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YANG vs. FXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YANG vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bear Shares (YANG) and iShares China Large-Cap ETF (FXI). 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 45.69% return, which is significantly higher than FXI's -13.61% return. Over the past 10 years, YANG has underperformed FXI with an annualized return of -37.83%, while FXI has yielded a comparatively higher 2.55% annualized return.


YANG

1D
4.97%
1M
21.92%
YTD
45.69%
6M
48.59%
1Y
15.02%
3Y*
-43.76%
5Y*
-31.21%
10Y*
-37.83%

FXI

1D
-1.79%
1M
-6.88%
YTD
-13.61%
6M
-14.15%
1Y
-7.33%
3Y*
9.64%
5Y*
-4.39%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YANG vs. FXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YANG
Direxion Daily China 3x Bear Shares
45.69%-62.77%-71.41%11.95%-41.34%25.90%-58.66%-40.72%13.14%-64.93%
FXI
iShares China Large-Cap ETF
-13.61%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%

Correlation

The correlation between YANG and FXI is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2009

-0.97

The correlation between YANG and FXI has been stable across timeframes, ranging from -1.00 to -0.97 - a consistent structural relationship.

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Return for Risk

YANG vs. FXI — Risk / Return Rank

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

YANG
YANG Risk / Return Rank: 1414
Overall Rank
YANG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1515
Sortino Ratio Rank
YANG Omega Ratio Rank: 1515
Omega Ratio Rank
YANG Calmar Ratio Rank: 1313
Calmar Ratio Rank
YANG Martin Ratio Rank: 1212
Martin Ratio Rank

FXI
FXI Risk / Return Rank: 55
Overall Rank
FXI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 55
Sortino Ratio Rank
FXI Omega Ratio Rank: 55
Omega Ratio Rank
FXI Calmar Ratio Rank: 66
Calmar Ratio Rank
FXI Martin Ratio Rank: 55
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. FXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) and iShares China Large-Cap ETF (FXI). 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.


YANGFXIDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.09

0.95

+0.14

Calmar ratioReturn relative to maximum drawdown

0.43

-0.37

+0.80

Martin ratioReturn relative to average drawdown

0.72

-0.90

+1.63

YANG vs. FXI - Sharpe Ratio Comparison

The current YANG Sharpe Ratio is 0.26, which is higher than the FXI Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of YANG and FXI, 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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Drawdowns

YANG vs. FXI - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.98%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for YANG and FXI.


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Drawdown Indicators


YANGFXIDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-72.68%

-27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-35.33%

-19.91%

-15.42%

Max Drawdown (3Y)

Largest decline over 3 years

-94.02%

-28.72%

-65.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

-54.94%

-42.44%

Max Drawdown (10Y)

Largest decline over 10 years

-99.53%

-60.81%

-38.72%

Current Drawdown

Current decline from peak

-99.97%

-31.97%

-68.00%

Average Drawdown

Average peak-to-trough decline

-90.53%

-31.21%

-59.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.47%

8.13%

+13.34%

Volatility

YANG vs. FXI - Volatility Comparison

Direxion Daily China 3x Bear Shares (YANG) has a higher volatility of 17.73% compared to iShares China Large-Cap ETF (FXI) at 6.02%. This indicates that YANG's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YANGFXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.73%

6.02%

+11.71%

Volatility (6M)

Calculated over the trailing 6-month period

43.44%

14.66%

+28.78%

Volatility (1Y)

Calculated over the trailing 1-year period

59.03%

20.00%

+39.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.55%

31.72%

+62.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.91%

27.60%

+54.31%

YANG vs. FXI - Expense Ratio Comparison

YANG has a 1.07% expense ratio, which is higher than FXI's 0.74% expense ratio.


Dividends

YANG vs. FXI - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 2.80%, more than FXI's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
2.07%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
YANG
Direxion Daily China 3x Bear Shares
2.80%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%0.00%0.00%0.00%

Frequently Asked Questions


YANG and FXI have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YANG has higher volatility (17.73%) compared to FXI (6.02%). In terms of maximum drawdown, YANG dropped -99.98% vs FXI's -72.68%.

On 10-year performance, FXI leads with 2.55% vs -37.83% for YANG. On fees, FXI is cheaper at 0.74% per year. On volatility, FXI has been the lower-risk option at 6.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXI has performed better with a 2.55% return vs -37.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXI is cheaper with a 0.74% expense ratio, compared with 1.07% for YANG.

YANG has the higher dividend yield at 2.80%, compared with 2.07% for FXI.

YANG is categorized as Leveraged Equities, while FXI is China Equities. YANG tracks FTSE China 50 Index (-300%), while FXI tracks FTSE China 50 Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.07% for YANG and 0.74% for FXI.

YANG currently has the higher Sharpe Ratio (0.26 vs -0.37), 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

Find the right allocation for YANG and FXI

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