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CHAU vs. HOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHAU vs. HOOG - 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 HOOD Daily ETF (HOOG). The values are adjusted to include any dividend payments, if applicable.

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CHAU vs. HOOG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CHAU achieves a -2.48% return, which is significantly higher than HOOG's -67.70% return.


CHAU

1D
0.74%
1M
-8.47%
YTD
-2.48%
6M
-0.27%
1Y
47.33%
3Y*
0.30%
5Y*
-10.61%
10Y*
2.21%

HOOG

1D
2.51%
1M
-24.23%
YTD
-67.70%
6M
-82.07%
1Y
43.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHAU vs. HOOG - Expense Ratio Comparison

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


Return for Risk

CHAU vs. HOOG — Risk / Return Rank

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

CHAU
CHAU Risk / Return Rank: 7171
Overall Rank
CHAU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CHAU Sortino Ratio Rank: 6767
Sortino Ratio Rank
CHAU Omega Ratio Rank: 6767
Omega Ratio Rank
CHAU Calmar Ratio Rank: 7474
Calmar Ratio Rank
CHAU Martin Ratio Rank: 7575
Martin Ratio Rank

HOOG
HOOG Risk / Return Rank: 3232
Overall Rank
HOOG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HOOG Sortino Ratio Rank: 5555
Sortino Ratio Rank
HOOG Omega Ratio Rank: 4444
Omega Ratio Rank
HOOG Calmar Ratio Rank: 2323
Calmar Ratio Rank
HOOG Martin Ratio Rank: 1919
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.

CHAU vs. HOOG - 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 HOOD Daily ETF (HOOG). 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.


CHAUHOOGDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.30

+0.99

Sortino ratio

Return per unit of downside risk

1.76

1.50

+0.27

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

2.08

0.53

+1.55

Martin ratio

Return relative to average drawdown

8.42

1.11

+7.31

CHAU vs. HOOG - Sharpe Ratio Comparison

The current CHAU Sharpe Ratio is 1.29, which is higher than the HOOG Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CHAU and HOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHAUHOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.30

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.18

-0.28

Correlation

The correlation between CHAU and HOOG is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHAU vs. HOOG - Dividend Comparison

CHAU's dividend yield for the trailing twelve months is around 2.09%, less than HOOG's 38.10% yield.


TTM20252024202320222021202020192018
CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
2.09%1.97%2.25%3.97%0.77%1.73%0.09%0.58%0.83%
HOOG
Leverage Shares 2X Long HOOD Daily ETF
38.10%12.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHAU vs. HOOG - Drawdown Comparison

The maximum CHAU drawdown since its inception was -79.21%, smaller than the maximum HOOG drawdown of -86.94%. Use the drawdown chart below to compare losses from any high point for CHAU and HOOG.


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Drawdown Indicators


CHAUHOOGDifference

Max Drawdown

Largest peak-to-trough decline

-79.21%

-86.94%

+7.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

-86.94%

+64.95%

Max Drawdown (5Y)

Largest decline over 5 years

-74.32%

Max Drawdown (10Y)

Largest decline over 10 years

-78.58%

Current Drawdown

Current decline from peak

-60.65%

-84.94%

+24.29%

Average Drawdown

Average peak-to-trough decline

-58.96%

-30.17%

-28.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

41.37%

-35.90%

Volatility

CHAU vs. HOOG - Volatility Comparison

The current volatility for Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) is 9.69%, while Leverage Shares 2X Long HOOD Daily ETF (HOOG) has a volatility of 35.44%. This indicates that CHAU experiences smaller price fluctuations and is considered to be less risky than HOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHAUHOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

35.44%

-25.75%

Volatility (6M)

Calculated over the trailing 6-month period

22.47%

100.78%

-78.31%

Volatility (1Y)

Calculated over the trailing 1-year period

36.74%

143.11%

-106.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.97%

143.62%

-96.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.25%

143.62%

-96.37%