EZJ vs. YINN
Compare and contrast key facts about ProShares Ultra MSCI Japan (EZJ) and Direxion Daily China 3x Bull Shares (YINN).
EZJ and YINN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZJ is a passively managed fund by ProShares that tracks the performance of the MSCI Japan Index (200%). It was launched on Jun 2, 2009. YINN is a passively managed fund by Direxion that tracks the performance of the FTSE China 50 Index (300%). It was launched on Dec 3, 2009. Both EZJ and YINN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZJ or YINN.
Key characteristics
| EZJ | YINN | |
|---|---|---|
| YTD Return | 7.55% | 43.63% |
| 1Y Return | 19.09% | -19.06% |
| 3Y Return (Ann) | -4.18% | -54.17% |
| 5Y Return (Ann) | 5.15% | -39.25% |
| 10Y Return (Ann) | 5.77% | -23.28% |
| Sharpe Ratio | 0.68 | -0.31 |
| Daily Std Dev | 29.52% | 82.39% |
| Max Drawdown | -58.63% | -98.87% |
| Current Drawdown | -28.13% | -97.57% |
Correlation
The correlation between EZJ and YINN is 0.51, 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.
Performance
EZJ vs. YINN - Performance Comparison
In the year-to-date period, EZJ achieves a 7.55% return, which is significantly lower than YINN's 43.63% return. Over the past 10 years, EZJ has outperformed YINN with an annualized return of 5.77%, while YINN has yielded a comparatively lower -23.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EZJ vs. YINN - Expense Ratio Comparison
EZJ has a 0.95% expense ratio, which is lower than YINN's 1.52% expense ratio.
Risk-Adjusted Performance
EZJ vs. YINN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and Direxion Daily China 3x Bull Shares (YINN). 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.
Dividends
EZJ vs. YINN - Dividend Comparison
EZJ's dividend yield for the trailing twelve months is around 1.17%, less than YINN's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EZJ ProShares Ultra MSCI Japan | 1.17% | 1.11% | 0.56% | 0.00% | 0.00% | 0.24% | 4.49% | 0.00% | 0.00% | 0.00% | 0.00% |
YINN Direxion Daily China 3x Bull Shares | 2.48% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% | 0.00% | 0.00% | 0.19% |
Drawdowns
EZJ vs. YINN - Drawdown Comparison
The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for EZJ and YINN. For additional features, visit the drawdowns tool.
Volatility
EZJ vs. YINN - Volatility Comparison
The current volatility for ProShares Ultra MSCI Japan (EZJ) is 8.83%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 21.02%. This indicates that EZJ experiences smaller price fluctuations and is considered to be less risky than YINN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.