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YANG vs. FNGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YANG vs. FNGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bear Shares (YANG) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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 18.42% return, which is significantly higher than FNGD's -41.82% return.


YANG

1D
6.57%
1M
6.76%
YTD
18.42%
6M
23.43%
1Y
-12.94%
3Y*
-47.01%
5Y*
-33.76%
10Y*
-38.75%

FNGD

1D
3.34%
1M
-28.48%
YTD
-41.82%
6M
-33.35%
1Y
-60.64%
3Y*
-69.29%
5Y*
-65.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YANG vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
YANG
Direxion Daily China 3x Bear Shares
18.42%-62.77%-71.41%11.95%-41.34%25.90%-58.66%-40.72%74.27%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-41.82%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%

Correlation

The correlation between YANG and FNGD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2018

0.51

The correlation between YANG and FNGD shifts across timeframes, from 0.30 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YANG vs. FNGD — Risk / Return Rank

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

YANG
YANG Risk / Return Rank: 77
Overall Rank
YANG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 88
Sortino Ratio Rank
YANG Omega Ratio Rank: 88
Omega Ratio Rank
YANG Calmar Ratio Rank: 66
Calmar Ratio Rank
YANG Martin Ratio Rank: 66
Martin Ratio Rank

FNGD
FNGD Risk / Return Rank: 11
Overall Rank
FNGD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 11
Sortino Ratio Rank
FNGD Omega Ratio Rank: 11
Omega Ratio Rank
FNGD Calmar Ratio Rank: 11
Calmar Ratio Rank
FNGD Martin Ratio Rank: 00
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. FNGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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.


YANGFNGDDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.01

0.81

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.92

+0.59

Martin ratioReturn relative to average drawdown

-0.53

-1.84

+1.31

YANG vs. FNGD - Sharpe Ratio Comparison

The current YANG Sharpe Ratio is -0.22, which is higher than the FNGD Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of YANG and FNGD, 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


YANGFNGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-1.04

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.74

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.78

+0.29

Drawdowns

YANG vs. FNGD - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.98%, roughly equal to the maximum FNGD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for YANG and FNGD.


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Drawdown Indicators


YANGFNGDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-100.00%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-38.85%

-65.92%

+27.07%

Max Drawdown (3Y)

Largest decline over 3 years

-94.02%

-97.37%

+3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

-99.67%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.53%

Current Drawdown

Current decline from peak

-99.97%

-100.00%

+0.03%

Average Drawdown

Average peak-to-trough decline

-90.52%

-87.25%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.12%

32.99%

-6.87%

Volatility

YANG vs. FNGD - Volatility Comparison

Direxion Daily China 3x Bear Shares (YANG) has a higher volatility of 21.22% compared to MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) at 17.47%. This indicates that YANG's price experiences larger fluctuations and is considered to be riskier than FNGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YANGFNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.22%

17.47%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

42.63%

45.91%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

58.83%

58.70%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.44%

88.78%

+5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.12%

91.00%

-8.88%

YANG vs. FNGD - Expense Ratio Comparison

YANG has a 1.07% expense ratio, which is higher than FNGD's 0.95% expense ratio.


Dividends

YANG vs. FNGD - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 3.45%, while FNGD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YANG
Direxion Daily China 3x Bear Shares
3.45%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%

Frequently Asked Questions


YANG and FNGD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YANG has higher volatility (21.22%) compared to FNGD (17.47%). In terms of maximum drawdown, YANG dropped -99.98% vs FNGD's -100.00%.

On 5-year performance, YANG leads with -33.76% vs -65.57% for FNGD. On fees, FNGD is cheaper at 0.95% per year. On volatility, FNGD has been the lower-risk option at 17.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YANG has performed better with a -33.76% return vs -65.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGD is cheaper with a 0.95% expense ratio, compared with 1.07% for YANG.

YANG has the higher dividend yield at 3.45%, compared with 0.00% for FNGD.

YANG tracks FTSE China 50 Index (-300%), while FNGD tracks NYSE FANG+ Index (-300%). They also come from different issuers: Direxion and BMO. Their fees differ too: 1.07% for YANG and 0.95% for FNGD.

YANG currently has the higher Sharpe Ratio (-0.22 vs -1.04), 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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