CHAU vs. NTSD
CHAU (Direxion Daily CSI 300 China A Share Bull 2x Shares) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. CHAU is passively managed, while NTSD is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. CHAU charges 1.21%/yr vs 0.35%/yr for NTSD.
Performance
CHAU vs. NTSD - Performance Comparison
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Returns By Period
CHAU
- 1D
- -1.18%
- 1M
- 2.96%
- YTD
- 16.35%
- 6M
- 23.10%
- 1Y
- 75.17%
- 3Y*
- 13.12%
- 5Y*
- -9.89%
- 10Y*
- 4.49%
NTSD
- 1D
- 1.08%
- 1M
- 6.63%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHAU vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | 16.60% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 19.18% |
Correlation
The correlation between CHAU and NTSD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.56 |
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Return for Risk
CHAU vs. NTSD — Risk / Return Rank
CHAU
NTSD
CHAU vs. NTSD - 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 WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.
| CHAU | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | — | — |
| Martin ratioReturn relative to average drawdown | 14.80 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHAU | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 5.46 | -5.53 |
Drawdowns
CHAU vs. NTSD - Drawdown Comparison
The maximum CHAU drawdown since its inception was -79.21%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for CHAU and NTSD.
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Drawdown Indicators
| CHAU | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -5.20% | -74.01% |
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 | -73.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -78.58% | — | — |
Current DrawdownCurrent decline from peak | -53.04% | -0.04% | -53.00% |
Average DrawdownAverage peak-to-trough decline | -58.90% | -0.83% | -58.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | — | — |
Volatility
CHAU vs. NTSD - Volatility Comparison
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Volatility by Period
| CHAU | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.38% | 24.10% | +9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.07% | 24.10% | +22.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.13% | 24.10% | +23.03% |
CHAU vs. NTSD - Expense Ratio Comparison
CHAU has a 1.21% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
CHAU vs. NTSD - Dividend Comparison
CHAU's dividend yield for the trailing twelve months is around 1.75%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | 1.75% | 1.97% | 2.25% | 3.97% | 0.77% | 1.73% | 0.09% | 0.58% | 0.83% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHAU and NTSD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 1.21% for CHAU.
CHAU has the higher dividend yield at 1.75%, compared with 0.00% for NTSD.
They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 1.21% for CHAU and 0.35% for NTSD.
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