PortfoliosLab logoPortfoliosLab logo
CWEB vs. WEBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWEB vs. WEBL - 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 Daily Dow Jones Internet Bull 3X Shares (WEBL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CWEB vs. WEBL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-33.52%29.04%0.12%-32.85%-59.43%-79.35%116.38%3.28%
WEBL
Daily Dow Jones Internet Bull 3X Shares
-36.95%2.37%76.78%165.50%-91.04%2.73%132.56%13.47%

Returns By Period

In the year-to-date period, CWEB achieves a -33.52% return, which is significantly higher than WEBL's -36.95% return.


CWEB

1D
-1.23%
1M
-15.96%
YTD
-33.52%
6M
-53.39%
1Y
-37.03%
3Y*
-16.84%
5Y*
-45.23%
10Y*

WEBL

1D
2.50%
1M
-10.02%
YTD
-36.95%
6M
-45.77%
1Y
-10.94%
3Y*
24.42%
5Y*
-23.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CWEB vs. WEBL - Expense Ratio Comparison

CWEB has a 1.30% expense ratio, which is higher than WEBL's 1.17% expense ratio.


Return for Risk

CWEB vs. WEBL — 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: 33
Sharpe Ratio Rank
CWEB Sortino Ratio Rank: 33
Sortino Ratio Rank
CWEB Omega Ratio Rank: 33
Omega Ratio Rank
CWEB Calmar Ratio Rank: 22
Calmar Ratio Rank
CWEB Martin Ratio Rank: 11
Martin Ratio Rank

WEBL
WEBL Risk / Return Rank: 1111
Overall Rank
WEBL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1414
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1414
Omega Ratio Rank
WEBL Calmar Ratio Rank: 1010
Calmar Ratio Rank
WEBL 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.

CWEB vs. WEBL - 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 Daily Dow Jones Internet Bull 3X Shares (WEBL). 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.


CWEBWEBLDifference

Sharpe ratio

Return per unit of total volatility

-0.63

-0.15

-0.48

Sortino ratio

Return per unit of downside risk

-0.67

0.28

-0.95

Omega ratio

Gain probability vs. loss probability

0.92

1.04

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.65

-0.15

-0.50

Martin ratio

Return relative to average drawdown

-1.52

-0.37

-1.15

CWEB vs. WEBL - Sharpe Ratio Comparison

The current CWEB Sharpe Ratio is -0.63, which is lower than the WEBL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of CWEB and WEBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CWEBWEBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

-0.15

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

-0.30

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.06

-0.19

Correlation

The correlation between CWEB and WEBL is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CWEB vs. WEBL - Dividend Comparison

CWEB's dividend yield for the trailing twelve months is around 5.08%, more than WEBL's 0.31% yield.


TTM202520242023202220212020201920182017
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
5.08%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.31%0.25%0.00%0.00%0.00%4.79%0.00%0.06%0.00%0.00%

Drawdowns

CWEB vs. WEBL - Drawdown Comparison

The maximum CWEB drawdown since its inception was -98.09%, roughly equal to the maximum WEBL drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for CWEB and WEBL.


Loading graphics...

Drawdown Indicators


CWEBWEBLDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-94.44%

-3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-56.15%

-56.57%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-96.62%

-94.44%

-2.18%

Current Drawdown

Current decline from peak

-97.29%

-81.44%

-15.85%

Average Drawdown

Average peak-to-trough decline

-64.84%

-58.45%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.96%

22.84%

+1.12%

Volatility

CWEB vs. WEBL - Volatility Comparison

The current volatility for Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) is 17.51%, while Daily Dow Jones Internet Bull 3X Shares (WEBL) has a volatility of 22.22%. This indicates that CWEB experiences smaller price fluctuations and is considered to be less risky than WEBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CWEBWEBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.51%

22.22%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

38.34%

44.85%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

58.92%

71.99%

-13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.37%

80.75%

+13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.95%

83.48%

-2.53%