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YANG vs. FXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YANG vs. FXP - Performance Comparison

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

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YANG vs. FXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YANG
Direxion Daily China 3x Bear Shares
20.02%-62.77%-71.41%11.95%-41.34%25.90%-58.66%-40.72%13.14%-64.93%
FXP
ProShares UltraShort FTSE China 50
13.74%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%

Returns By Period

In the year-to-date period, YANG achieves a 20.02% return, which is significantly higher than FXP's 13.74% return. Over the past 10 years, YANG has underperformed FXP with an annualized return of -39.11%, while FXP has yielded a comparatively higher -23.35% annualized return.


YANG

1D
2.68%
1M
9.80%
YTD
20.02%
6M
44.40%
1Y
-22.06%
3Y*
-43.56%
5Y*
-33.55%
10Y*
-39.11%

FXP

1D
1.76%
1M
6.33%
YTD
13.74%
6M
29.26%
1Y
-11.66%
3Y*
-27.25%
5Y*
-16.43%
10Y*
-23.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YANG vs. FXP - Expense Ratio Comparison

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


Return for Risk

YANG vs. FXP — Risk / Return Rank

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

YANG
YANG Risk / Return Rank: 88
Overall Rank
YANG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1010
Sortino Ratio Rank
YANG Omega Ratio Rank: 99
Omega Ratio Rank
YANG Calmar Ratio Rank: 77
Calmar Ratio Rank
YANG Martin Ratio Rank: 99
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 99
Overall Rank
FXP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 99
Sortino Ratio Rank
FXP Omega Ratio Rank: 99
Omega Ratio Rank
FXP Calmar Ratio Rank: 99
Calmar Ratio Rank
FXP Martin Ratio Rank: 1010
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. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bear Shares (YANG) and ProShares UltraShort FTSE China 50 (FXP). 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.


YANGFXPDifference

Sharpe ratio

Return per unit of total volatility

-0.31

-0.25

-0.06

Sortino ratio

Return per unit of downside risk

0.01

-0.03

+0.04

Omega ratio

Gain probability vs. loss probability

1.00

1.00

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.32

-0.21

-0.10

Martin ratio

Return relative to average drawdown

-0.38

-0.26

-0.12

YANG vs. FXP - Sharpe Ratio Comparison

The current YANG Sharpe Ratio is -0.31, which is comparable to the FXP Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of YANG and FXP, 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


YANGFXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

-0.25

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.26

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.43

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.44

-0.05

Correlation

The correlation between YANG and FXP 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

YANG vs. FXP - Dividend Comparison

YANG's dividend yield for the trailing twelve months is around 3.40%, less than FXP's 4.11% yield.


TTM20252024202320222021202020192018
YANG
Direxion Daily China 3x Bear Shares
3.40%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%
FXP
ProShares UltraShort FTSE China 50
4.11%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%

Drawdowns

YANG vs. FXP - Drawdown Comparison

The maximum YANG drawdown since its inception was -99.98%, roughly equal to the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for YANG and FXP.


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Drawdown Indicators


YANGFXPDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-99.94%

-0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-68.02%

-52.42%

-15.60%

Max Drawdown (5Y)

Largest decline over 5 years

-97.38%

-87.85%

-9.53%

Max Drawdown (10Y)

Largest decline over 10 years

-99.60%

-95.29%

-4.31%

Current Drawdown

Current decline from peak

-99.97%

-99.92%

-0.05%

Average Drawdown

Average peak-to-trough decline

-90.42%

-94.10%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.00%

42.53%

+14.47%

Volatility

YANG vs. FXP - Volatility Comparison

Direxion Daily China 3x Bear Shares (YANG) has a higher volatility of 19.60% compared to ProShares UltraShort FTSE China 50 (FXP) at 13.38%. This indicates that YANG's price experiences larger fluctuations and is considered to be riskier than FXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YANGFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.60%

13.38%

+6.22%

Volatility (6M)

Calculated over the trailing 6-month period

43.29%

28.89%

+14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

71.59%

47.75%

+23.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.39%

63.03%

+31.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.22%

54.95%

+27.27%