RETL vs. YINN

Last updated Jul 22, 2026

RETL (Direxion Daily Retail Bull 3X Shares) and YINN (Direxion Daily China 3x Bull Shares) are both exchange-traded funds - RETL is a Leveraged Equities fund tracking the Russell 1000 Retail Index (300%), while YINN is a China Equities fund tracking the FTSE China 50 Index (300%). Both are passively managed. Over the past 10 years, RETL returned -5.07%/yr vs -20.67%/yr for YINN. At a 0.40 correlation, their price movements are largely independent. RETL charges 0.99%/yr vs 1.52%/yr for YINN.

Performance

RETL vs. YINN - Performance Comparison

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

Returns By Period

In the year-to-date period, RETL achieves a 0.69% return, which is significantly higher than YINN's -33.90% return. Over the past 10 years, RETL has outperformed YINN with an annualized return of -5.07%, while YINN has yielded a comparatively lower -20.67% annualized return.

RETL

• 1D: -1.39%
• 1M: 6.66%
• 6M: -9.95%
• YTD: 0.69%
• 1Y: 8.84%
• 3Y*: 7.18%
• 5Y*: -26.39%
• 10Y*: -5.07%
• ALL TIME*: 14.64%

YINN

• 1D: -3.53%
• 1M: 9.93%
• 6M: -35.93%
• YTD: -33.90%
• 1Y: -37.98%
• 3Y*: -5.40%
• 5Y*: -37.22%
• 10Y*: -20.67%
• ALL TIME*: -17.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RETL vs. YINN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RETL Direxion Daily Retail Bull 3X Shares	0.69%	-5.98%	9.59%	33.62%	-80.80%	101.03%	63.63%	23.41%	-35.21%	-1.31%
YINN Direxion Daily China 3x Bull Shares	-33.90%	54.21%	36.06%	-53.08%	-71.97%	-58.56%	-7.75%	28.92%	-48.47%	129.79%

Correlation

The correlation between RETL and YINN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jul 14, 2010	0.40

The correlation between RETL and YINN shifts across timeframes, from 0.29 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

RETL vs. YINN - Sectors Allocation Comparison

Sectors	RETL	YINN
Consumer Cyclical	75.2%	25.3%
Consumer Defensive	18.7%	0.8%
Technology	2.7%	5.9%
Communication Services	1.8%	17.8%
Healthcare	1.6%	2.6%
Energy	0.3%	4.8%
Basic Materials	-	3.4%
Financial Services	-	35.2%
Industrials	-	2.8%
Real Estate	-	1.0%
Utilities	-	0.3%

Return for Risk

RETL vs. YINN — Risk / Return Rank

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

RETL

RETL Risk / Return Rank: 15
RETL Sharpe Ratio Rank: 13
RETL Sortino Ratio Rank: 18
RETL Omega Ratio Rank: 16
RETL Calmar Ratio Rank: 14
RETL Martin Ratio Rank: 13

YINN

YINN Risk / Return Rank: 4
YINN Sharpe Ratio Rank: 4
YINN Sortino Ratio Rank: 5
YINN Omega Ratio Rank: 5
YINN Calmar Ratio Rank: 4
YINN Martin Ratio Rank: 3

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.

RETL vs. YINN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) 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.

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.

	RETL	YINN	Difference
Sharpe ratio: Return per unit of total volatility	0.15	-0.64	+0.78
Sortino ratio: Return per unit of downside risk	0.67	-0.69	+1.37
Omega ratio: Gain probability vs. loss probability	1.07	0.92	+0.15
Calmar ratio: Return relative to maximum drawdown	0.23	-0.62	+0.85
Martin ratio: Return relative to average drawdown	0.46	-1.23	+1.69

RETL vs. YINN - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.15, which is higher than the YINN Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of RETL and YINN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RETL vs. YINN - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for RETL and YINN.

Drawdown Indicators

	RETL	YINN	Difference
Max Drawdown Largest peak-to-trough decline	-92.00%	-98.87%	+6.87%
Max Drawdown (1Y) Largest decline over 1 year	-38.08%	-61.64%	+23.56%
Max Drawdown (3Y) Largest decline over 3 years	-62.72%	-69.08%	+6.36%
Max Drawdown (5Y) Largest decline over 5 years	-92.00%	-94.93%	+2.93%
Max Drawdown (10Y) Largest decline over 10 years	-92.00%	-98.59%	+6.59%
Current Drawdown Current decline from peak	-82.71%	-97.66%	+14.95%
Average Drawdown Average peak-to-trough decline	-37.90%	-68.69%	+30.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.41%	30.89%	-11.48%

Volatility

RETL vs. YINN - Volatility Comparison

The current volatility for Direxion Daily Retail Bull 3X Shares (RETL) is 14.91%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 18.40%. This indicates that RETL 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.

Volatility by Period

	RETL	YINN	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.91%	18.40%	-3.49%
Volatility (6M) Calculated over the trailing 6-month period	43.05%	43.29%	-0.24%
Volatility (1Y) Calculated over the trailing 1-year period	61.10%	59.89%	+1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.29%	94.28%	-14.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.96%	81.59%	-1.63%

RETL vs. YINN - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is lower than YINN's 1.52% expense ratio.

Dividends

RETL vs. YINN - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.50%, less than YINN's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RETL Direxion Daily Retail Bull 3X Shares	0.50%	0.58%	1.13%	1.35%	0.71%	0.22%	0.19%	0.92%	1.19%	0.01%	2.60%
YINN Direxion Daily China 3x Bull Shares	1.35%	1.12%	1.81%	4.17%	1.16%	0.73%	0.76%	1.38%	1.02%	1.11%	0.00%

Frequently Asked Questions

Can I hold both RETL and YINN in my portfolio?

RETL and YINN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RETL or YINN?

YINN has higher volatility (18.40%) compared to RETL (14.91%). In terms of maximum drawdown, RETL dropped -92.00% vs YINN's -98.87%.

Which ETF is better, RETL or YINN?

On 10-year performance, RETL leads with -5.07% vs -20.67% for YINN. On fees, RETL is cheaper at 0.99% per year. On volatility, RETL has been the lower-risk option at 14.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RETL or YINN?

Over the 10-year period, RETL has performed better with a -5.07% return vs -20.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RETL or YINN?

RETL is cheaper with a 0.99% expense ratio, compared with 1.52% for YINN.

Which ETF pays a higher dividend yield, RETL or YINN?

YINN has the higher dividend yield at 1.35%, compared with 0.50% for RETL.

What is the main difference between RETL and YINN?

RETL is categorized as Leveraged Equities, while YINN is China Equities. RETL tracks Russell 1000 Retail Index (300%), while YINN tracks FTSE China 50 Index (300%). Their fees differ too: 0.99% for RETL and 1.52% for YINN.

Which has better risk-adjusted returns?

RETL currently has the higher Sharpe Ratio (0.15 vs -0.64), 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.