Highlights
- Avg. Volume (1M)
- 157K
- Avg. Volume Value (1M)
- $3.47M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CHAU Performance Chart
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) is up 3.4% since the beginning of the year. CHAU is currently trading at $22 per share. Investors who bought $1,000 worth of CHAU shares 5 years ago would now be looking at an investment worth $647.
Loading charts...
Compare this symbol against anything
Returns By Period
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has returned 3.41% so far this year and 41.75% over the past 12 months. Over the last ten years, CHAU has returned 3.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Direxion Daily CSI 300 China A Share Bull 2x Shares
- 1D
- -0.55%
- 1M
- -6.06%
- 6M
- 0.47%
- YTD
- 3.41%
- 1Y
- 41.75%
- 3Y*
- 6.15%
- 5Y*
- -8.33%
- 10Y*
- 3.36%
- ALL TIME*
- -4.90%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CHAU Monthly Returns History
Based on dividend-adjusted daily data since Apr 16, 2015, CHAU's average daily return is +0.04%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.
Historically, 51% of months were positive and 49% were negative. The best month was Sep 2024 with a return of +45.0%, while the worst month was Jan 2016 at -37.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, CHAU closed higher 49% of trading days. The best single day was Jul 9, 2015 with a return of +40.0%, while the worst single day was Aug 24, 2015 at -26.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.93% | 3.51% | -9.15% | 16.84% | 3.04% | 2.91% | -13.78% | 3.41% | |||||
| 2025 | -4.12% | 3.51% | -0.65% | -6.93% | 3.23% | 8.54% | 5.95% | 25.38% | 5.69% | -0.29% | -3.34% | 6.17% | 47.73% |
| 2024 | -14.80% | 16.61% | -0.03% | 3.90% | -2.66% | -7.19% | 2.47% | -4.08% | 44.96% | -13.31% | -2.58% | -4.99% | 6.61% |
| 2023 | 23.86% | -12.35% | 0.59% | -2.54% | -16.62% | -0.19% | 13.75% | -15.57% | -3.67% | -8.73% | -1.08% | -3.02% | -28.25% |
| 2022 | -13.40% | 1.18% | -19.45% | -18.48% | 5.87% | 22.52% | -15.46% | -8.61% | -17.50% | -20.45% | 35.06% | -0.54% | -49.17% |
| 2021 | 6.45% | -0.18% | -12.41% | 5.62% | 13.73% | -7.16% | -14.13% | 0.94% | 0.96% | 3.39% | -1.68% | 5.23% | -2.84% |
Benchmark Metrics
Direxion Daily CSI 300 China A Share Bull 2x Shares has an annualized alpha of -5.92%, beta of 1.26, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since April 16, 2015.
- This ETF participated in 155.50% of S&P 500 Index downside but only 83.83% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -5.92%
- Beta
- 1.26
- R²
- 0.17
- Upside Capture
- 83.83%
- Downside Capture
- 155.50%
Expense Ratio
CHAU has a high expense ratio of 1.21%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CHAU ranks 47 for risk / return — above 47% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and compare them to S&P 500 Index.
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.
| CHAU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.00 | +0.09 |
| Martin ratioReturn relative to average drawdown | 5.94 | 8.49 | -2.55 |
Dividends
Dividend History
Direxion Daily CSI 300 China A Share Bull 2x Shares provided a 2.09% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.41 | $0.33 | $0.56 | $0.16 | $0.69 | $0.04 | $0.14 | $0.12 |
Dividend yield | 2.09% | 1.97% | 2.25% | 3.97% | 0.77% | 1.73% | 0.09% | 0.58% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Direxion Daily CSI 300 China A Share Bull 2x Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.21 | |||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.41 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.33 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.23 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Direxion Daily CSI 300 China A Share Bull 2x Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Direxion Daily CSI 300 China A Share Bull 2x Shares was 79.21%, occurring on Feb 2, 2024. The portfolio has not yet recovered.
The current Direxion Daily CSI 300 China A Share Bull 2x Shares drawdown is 58.27%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-79.21%Feb 2024 | 8y 7mo | — | 11y 1moJun 2015 - now | — |
-14.24%May 2015 | 2d | 14d | 16dMay 2015 - May 2015 | — |
-13.54%May 2015 | 2d | 10d | 12dMay 2015 - Jun 2015 | — |
-9.85%Apr 2015 | 1d | 4d | 4dApr 2015 - Apr 2015 | — |
-4.01%Jun 2015 | 1d | 3d | 3dJun 2015 - Jun 2015 | — |
Drawdown Indicators
| CHAU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -56.78% | -22.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.27% | -9.10% | -10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -59.88% | -18.90% | -40.98% |
Max Drawdown (5Y)Largest decline over 5 years | -71.83% | -25.43% | -46.40% |
Max Drawdown (10Y)Largest decline over 10 years | -78.58% | -33.92% | -44.66% |
Current DrawdownCurrent decline from peak | -58.27% | -1.58% | -56.69% |
Average DrawdownAverage peak-to-trough decline | -58.83% | -10.70% | -48.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.79% | 2.14% | +4.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CHAU
Add Direxion Daily CSI 300 China A Share Bull 2x Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CHAU