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ASHR vs. YANG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASHR vs. YANG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) and Direxion Daily China 3x Bear Shares (YANG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASHR achieves a 5.18% return, which is significantly lower than YANG's 25.47% return. Over the past 10 years, ASHR has outperformed YANG with an annualized return of 4.83%, while YANG has yielded a comparatively lower -36.84% annualized return.


ASHR

1D
-2.43%
1M
-3.89%
6M
1.74%
YTD
5.18%
1Y
25.85%
3Y*
10.26%
5Y*
-1.21%
10Y*
4.83%

YANG

1D
-2.17%
1M
-0.55%
6M
45.29%
YTD
25.47%
1Y
11.02%
3Y*
-43.66%
5Y*
-34.43%
10Y*
-36.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASHR vs. YANG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASHR
Xtrackers Harvest CSI 300 China A-Shares ETF
5.18%27.02%11.95%-12.52%-27.52%-1.57%36.29%36.50%-28.45%33.47%
YANG
Direxion Daily China 3x Bear Shares
25.47%-62.77%-71.41%11.95%-41.34%25.90%-58.66%-40.72%13.14%-64.93%

Correlation

The correlation between ASHR and YANG is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.62

Correlation (3Y)
Calculated over the trailing 3-year period

-0.68

Correlation (5Y)
Calculated over the trailing 5-year period

-0.71

Correlation (10Y)
Calculated over the trailing 10-year period

-0.74

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2013

-0.72

The correlation between ASHR and YANG shifts across timeframes, from -0.74 (10 years) to -0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ASHR vs. YANG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASHR
ASHR Risk / Return Rank: 5656
Overall Rank
ASHR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 4747
Sortino Ratio Rank
ASHR Omega Ratio Rank: 4545
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8080
Calmar Ratio Rank
ASHR Martin Ratio Rank: 6363
Martin Ratio Rank

YANG
YANG Risk / Return Rank: 1414
Overall Rank
YANG Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1616
Sortino Ratio Rank
YANG Omega Ratio Rank: 1616
Omega Ratio Rank
YANG Calmar Ratio Rank: 1414
Calmar Ratio Rank
YANG Martin Ratio Rank: 1313
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.

ASHR vs. YANG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) and Direxion Daily China 3x Bear Shares (YANG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


ASHRYANGDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.24

1.08

+0.16

Calmar ratioReturn relative to maximum drawdown

3.37

0.35

+3.03

Martin ratioReturn relative to average drawdown

8.88

0.61

+8.27

ASHR vs. YANG - Sharpe Ratio Comparison

The current ASHR Sharpe Ratio is 1.35, which is higher than the YANG Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ASHR and YANG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASHR vs. YANG - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, smaller than the maximum YANG drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for ASHR and YANG.


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Drawdown Indicators


ASHRYANGDifference

Max Drawdown

Largest peak-to-trough decline

-51.30%

-99.98%

+48.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-31.88%

+24.19%

Max Drawdown (3Y)

Largest decline over 3 years

-33.12%

-94.02%

+60.90%

Max Drawdown (5Y)

Largest decline over 5 years

-44.10%

-97.38%

+53.28%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-99.38%

+48.08%

Current Drawdown

Current decline from peak

-19.41%

-99.97%

+80.56%

Average Drawdown

Average peak-to-trough decline

-29.06%

-90.56%

+61.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

18.13%

-15.21%

Volatility

ASHR vs. YANG - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) is 9.05%, while Direxion Daily China 3x Bear Shares (YANG) has a volatility of 19.01%. This indicates that ASHR experiences smaller price fluctuations and is considered to be less risky than YANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHRYANGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

19.01%

-9.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

42.31%

-27.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

59.33%

-40.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.15%

94.43%

-70.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

81.86%

-57.69%

ASHR vs. YANG - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is lower than YANG's 1.07% expense ratio.


Dividends

ASHR vs. YANG - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 2.19%, less than YANG's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ASHR
Xtrackers Harvest CSI 300 China A-Shares ETF
2.19%2.31%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%
YANG
Direxion Daily China 3x Bear Shares
2.94%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%0.00%0.00%0.00%

Frequently Asked Questions


ASHR and YANG have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YANG has higher volatility (19.01%) compared to ASHR (9.05%). In terms of maximum drawdown, ASHR dropped -51.30% vs YANG's -99.98%.

On 10-year performance, ASHR leads with 4.83% vs -36.84% for YANG. On fees, ASHR is cheaper at 0.65% per year. On volatility, ASHR has been the lower-risk option at 9.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ASHR has performed better with a 4.83% return vs -36.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ASHR is cheaper with a 0.65% expense ratio, compared with 1.07% for YANG.

YANG has the higher dividend yield at 2.94%, compared with 2.19% for ASHR.

ASHR tracks CSI 300 Index, while YANG tracks FTSE China 50 Index (-300%). They also come from different issuers: DWS and Direxion. Their fees differ too: 0.65% for ASHR and 1.07% for YANG.

ASHR currently has the higher Sharpe Ratio (1.35 vs 0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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