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KWEB vs. YINN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KWEB and YINN is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

KWEB vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares CSI China Internet ETF (KWEB) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
47.95%
-91.85%
KWEB
YINN

Key characteristics

Sharpe Ratio

KWEB:

0.58

YINN:

0.68

Sortino Ratio

KWEB:

1.13

YINN:

1.59

Omega Ratio

KWEB:

1.14

YINN:

1.21

Calmar Ratio

KWEB:

0.34

YINN:

0.73

Martin Ratio

KWEB:

1.59

YINN:

1.96

Ulcer Index

KWEB:

15.63%

YINN:

36.71%

Daily Std Dev

KWEB:

42.55%

YINN:

106.13%

Max Drawdown

KWEB:

-80.92%

YINN:

-98.87%

Current Drawdown

KWEB:

-65.04%

YINN:

-97.28%

Returns By Period

In the year-to-date period, KWEB achieves a 9.68% return, which is significantly lower than YINN's 18.31% return. Over the past 10 years, KWEB has outperformed YINN with an annualized return of -0.52%, while YINN has yielded a comparatively lower -30.32% annualized return.


KWEB

YTD

9.68%

1M

-8.81%

6M

4.31%

1Y

18.64%

5Y*

-5.34%

10Y*

-0.52%

YINN

YTD

18.31%

1M

-23.89%

6M

-0.81%

1Y

55.65%

5Y*

-31.68%

10Y*

-30.32%

*Annualized

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KWEB vs. YINN - Expense Ratio Comparison

KWEB has a 0.76% expense ratio, which is lower than YINN's 1.52% expense ratio.


Expense ratio chart for YINN: current value is 1.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YINN: 1.52%
Expense ratio chart for KWEB: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KWEB: 0.76%

Risk-Adjusted Performance

KWEB vs. YINN — Risk-Adjusted Performance Rank

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

KWEB
The Risk-Adjusted Performance Rank of KWEB is 6262
Overall Rank
The Sharpe Ratio Rank of KWEB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 7272
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 5151
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 5454
Martin Ratio Rank

YINN
The Risk-Adjusted Performance Rank of YINN is 7474
Overall Rank
The Sharpe Ratio Rank of YINN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KWEB vs. YINN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB) 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.


The chart of Sharpe ratio for KWEB, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
KWEB: 0.58
YINN: 0.68
The chart of Sortino ratio for KWEB, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
KWEB: 1.13
YINN: 1.59
The chart of Omega ratio for KWEB, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
KWEB: 1.14
YINN: 1.21
The chart of Calmar ratio for KWEB, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
KWEB: 0.34
YINN: 0.73
The chart of Martin ratio for KWEB, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
KWEB: 1.59
YINN: 1.96

The current KWEB Sharpe Ratio is 0.58, which is comparable to the YINN Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of KWEB and YINN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.58
0.68
KWEB
YINN

Dividends

KWEB vs. YINN - Dividend Comparison

KWEB's dividend yield for the trailing twelve months is around 3.20%, more than YINN's 1.73% yield.


TTM20242023202220212020201920182017201620152014
KWEB
KraneShares CSI China Internet ETF
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%
YINN
Direxion Daily China 3x Bull Shares
1.73%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

Drawdowns

KWEB vs. YINN - Drawdown Comparison

The maximum KWEB drawdown since its inception was -80.92%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for KWEB and YINN. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-65.04%
-97.28%
KWEB
YINN

Volatility

KWEB vs. YINN - Volatility Comparison

The current volatility for KraneShares CSI China Internet ETF (KWEB) is 16.01%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 47.70%. This indicates that KWEB 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.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
16.01%
47.70%
KWEB
YINN