CHAU vs. XTJL
Compare and contrast key facts about Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL).
CHAU and XTJL 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. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021.
Performance
CHAU vs. XTJL - Performance Comparison
Loading graphics...
CHAU vs. XTJL - 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% | -4.30% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | -0.71% | 15.42% | 14.43% | 25.72% | -15.66% | 7.28% |
Returns By Period
In the year-to-date period, CHAU achieves a -2.48% return, which is significantly lower than XTJL's -0.71% 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%
XTJL
- 1D
- 0.66%
- 1M
- -1.72%
- YTD
- -0.71%
- 6M
- 1.81%
- 1Y
- 16.00%
- 3Y*
- 14.59%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CHAU vs. XTJL - Expense Ratio Comparison
CHAU has a 1.21% expense ratio, which is higher than XTJL's 0.79% expense ratio.
Return for Risk
CHAU vs. XTJL — Risk / Return Rank
CHAU
XTJL
CHAU vs. XTJL - 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 U.S. Equity Accelerated Plus ETF - July (XTJL). 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 | XTJL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.88 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.41 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.18 | +0.90 |
Martin ratioReturn relative to average drawdown | 8.42 | 7.45 | +0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CHAU | XTJL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.88 | +0.41 |
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 | 0.57 | -0.67 |
Correlation
The correlation between CHAU and XTJL 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. XTJL - Dividend Comparison
CHAU's dividend yield for the trailing twelve months is around 2.09%, while XTJL 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% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHAU vs. XTJL - Drawdown Comparison
The maximum CHAU drawdown since its inception was -79.21%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for CHAU and XTJL.
Loading graphics...
Drawdown Indicators
| CHAU | XTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.21% | -23.24% | -55.97% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -13.81% | -8.18% |
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% | -2.12% | -58.53% |
Average DrawdownAverage peak-to-trough decline | -58.96% | -4.18% | -54.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.19% | +3.28% |
Volatility
CHAU vs. XTJL - Volatility Comparison
Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a higher volatility of 9.69% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.50%. This indicates that CHAU's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CHAU | XTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 4.50% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 22.47% | 6.30% | +16.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.74% | 18.18% | +18.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.97% | 15.46% | +31.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.25% | 15.46% | +31.79% |