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CWEB vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWEB vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWEB achieves a -52.10% return, which is significantly lower than UGA's 64.09% return.


CWEB

1D
-4.75%
1M
-18.42%
YTD
-52.10%
6M
-53.54%
1Y
-48.20%
3Y*
-16.02%
5Y*
-45.85%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWEB vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-52.10%29.04%0.12%-32.85%-59.43%-79.35%116.38%51.24%-63.01%166.27%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between CWEB and UGA is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

0.12

The correlation between CWEB and UGA shifts across timeframes, from -0.13 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CWEB vs. UGA — Risk / Return Rank

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

CWEB
CWEB Risk / Return Rank: 22
Overall Rank
CWEB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CWEB Sortino Ratio Rank: 22
Sortino Ratio Rank
CWEB Omega Ratio Rank: 22
Omega Ratio Rank
CWEB Calmar Ratio Rank: 33
Calmar Ratio Rank
CWEB Martin Ratio Rank: 22
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

CWEB vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and United States Gasoline Fund LP (UGA). 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.


CWEBUGADifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.85

1.30

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.72

3.17

-3.89

Martin ratioReturn relative to average drawdown

-1.38

9.39

-10.78

CWEB vs. UGA - Sharpe Ratio Comparison

The current CWEB Sharpe Ratio is -0.89, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CWEB and UGA, 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

CWEB vs. UGA - Drawdown Comparison

The maximum CWEB drawdown since its inception was -98.09%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for CWEB and UGA.


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Drawdown Indicators


CWEBUGADifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-86.59%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-67.18%

-18.96%

-48.22%

Max Drawdown (3Y)

Largest decline over 3 years

-67.18%

-26.68%

-40.50%

Max Drawdown (5Y)

Largest decline over 5 years

-95.63%

-38.11%

-57.52%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-98.05%

-18.05%

-80.00%

Average Drawdown

Average peak-to-trough decline

-65.64%

-36.69%

-28.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.83%

6.43%

+28.40%

Volatility

CWEB vs. UGA - Volatility Comparison

Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) has a higher volatility of 16.52% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that CWEB's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWEBUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

9.24%

+7.28%

Volatility (6M)

Calculated over the trailing 6-month period

40.88%

30.57%

+10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

54.27%

35.22%

+19.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.57%

34.45%

+60.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.54%

37.22%

+43.32%

CWEB vs. UGA - Expense Ratio Comparison

CWEB has a 1.30% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

CWEB vs. UGA - Dividend Comparison

CWEB's dividend yield for the trailing twelve months is around 7.05%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
7.05%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CWEB and UGA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWEB has higher volatility (16.52%) compared to UGA (9.24%). In terms of maximum drawdown, CWEB dropped -98.09% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs -45.85% for CWEB. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs -45.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 1.30% for CWEB.

CWEB has the higher dividend yield at 7.05%, compared with 0.00% for UGA.

CWEB is categorized as Leveraged Equities, while UGA is Oil & Gas. CWEB tracks CSI China Overseas Internet Index (200%), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Direxion and Concierge Technologies. Their fees differ too: 1.30% for CWEB and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs -0.89), 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 CWEB and UGA

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