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CHAU vs. BMNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHAU vs. BMNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHAU achieves a 9.18% return, which is significantly higher than BMNG's -78.43% return.


CHAU

1D
-6.16%
1M
-6.93%
YTD
9.18%
6M
12.70%
1Y
63.46%
3Y*
11.05%
5Y*
-11.02%
10Y*
3.91%

BMNG

1D
-22.44%
1M
-55.66%
YTD
-78.43%
6M
-87.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHAU vs. BMNG - Yearly Performance Comparison


Correlation

The correlation between CHAU and BMNG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.27

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Return for Risk

CHAU vs. BMNG — Risk / Return Rank

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

CHAU
CHAU Risk / Return Rank: 6464
Overall Rank
CHAU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CHAU Sortino Ratio Rank: 5555
Sortino Ratio Rank
CHAU Omega Ratio Rank: 5454
Omega Ratio Rank
CHAU Calmar Ratio Rank: 8282
Calmar Ratio Rank
CHAU Martin Ratio Rank: 7070
Martin Ratio Rank

BMNG
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.

CHAU vs. BMNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.


CHAUBMNGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

4.18

Martin ratioReturn relative to average drawdown

12.37

CHAU vs. BMNG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHAUBMNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.52

+0.43

Drawdowns

CHAU vs. BMNG - Drawdown Comparison

The maximum CHAU drawdown since its inception was -79.21%, smaller than the maximum BMNG drawdown of -95.98%. Use the drawdown chart below to compare losses from any high point for CHAU and BMNG.


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Drawdown Indicators


CHAUBMNGDifference

Max Drawdown

Largest peak-to-trough decline

-79.21%

-95.98%

+16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

Max Drawdown (3Y)

Largest decline over 3 years

-59.88%

Max Drawdown (5Y)

Largest decline over 5 years

-73.59%

Max Drawdown (10Y)

Largest decline over 10 years

-78.58%

Current Drawdown

Current decline from peak

-55.94%

-95.98%

+40.04%

Average Drawdown

Average peak-to-trough decline

-58.90%

-81.57%

+22.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

Volatility

CHAU vs. BMNG - Volatility Comparison


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Volatility by Period


CHAUBMNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.80%

Volatility (6M)

Calculated over the trailing 6-month period

23.67%

Volatility (1Y)

Calculated over the trailing 1-year period

33.96%

193.00%

-159.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

193.00%

-145.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.17%

193.00%

-145.83%

CHAU vs. BMNG - Expense Ratio Comparison

CHAU has a 1.21% expense ratio, which is higher than BMNG's 0.75% expense ratio.


Dividends

CHAU vs. BMNG - Dividend Comparison

CHAU's dividend yield for the trailing twelve months is around 1.86%, while BMNG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BMNG
Leverage Shares 2X Long BMNR Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
1.86%1.97%2.25%3.97%0.77%1.73%0.09%0.58%0.83%

Frequently Asked Questions


CHAU and BMNG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BMNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BMNG is cheaper with a 0.75% expense ratio, compared with 1.21% for CHAU.

CHAU has the higher dividend yield at 1.86%, compared with 0.00% for BMNG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.21% for CHAU and 0.75% for BMNG.

Portfolio Optimizer

Find the right allocation for CHAU and BMNG

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