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XPP vs. YINN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XPP vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

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XPP vs. YINN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPP
ProShares Ultra FTSE China 50
-16.13%45.84%38.18%-34.77%-50.06%-40.45%7.07%24.88%-31.36%80.21%
YINN
Direxion Daily China 3x Bull Shares
-24.84%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%

Returns By Period

In the year-to-date period, XPP achieves a -16.13% return, which is significantly higher than YINN's -24.84% return. Over the past 10 years, XPP has outperformed YINN with an annualized return of -5.13%, while YINN has yielded a comparatively lower -18.56% annualized return.


XPP

1D
-1.79%
1M
-8.28%
YTD
-16.13%
6M
-28.23%
1Y
-7.96%
3Y*
1.80%
5Y*
-20.38%
10Y*
-5.13%

YINN

1D
-2.62%
1M
-12.56%
YTD
-24.84%
6M
-41.84%
1Y
-21.62%
3Y*
-10.54%
5Y*
-38.80%
10Y*
-18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XPP vs. YINN - Expense Ratio Comparison

XPP has a 0.95% expense ratio, which is lower than YINN's 1.52% expense ratio.


Return for Risk

XPP vs. YINN — Risk / Return Rank

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

XPP
XPP Risk / Return Rank: 99
Overall Rank
XPP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 1111
Sortino Ratio Rank
XPP Omega Ratio Rank: 1111
Omega Ratio Rank
XPP Calmar Ratio Rank: 88
Calmar Ratio Rank
XPP Martin Ratio Rank: 77
Martin Ratio Rank

YINN
YINN Risk / Return Rank: 77
Overall Rank
YINN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 1010
Sortino Ratio Rank
YINN Omega Ratio Rank: 1010
Omega Ratio Rank
YINN Calmar Ratio Rank: 44
Calmar Ratio Rank
YINN Martin Ratio Rank: 33
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.

XPP vs. YINN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) 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.


XPPYINNDifference

Sharpe ratio

Return per unit of total volatility

-0.17

-0.30

+0.13

Sortino ratio

Return per unit of downside risk

0.09

0.04

+0.05

Omega ratio

Gain probability vs. loss probability

1.01

1.01

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.26

-0.47

+0.21

Martin ratio

Return relative to average drawdown

-0.66

-1.13

+0.46

XPP vs. YINN - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.17, which is higher than the YINN Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of XPP 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.


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Sharpe Ratios by Period


XPPYINNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

-0.30

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.41

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.23

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.22

+0.13

Correlation

The correlation between XPP and YINN is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XPP vs. YINN - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.59%, more than YINN's 1.33% yield.


TTM202520242023202220212020201920182017
XPP
ProShares Ultra FTSE China 50
2.59%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%0.00%
YINN
Direxion Daily China 3x Bull Shares
1.33%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%

Drawdowns

XPP vs. YINN - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for XPP and YINN.


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Drawdown Indicators


XPPYINNDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-98.87%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-32.09%

-46.61%

+14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-85.54%

-96.42%

+10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

-98.59%

+8.69%

Current Drawdown

Current decline from peak

-77.80%

-97.33%

+19.53%

Average Drawdown

Average peak-to-trough decline

-47.52%

-68.17%

+20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.74%

19.65%

-6.91%

Volatility

XPP vs. YINN - Volatility Comparison

The current volatility for ProShares Ultra FTSE China 50 (XPP) is 13.51%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 19.90%. This indicates that XPP 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.


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Volatility by Period


XPPYINNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.51%

19.90%

-6.39%

Volatility (6M)

Calculated over the trailing 6-month period

29.10%

43.88%

-14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

47.46%

71.63%

-24.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.66%

94.09%

-31.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.97%

81.89%

-26.92%