Direxion Daily Real Estate Bear 3X Shares

10-Year Study

DRV.US · · US · ETF

Executive Summary: Direxion Daily Real Estate Bear 3X Shares has compounded at -29.5% annually over the last 10 years, with a maximum drawdown of 97.1% and an annualized volatility of 54.2%.

1Y CAGR
-20.4%
3Y CAGR
-25.9%
5Y CAGR
-17.5%
10Y CAGR
-29.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
97.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +68.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -68.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.5-15.320.3-19.1————————-23.8%
2025-5.7-10.87.4-0.9-2.60.00.6-5.6-0.49.5-4.57.4-7.3%
202416.3-7.0-4.929.8-13.6-4.6-18.8-14.7-8.510.7-11.430.8-10.5%
2023-25.719.71.6-2.814.6-14.8-3.410.924.88.1-31.0-22.7-33.7%
202226.810.1-21.98.012.218.4-23.318.048.1-9.9-22.314.768.5%
2021-1.7-10.8-15.1-20.6-3.8-9.2-12.6-6.517.3-19.55.6-25.7-68.8%
2020-3.621.17.0-35.4-12.0-13.8-11.8-3.15.16.8-25.9-9.2-60.5%
2019-28.7-1.8-9.60.9-1.4-4.1-3.8-10.6-5.3-2.93.5-2.2-51.7%
201813.024.4-11.6-4.6-11.4-12.3-1.8-8.57.87.5-12.525.15.1%
20170.0-10.56.8-1.21.8-6.4-4.20.5-0.33.5-7.60.4-17.1%
2016———6.6-8.1-18.9-12.311.13.517.23.2-14.4-17.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 54.2%. The dominant macroeconomic risk driver is VNQ.US, accounting for 73.5% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110664.036806985287
2016-05-019796.186125835155
2016-06-017942.142584725427
2016-07-016969.098520888518
2016-08-017744.904615474562
2016-09-018014.4639771054835
2016-10-019395.134282419445
2016-11-019697.567141209722
2016-12-018303.746532920435
2017-01-018303.746532920435
2017-02-017435.897358622941
2017-03-017942.142584725427
2017-04-017850.097998161337
2017-05-017988.16487800747
2017-06-017475.345253843641
2017-07-017159.763598930677
2017-08-017192.635589237395
2017-09-017172.912395053365
2017-10-017422.747055647616
2017-11-016857.330740140399
2017-12-016883.628332385774
2018-01-017777.7766057812805
2018-02-019677.842440173054
2018-03-018553.582700367324
2018-04-018159.105255012958
2018-05-017232.083484458096
2018-06-016345.701529560908
2018-07-016233.25415827287
2018-08-015701.268875401219
2018-09-016148.553971468348
2018-10-016610.354579001194
2018-11-015782.409876273837
2018-12-017232.329101438155
2019-01-015158.401102775034
2019-02-015065.934597472195
2019-03-014580.5984585801625
2019-04-014620.425990166289
2019-05-014554.04087245016
2019-06-014366.834389832845
2019-07-014199.542844718958
2019-08-013756.0879499034645
2019-09-013555.7636455200886
2019-10-013452.6784254585286
2019-11-013573.167315244492
2019-12-013493.0982943420536
2020-01-013365.759175574175
2020-02-014074.8329465199445
2020-03-014360.2023620157615
2020-04-012818.702873536902
2020-05-012480.6193675731943
2020-06-012137.170044345331
2020-07-011884.9490416341878
2020-08-011827.2602405210869
2020-09-011921.1716995973495
2020-10-012051.307081237835
2020-11-011520.0335752563856
2020-12-011380.5070362119009
2021-01-011356.35821435735
2021-02-011210.1236564684089
2021-03-011027.6659807613744
2021-04-01815.6931485988368
2021-05-01784.836365381696
2021-06-01712.390014781777
2021-07-01622.5027462080312
2021-08-01582.2546906231581
2021-09-01682.8747433625414
2021-10-01549.653792615888
2021-11-01580.6447385091926
2021-12-01431.19042009698626
2022-01-01546.7022137402847
2022-02-01601.7078762938424
2022-03-01470.0968201792884
2022-04-01507.6616797227521
2022-05-01569.7779066311242
2022-06-01674.8250977564468
2022-07-01517.8578131837344
2022-08-01611.0990336978421
2022-09-01905.1779291440913
2022-10-01815.5589859226731
2022-11-01633.369635567966
2022-12-01726.6187885796362
2023-01-01539.8471562815921
2023-02-01646.3622618290204
2023-03-01656.6042083375187
2023-04-01638.4142441627107
2023-05-01731.6719619724735
2023-06-01623.5120128181785
2023-07-01602.3574788659621
2023-08-01668.2940080967513
2023-09-01834.3382541917532
2023-10-01902.3317145295882
2023-11-01622.7418132903642
2023-12-01481.4612150928639
2024-01-01560.0472038423349
2024-02-01520.684139072465
2024-03-01495.19857641492
2024-04-01642.6262854046034
2024-05-01555.0468562847136
2024-06-01529.7877721807613
2024-07-01430.0680866556418
2024-08-01366.8311645391175
2024-09-01335.5781875578555
2024-10-01371.5278353965788
2024-11-01329.3449976707472
2024-12-01430.9366089159232
2025-01-01406.3701525610864
2025-02-01362.50148665764925
2025-03-01389.36169940907547
2025-04-01385.6675697833934
2025-05-01375.6195383511755
2025-06-01375.7206489541627
2025-07-01377.95531399209904
2025-08-01356.949485628244
2025-09-01355.6808895778599
2025-10-01389.61246405121966
2025-11-01372.04612064492096
2025-12-01399.61732660177563
2026-01-01369.4802738337551
2026-02-01312.97329299589273
2026-03-01376.56247433641596
2026-04-01304.68560348468714
Annual Return Matrix
YearAnnual Return
2017-0.17102138112050547
20180.0506565363809417
2019-0.5170161305785369
2020-0.6047900975337632
2021-0.6876579337978828
20220.6851459464618905
2023-0.3373950375904756
2024-0.10494013763329946
2025-0.07267723759402867
2026-0.23755657424656496
Total Factor Risk
0.5420324142878062
VTI.US Exposure
-0.06408997158044959
VEA.US Exposure
-0.017653279429092488
VWO.US Exposure
-0.004742407224368029
QQQ.US Exposure
-0.004756649260484282
VTV.US Exposure
-0.02794930281410588
IJR.US Exposure
-0.004329484621461119
QUAL.US Exposure
0.07740462636168591
SHV.US Exposure
0.2749270641291048
TLT.US Exposure
-0.025811802688093778
LQD.US Exposure
0.047740799929305466
HYG.US Exposure
-0.017526284306285042
GLD.US Exposure
0.005879719100234618
USO.US Exposure
-0.0008640748776905214
VNQ.US Exposure
0.7350241008632133
BTC-USD.CC Exposure
0.005736989043929047
CPER.US Exposure
-0.004807589810470155
VIX.INDX Exposure
0.006513197100125105
UUP.US Exposure
0.020527873055387683
TIP.US Exposure
-0.008403436119106784
Idiosyncratic Exposure
0.007179913148621532
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.68%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.770.04%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-11.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-17.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
30.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
-2.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily Real Estate Bear 3X Shares a high-risk investment?

Direxion Daily Real Estate Bear 3X Shares (DRV.US) has an annualized volatility of 54.2% and experienced a maximum drawdown of 97.1% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of DRV.US?

Over the past 10 years, DRV.US has generated a Compound Annual Growth Rate (CAGR) of -29.5%. It has had a positive return in 20% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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