CHAU vs. XDSQ
Compare and contrast key facts about Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Innovator US Equity Accelerated ETF (XDSQ).
CHAU and XDSQ 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. XDSQ is an actively managed fund by Innovator. It was launched on Apr 1, 2021.
Performance
CHAU vs. XDSQ - Performance Comparison
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CHAU vs. XDSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -3.54% | 47.73% | 6.61% | -28.25% | -49.17% | 1.88% |
XDSQ Innovator US Equity Accelerated ETF | -4.22% | 14.22% | 23.12% | 23.00% | -16.78% | 12.75% |
Returns By Period
In the year-to-date period, CHAU achieves a -3.54% return, which is significantly higher than XDSQ's -4.22% return.
CHAU
- 1D
- -1.08%
- 1M
- -3.65%
- YTD
- -3.54%
- 6M
- -2.05%
- 1Y
- 46.05%
- 3Y*
- -0.80%
- 5Y*
- -10.81%
- 10Y*
- 2.26%
XDSQ
- 1D
- 0.71%
- 1M
- -5.75%
- YTD
- -4.22%
- 6M
- -0.33%
- 1Y
- 14.44%
- 3Y*
- 14.44%
- 5Y*
- —
- 10Y*
- —
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CHAU vs. XDSQ - Expense Ratio Comparison
CHAU has a 1.21% expense ratio, which is higher than XDSQ's 0.79% expense ratio.
Return for Risk
CHAU vs. XDSQ — Risk / Return Rank
CHAU
XDSQ
CHAU vs. XDSQ - 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 US Equity Accelerated ETF (XDSQ). 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 | XDSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.81 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.27 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.21 | +0.87 |
Martin ratioReturn relative to average drawdown | 8.32 | 5.87 | +2.45 |
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 | XDSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.81 | +0.45 |
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 | 0.61 | -0.71 |
Correlation
The correlation between CHAU and XDSQ is 0.28, 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. XDSQ - Dividend Comparison
CHAU's dividend yield for the trailing twelve months is around 2.11%, while XDSQ 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 | 2.11% | 1.97% | 2.25% | 3.97% | 0.77% | 1.73% | 0.09% | 0.58% | 0.83% |
XDSQ Innovator US Equity Accelerated ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHAU vs. XDSQ - Drawdown Comparison
The maximum CHAU drawdown since its inception was -79.21%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for CHAU and XDSQ.
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Drawdown Indicators
| CHAU | XDSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -26.06% | -53.15% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -12.18% | -8.30% |
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 | -61.07% | -6.46% | -54.61% |
Average DrawdownAverage peak-to-trough decline | -58.96% | -5.08% | -53.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 2.50% | +3.00% |
Volatility
CHAU vs. XDSQ - Volatility Comparison
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a higher volatility of 9.56% compared to Innovator US Equity Accelerated ETF (XDSQ) at 5.68%. This indicates that CHAU's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHAU | XDSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 5.68% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 22.50% | 9.63% | +12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.75% | 17.99% | +18.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.96% | 15.32% | +31.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.24% | 15.32% | +31.92% |