30, 2025

Correlation

Correlation between EDZ and PEPS is -0.93 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.93

-101