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CHAU vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHAU vs. TMF - 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 Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 0.33% return, which is significantly higher than TMF's -9.16% return. Over the past 10 years, CHAU has outperformed TMF with an annualized return of 2.81%, while TMF has yielded a comparatively lower -17.86% annualized return.


CHAU

1D
-5.35%
1M
-13.41%
6M
-3.46%
YTD
0.33%
1Y
35.87%
3Y*
7.74%
5Y*
-10.86%
10Y*
2.81%

TMF

1D
0.94%
1M
-6.04%
6M
-10.50%
YTD
-9.16%
1Y
-1.98%
3Y*
-21.11%
5Y*
-33.31%
10Y*
-17.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHAU vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
0.33%47.73%6.61%-28.25%-49.17%-2.84%71.95%70.01%-51.03%74.91%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-9.16%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between CHAU and TMF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.04

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

0.01

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2015

-0.09

The correlation between CHAU and TMF shifts across timeframes, from -0.09 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CHAU vs. TMF — Risk / Return Rank

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

CHAU
CHAU Risk / Return Rank: 3838
Overall Rank
CHAU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CHAU Sortino Ratio Rank: 3333
Sortino Ratio Rank
CHAU Omega Ratio Rank: 3232
Omega Ratio Rank
CHAU Calmar Ratio Rank: 4545
Calmar Ratio Rank
CHAU Martin Ratio Rank: 4646
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF 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.

CHAU vs. TMF - 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 Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


CHAUTMFDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.87

-0.08

+1.94

Martin ratioReturn relative to average drawdown

5.92

-0.15

+6.07

CHAU vs. TMF - Sharpe Ratio Comparison

The current CHAU Sharpe Ratio is 0.93, which is higher than the TMF Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CHAU and TMF, 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

CHAU vs. TMF - Drawdown Comparison

The maximum CHAU drawdown since its inception was -79.21%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for CHAU and TMF.


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Drawdown Indicators


CHAUTMFDifference

Max Drawdown

Largest peak-to-trough decline

-79.21%

-92.89%

+13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-26.51%

+7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-59.88%

-55.14%

-4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-71.97%

-88.81%

+16.84%

Max Drawdown (10Y)

Largest decline over 10 years

-78.58%

-92.89%

+14.31%

Current Drawdown

Current decline from peak

-59.51%

-92.48%

+32.97%

Average Drawdown

Average peak-to-trough decline

-58.83%

-43.95%

-14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

13.14%

-7.07%

Volatility

CHAU vs. TMF - Volatility Comparison

Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a higher volatility of 18.68% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.35%. This indicates that CHAU's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHAUTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.68%

7.35%

+11.33%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

19.77%

+9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

27.49%

+11.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.64%

46.48%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.41%

43.70%

+3.71%

CHAU vs. TMF - Expense Ratio Comparison

CHAU has a 1.21% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

CHAU vs. TMF - Dividend Comparison

CHAU's dividend yield for the trailing twelve months is around 2.16%, less than TMF's 4.35% yield.


PositionTTM202520242023202220212020201920182017
CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
2.16%1.97%2.25%3.97%0.77%1.73%0.09%0.58%0.83%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.35%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


CHAU and TMF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHAU has higher volatility (18.68%) compared to TMF (7.35%). In terms of maximum drawdown, CHAU dropped -79.21% vs TMF's -92.89%.

On 10-year performance, CHAU leads with 2.81% vs -17.86% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CHAU has performed better with a 2.81% return vs -17.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.21% for CHAU.

TMF has the higher dividend yield at 4.35%, compared with 2.16% for CHAU.

CHAU is categorized as China Equities, while TMF is Leveraged Bonds. CHAU tracks CSI 300 Index (200%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.21% for CHAU and 1.01% for TMF.

CHAU currently has the higher Sharpe Ratio (0.93 vs -0.07), 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

Find the right allocation for CHAU and TMF

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