CHAU vs. XDQQ
Compare and contrast key facts about Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Innovator Growth Accelerated ETF - Quarterly (XDQQ).
CHAU and XDQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHAU is a passively managed fund by Direxion that tracks the performance of the CSI 300 Index (200%). It was launched on Apr 16, 2015. XDQQ is an actively managed fund by Innovator. It was launched on Apr 1, 2021.
Performance
CHAU vs. XDQQ - Performance Comparison
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CHAU vs. XDQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -2.48% | 47.73% | 6.61% | -28.25% | -49.17% | 1.88% |
XDQQ Innovator Growth Accelerated ETF - Quarterly | -5.48% | 13.75% | 31.47% | 30.15% | -33.74% | 18.29% |
Returns By Period
In the year-to-date period, CHAU achieves a -2.48% return, which is significantly higher than XDQQ's -5.48% 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%
XDQQ
- 1D
- 1.03%
- 1M
- -5.50%
- YTD
- -5.48%
- 6M
- -1.65%
- 1Y
- 16.74%
- 3Y*
- 17.89%
- 5Y*
- —
- 10Y*
- —
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CHAU vs. XDQQ - Expense Ratio Comparison
CHAU has a 1.21% expense ratio, which is higher than XDQQ's 0.79% expense ratio.
Return for Risk
CHAU vs. XDQQ — Risk / Return Rank
CHAU
XDQQ
CHAU vs. XDQQ - 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 Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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 | XDQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.78 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.27 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.38 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.42 | 6.03 | +2.39 |
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 | XDQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.78 | +0.51 |
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 | 0.38 | -0.48 |
Correlation
The correlation between CHAU and XDQQ is 0.27, 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. XDQQ - Dividend Comparison
CHAU's dividend yield for the trailing twelve months is around 2.09%, while XDQQ has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
XDQQ Innovator Growth Accelerated ETF - Quarterly | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHAU vs. XDQQ - Drawdown Comparison
The maximum CHAU drawdown since its inception was -79.21%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for CHAU and XDQQ.
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Drawdown Indicators
| CHAU | XDQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -35.63% | -43.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -12.64% | -9.35% |
Max Drawdown (5Y)Largest decline over 5 years | -74.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -78.58% | — | — |
Current DrawdownCurrent decline from peak | -60.65% | -7.84% | -52.81% |
Average DrawdownAverage peak-to-trough decline | -58.96% | -11.14% | -47.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.88% | +2.59% |
Volatility
CHAU vs. XDQQ - Volatility Comparison
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a higher volatility of 9.69% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that CHAU's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHAU | XDQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 7.13% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 22.47% | 12.80% | +9.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.74% | 21.42% | +15.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.97% | 19.95% | +27.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.25% | 19.95% | +27.30% |