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ISIN
US25490K8365
CUSIP
25490K836
Issuer
Direxion
Inception Date
Dec 3, 2009
Region
Emerging Asia Pacific (China)
Leveraged
3x
Index Tracked
FTSE China 50 Index (-300%)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$116M

Share Price Chart


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Performance

YANG Performance Chart

Direxion Daily China 3x Bear Shares (YANG) is up 38.8% since the beginning of the year. YANG is currently trading at $35 per share. Investors who bought $1,000 worth of YANG shares 5 years ago would now be looking at an investment worth $142.


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S&P 500 Index

Returns By Period

Direxion Daily China 3x Bear Shares (YANG) has returned 38.80% so far this year and 4.69% over the past 12 months. Over the last ten years, YANG has returned -38.13% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Direxion Daily China 3x Bear Shares

1D
-1.11%
1M
16.15%
YTD
38.80%
6M
42.75%
1Y
4.69%
3Y*
-44.66%
5Y*
-32.29%
10Y*
-38.13%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YANG Monthly Returns History

Based on dividend-adjusted daily data since Dec 3, 2009, YANG's average daily return is -0.06%, while the average monthly return is -2.05%.

Historically, 39% of months were positive and 61% were negative. The best month was Sep 2011 with a return of +71.2%, while the worst month was Nov 2022 at -64.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, YANG closed higher 49% of trading days. The best single day was Oct 8, 2024 with a return of +36.0%, while the worst single day was Mar 16, 2022 at -63.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.61%19.71%10.48%-6.73%14.24%11.43%38.80%
2025-14.53%-27.70%-7.85%6.39%-10.66%-17.91%-5.03%-11.62%-15.67%8.79%1.50%7.18%-62.77%
202429.61%-22.78%-8.54%-16.78%-14.58%7.22%3.09%-8.67%-48.81%-11.30%7.26%-10.64%-71.41%
2023-32.63%44.69%-18.41%12.54%25.52%-16.21%-31.48%34.09%9.18%10.18%3.00%4.45%11.95%
2022-14.31%26.25%-25.35%3.30%-15.14%-23.69%34.98%-0.74%54.94%67.80%-64.08%-13.21%-41.34%
2021-20.75%-1.10%8.95%1.45%-1.29%-3.78%38.72%-6.42%12.21%-12.69%13.89%5.63%25.90%

Benchmark Metrics

Direxion Daily China 3x Bear Shares has an annualized alpha of 21.84%, beta of -2.68, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since December 03, 2009.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -248.27%), but participation in market rallies was also limited (-133.64%) - a profile typical of counter-cyclical assets.
  • Beta of -2.68 may look defensive, but with R2 of 0.35 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
21.84%
Beta
-2.68
0.35
Upside Capture
-133.64%
Downside Capture
-248.27%

Expense Ratio

YANG has a high expense ratio of 1.07%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

YANG ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


YANG Risk / Return Rank: 1010
Overall Rank
YANG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1212
Sortino Ratio Rank
YANG Omega Ratio Rank: 1212
Omega Ratio Rank
YANG Calmar Ratio Rank: 1010
Calmar Ratio Rank
YANG Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) 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.


YANGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.13

2.78

-2.65

Martin ratioReturn relative to average drawdown

0.22

12.44

-12.22

Dividends

Dividend History

Direxion Daily China 3x Bear Shares provided a 2.94% dividend yield over the last twelve months, with an annual payout of $1.02 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.02$1.01$6.59$9.37$0.00$0.00$2.17$12.02$7.52

Dividend yield

2.94%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily China 3x Bear Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.26$0.00$0.00$0.00$0.26
2025$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.21$0.00$0.00$0.29$1.01
2024$0.00$0.00$1.91$0.00$0.00$2.32$0.00$0.00$1.63$0.00$0.00$0.74$6.59
2023$0.00$0.00$3.17$0.00$0.00$1.59$0.00$0.00$1.80$0.00$0.00$2.81$9.37
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily China 3x Bear 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 China 3x Bear Shares was 99.98%, occurring on Oct 2, 2025. The portfolio has not yet recovered.

The current Direxion Daily China 3x Bear Shares drawdown is 99.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-99.98%Oct 2025
15y 7mo
16y 4moFeb 2010 - now
2010 bear market2010
-24.96%Jan 2010
18d11d
29dDec 2009 - Jan 2010
2010 correction2010
-13.84%Feb 2010
2d5d
7dFeb 2010 - Feb 2010
Financial crisis2007–2009
-6.23%Dec 2009
5d3d
8dDec 2009 - Dec 2009
2010 pullback2010
-3.29%Jan 2010
0s1d
1dJan 2010 - Jan 2010

Drawdown Indicators


YANGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-56.78%

-43.20%

Max Drawdown (1Y)

Largest decline over 1 year

-35.99%

-9.10%

-26.89%

Max Drawdown (3Y)

Largest decline over 3 years

-94.02%

-18.90%

-75.12%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

-25.43%

-71.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.53%

-33.92%

-65.61%

Current Drawdown

Current decline from peak

-99.97%

-1.80%

-98.17%

Average Drawdown

Average peak-to-trough decline

-90.52%

-10.71%

-79.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.39%

2.03%

+22.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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