FXG vs SPDN

Comparison between FIRST TRUST CONSUMER STAPLES ALPHADEX FUND (FXG, ETF) and DIREXION DAILY S&P 500 (R) BEAR 1X SHARES (SPDN, ETF).

5-Year PerformanceFXG has outperformed SPDN, delivering a return of +5.0% compared to -7.8%

FXG vs SPDN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXG(ETF)	SPDN(ETF)
Net Assets	$229M	$229M
Expense Ratio	0.63%	0.48%
Max Drawdown	40.05%	80.11%
Sharpe Ratio	0.03	-1.22
5Y Beta	0.22	-0.97
P/E Ratio	18.69	N/A
Forward P/E	13.49	N/A
PEG Ratio	0.18	N/A
5Y Dividends CAGR	16.63%	N/A
5Y EPS CAGR	9.94%	N/A
Debt to Equity	-36.44%	N/A
P/S Ratio	0.56	N/A
P/B Ratio	2.22	N/A

Net Assets

Winner

FXG

$229M

SPDN

$229M

Expense Ratio

FXG

0.63%

Winner

SPDN

0.48%

Max Drawdown

Winner

FXG

40.05%

SPDN

80.11%

Sharpe Ratio

Winner

FXG

0.03

SPDN

-1.22

5Y Beta

FXG

0.22

Winner

SPDN

-0.97

P/E Ratio

FXG

18.69

SPDN

N/A

Forward P/E

FXG

13.49

SPDN

N/A

PEG Ratio

FXG

0.18

SPDN

N/A

5Y Dividends CAGR

FXG

16.63%

SPDN

N/A

5Y EPS CAGR

FXG

9.94%

SPDN

N/A

Debt to Equity

FXG

-36.44%

SPDN

N/A

P/S Ratio

FXG

0.56

SPDN

N/A

P/B Ratio

FXG

2.22

SPDN

N/A

FXG vs SPDN - Historical Returns

Returns include dividend reinvestment.

Period	FXG	SPDN
1 month	+3.51%	-3.18%
3 months	+9.82%	-1.06%
6 months	-1.32%	-7.79%
1 year	+4.31%	-12.32%
5 years(CAGR)	+4.97%	-7.81%
10 years(CAGR)	+5.07%	-12.30%
Max(CAGR)	+8.20%	-12.33%

Winner

FXG

+3.51%

SPDN

-3.18%

Winner

FXG

+9.82%

SPDN

-1.06%

Winner

FXG

-1.32%

SPDN

-7.79%

Winner

FXG

+4.31%

SPDN

-12.32%

5Y(CAGR)

Winner

FXG

+4.97%

SPDN

-7.81%

10Y(CAGR)

Winner

FXG

+5.07%

SPDN

-12.30%

Max(CAGR)

Winner

FXG

+8.20%

SPDN

-12.33%

FXG vs SPDN - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXG	SPDN
2026	+10.01%	-8.47%
2025	-2.73%	-11.32%
2024	+1.53%	-13.44%
2023	+2.95%	-15.40%
2022	+2.91%	+19.39%
2021	+22.14%	-24.71%
2020	+5.92%	-23.87%
2019	+21.13%	-21.99%
2018	-11.58%	+6.21%
2017	+7.10%	-16.49%
2016	+5.89%	-6.92%
2015	+6.91%	N/A
2014	+22.08%	N/A
2013	+38.16%	N/A
2012	+10.58%	N/A
2011	+13.08%	N/A
2010	+18.79%	N/A
2009	+24.81%	N/A
2008	-24.28%	N/A
2007	-2.32%	N/A

FXG vs SPDN Drawdown Comparison

The maximum drawdown for FXG was -38.69%, occurring on Mar 6, 2009. Recovery took 713 trading sessions.

The maximum drawdown for SPDN was -75.72%, occurring on Aug 13, 2026. This drawdown has not yet recovered.

The current FXG drawdown is -3.34%. The current SPDN drawdown is -75.34%.

Rank	FXG	SPDN
#1	-38.69% Jun 4, 2007 - Apr 1, 2010	-75.72% Jun 27, 2016 - Aug 13, 2026
#2	-27.54% Dec 27, 2019 - Aug 4, 2020	-2.37% Jun 16, 2016 - Jun 24, 2016
#3	-19.27% Jan 26, 2018 - Dec 20, 2019	N/A
#4	-15.70% Apr 20, 2022 - Mar 11, 2024	N/A
#5	-15.25% Jul 7, 2011 - Nov 28, 2012	N/A
#6	-12.75% Feb 27, 2026 - Jun 2, 2026	N/A
#7	-12.01% Nov 29, 2024 - Feb 6, 2026	N/A
#8	-10.95% Jul 8, 2016 - Nov 30, 2017	N/A
#9	-10.92% Apr 14, 2010 - Oct 13, 2010	N/A
#10	-9.84% Aug 17, 2015 - Mar 16, 2016	N/A
#11	-8.93% May 10, 2021 - Nov 15, 2021	N/A
#12	-7.06% Jan 14, 2014 - Feb 20, 2014	N/A
#13	-6.47% Jun 20, 2014 - Oct 30, 2014	N/A
#14	-6.45% Mar 27, 2024 - Aug 30, 2024	N/A
#15	-6.23% May 31, 2011 - Jul 1, 2011	N/A

Correlation

Correlation between FXG and SPDN is -0.92 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.92

-101

Dividend Comparison (2007 - 2026)

FXG vs SPDN dividend yield comparison.

Year	FXG	SPDN
2026	0.90%	1.41%
2025	2.83%	4.06%
2024	1.70%	5.32%
2023	1.41%	5.84%
2022	1.83%	0.96%
2021	1.38%	0.00%
2020	1.41%	0.10%
2019	1.63%	1.89%
2018	2.31%	1.24%
2017	1.34%	0.42%
2016	1.72%	0.00%
2015	1.67%	0.00%
2014	1.24%	0.00%
2013	0.95%	0.00%
2012	3.21%	0.00%
2011	0.76%	0.00%
2010	1.04%	0.00%
2009	1.10%	0.00%
2008	1.77%	0.00%
2007	0.58%	0.00%