SPDN vs FXG

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

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

SPDN vs FXG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

SPDN

$229M

Winner

FXG

$229M

Expense Ratio

Winner

SPDN

0.48%

FXG

0.63%

Max Drawdown

SPDN

80.11%

Winner

FXG

40.05%

Sharpe Ratio

SPDN

-1.22

Winner

FXG

0.03

5Y Beta

Winner

SPDN

-0.97

FXG

0.22

P/E Ratio

SPDN

N/A

FXG

18.69

Forward P/E

SPDN

N/A

FXG

13.49

PEG Ratio

SPDN

N/A

FXG

0.18

5Y Dividends CAGR

SPDN

N/A

FXG

16.63%

5Y EPS CAGR

SPDN

N/A

FXG

9.94%

Debt to Equity

SPDN

N/A

FXG

-36.44%

P/S Ratio

SPDN

N/A

FXG

0.56

P/B Ratio

SPDN

N/A

FXG

2.22

SPDN vs FXG - Historical Returns

Returns include dividend reinvestment.

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

SPDN

-3.18%

Winner

FXG

+3.51%

SPDN

-1.06%

Winner

FXG

+9.82%

SPDN

-7.79%

Winner

FXG

-1.32%

SPDN

-12.32%

Winner

FXG

+4.31%

5Y(CAGR)

SPDN

-7.81%

Winner

FXG

+4.97%

10Y(CAGR)

SPDN

-12.30%

Winner

FXG

+5.07%

Max(CAGR)

SPDN

-12.33%

Winner

FXG

+8.20%

SPDN vs FXG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

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

SPDN vs FXG Drawdown Comparison

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

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

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

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

Correlation

Correlation between SPDN and FXG 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)

SPDN vs FXG dividend yield comparison.

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