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

Correlation

The correlation between XPP and YINN is 0.57, 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

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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Key characteristics

Sharpe Ratio

XPP:

0.53

YINN:

0.27

Sortino Ratio

XPP:

1.09

YINN:

1.03

Omega Ratio

XPP:

1.14

YINN:

1.14

Calmar Ratio

XPP:

0.34

YINN:

0.18

Martin Ratio

XPP:

1.19

YINN:

0.48

Ulcer Index

XPP:

24.65%

YINN:

37.60%

Daily Std Dev

XPP:

70.55%

YINN:

104.85%

Max Drawdown

XPP:

-89.90%

YINN:

-98.87%

Current Drawdown

XPP:

-76.30%

YINN:

-96.84%

Returns By Period

In the year-to-date period, XPP achieves a 30.60% return, which is significantly lower than YINN's 37.29% return. Over the past 10 years, XPP has outperformed YINN with an annualized return of -12.53%, while YINN has yielded a comparatively lower -28.53% annualized return.


XPP

YTD

30.60%

1M

22.70%

6M

31.60%

1Y

36.94%

3Y*

-2.53%

5Y*

-11.38%

10Y*

-12.53%

YINN

YTD

37.29%

1M

34.25%

6M

35.45%

1Y

27.83%

3Y*

-18.07%

5Y*

-28.40%

10Y*

-28.53%

*Annualized

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ProShares Ultra FTSE China 50

XPP vs. YINN - Expense Ratio Comparison

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


Risk-Adjusted Performance

XPP vs. YINN — Risk-Adjusted Performance Rank

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

XPP
The Risk-Adjusted Performance Rank of XPP is 5353
Overall Rank
The Sharpe Ratio Rank of XPP is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of XPP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XPP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XPP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of XPP is 4040
Martin Ratio Rank

YINN
The Risk-Adjusted Performance Rank of YINN is 4141
Overall Rank
The Sharpe Ratio Rank of YINN is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 2424
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.

XPP vs. YINN - Risk-Adjusted Performance 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.


The current XPP Sharpe Ratio is 0.53, which is higher than the YINN Sharpe Ratio of 0.27. 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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Dividends

XPP vs. YINN - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.74%, more than YINN's 1.49% yield.


TTM20242023202220212020201920182017201620152014
XPP
ProShares Ultra FTSE China 50
2.74%2.96%2.87%0.00%0.00%0.00%3.81%1.47%0.00%0.00%0.00%0.00%
YINN
Direxion Daily China 3x Bull Shares
1.49%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

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. For additional features, visit the drawdowns tool.


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Volatility

XPP vs. YINN - Volatility Comparison

The current volatility for ProShares Ultra FTSE China 50 (XPP) is 11.82%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 17.97%. 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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