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YANG vs. EDZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YANG vs. EDZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, YANG achieves a 11.12% return, which is significantly higher than EDZ's -59.22% return. Over the past 10 years, YANG has underperformed EDZ with an annualized return of -39.14%, while EDZ has yielded a comparatively higher -37.06% annualized return.


YANG

1D
-8.70%
1M
2.29%
YTD
11.12%
6M
18.25%
1Y
-21.07%
3Y*
-48.12%
5Y*
-35.00%
10Y*
-39.14%

EDZ

1D
-3.22%
1M
-28.02%
YTD
-59.22%
6M
-61.62%
1Y
-77.08%
3Y*
-49.18%
5Y*
-26.22%
10Y*
-37.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YANG vs. EDZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YANG
Direxion Daily China 3x Bear Shares
11.12%-62.77%-71.41%11.95%-41.34%25.90%-58.66%-40.72%13.14%-64.93%
EDZ
Direxion Daily Emerging Markets Bear 3X Shares
-59.22%-59.30%-12.71%-20.28%49.27%-8.69%-68.79%-43.01%32.87%-64.12%

Correlation

The correlation between YANG and EDZ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.84

The correlation between YANG and EDZ shifts across timeframes, from 0.69 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

YANG vs. EDZ — Risk / Return Rank

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

YANG
YANG Risk / Return Rank: 55
Overall Rank
YANG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 66
Sortino Ratio Rank
YANG Omega Ratio Rank: 66
Omega Ratio Rank
YANG Calmar Ratio Rank: 44
Calmar Ratio Rank
YANG Martin Ratio Rank: 55
Martin Ratio Rank

EDZ
EDZ Risk / Return Rank: 00
Overall Rank
EDZ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EDZ Sortino Ratio Rank: 00
Sortino Ratio Rank
EDZ Omega Ratio Rank: 00
Omega Ratio Rank
EDZ Calmar Ratio Rank: 00
Calmar Ratio Rank
EDZ Martin Ratio Rank: 11
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.

YANG vs. EDZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) and Direxion Daily Emerging Markets Bear 3X Shares (EDZ). 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.


YANGEDZDifference

Sharpe ratio

Return per unit of total volatility

-0.36

-1.30

+0.94

Sortino ratio

Return per unit of downside risk

-0.16

-2.84

+2.68

Omega ratio

Gain probability vs. loss probability

0.98

0.68

+0.30

Calmar ratio

Return relative to maximum drawdown

-0.56

-1.00

+0.45

Martin ratio

Return relative to average drawdown

-0.83

-1.67

+0.84

YANG vs. EDZ - Sharpe Ratio Comparison

The current YANG Sharpe Ratio is -0.36, which is higher than the EDZ Sharpe Ratio of -1.30. The chart below compares the historical Sharpe Ratios of YANG and EDZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YANGEDZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-1.30

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.61

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.61

+0.12

Drawdowns

YANG vs. EDZ - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.98%, roughly equal to the maximum EDZ drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for YANG and EDZ.


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Drawdown Indicators


YANGEDZDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-99.99%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-40.39%

-76.94%

+36.55%

Max Drawdown (3Y)

Largest decline over 3 years

-94.02%

-89.69%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

-92.33%

-5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-99.53%

-99.11%

-0.42%

Current Drawdown

Current decline from peak

-99.98%

-99.99%

+0.01%

Average Drawdown

Average peak-to-trough decline

-90.52%

-97.73%

+7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.39%

46.23%

-17.84%

Volatility

YANG vs. EDZ - Volatility Comparison

The current volatility for Direxion Daily China 3x Bear Shares (YANG) is 20.36%, while Direxion Daily Emerging Markets Bear 3X Shares (EDZ) has a volatility of 25.20%. This indicates that YANG experiences smaller price fluctuations and is considered to be less risky than EDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YANGEDZDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.36%

25.20%

-4.84%

Volatility (6M)

Calculated over the trailing 6-month period

42.19%

51.61%

-9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

58.54%

59.24%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.43%

56.98%

+37.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.11%

60.97%

+21.14%

YANG vs. EDZ - Expense Ratio Comparison

YANG has a 1.07% expense ratio, which is lower than EDZ's 1.08% expense ratio.


Dividends

YANG vs. EDZ - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 3.67%, less than EDZ's 10.83% yield.


PositionTTM20252024202320222021202020192018
EDZ
Direxion Daily Emerging Markets Bear 3X Shares
10.83%6.58%4.87%4.34%0.00%0.00%0.82%1.67%0.68%
YANG
Direxion Daily China 3x Bear Shares
3.67%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%

Frequently Asked Questions


YANG and EDZ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDZ has higher volatility (25.20%) compared to YANG (20.36%). In terms of maximum drawdown, YANG dropped -99.98% vs EDZ's -99.99%.

On 10-year performance, EDZ leads with -37.06% vs -39.14% for YANG. On fees, YANG is cheaper at 1.07% per year. On volatility, YANG has been the lower-risk option at 20.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EDZ has performed better with a -37.06% return vs -39.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YANG is cheaper with a 1.07% expense ratio, compared with 1.08% for EDZ.

EDZ has the higher dividend yield at 10.83%, compared with 3.67% for YANG.

YANG tracks FTSE China 50 Index (-300%), while EDZ tracks MSCI Emerging Markets Index (-300%). Their fees differ too: 1.07% for YANG and 1.08% for EDZ.

YANG currently has the higher Sharpe Ratio (-0.36 vs -1.30), 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.

Portfolio Optimizer

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