YANG vs. LINT
YANG (Direxion Daily China 3x Bear Shares) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds from Direxion. YANG is passively managed, while LINT is actively managed. At a correlation of -0.27, they often move in opposite directions. YANG charges 1.07%/yr vs 0.97%/yr for LINT.
Performance
YANG vs. LINT - Performance Comparison
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Returns By Period
In the year-to-date period, YANG achieves a 45.69% return, which is significantly lower than LINT's 744.89% 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%
LINT
- 1D
- -12.86%
- 1M
- 11.99%
- YTD
- 744.89%
- 6M
- 773.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YANG vs. LINT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YANG Direxion Daily China 3x Bear Shares | 45.69% | 7.04% |
LINT Direxion Daily INTC Bull 2X Shares | 744.89% | 5.81% |
Correlation
The correlation between YANG and LINT is -0.27, 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 (All Time) Calculated using the full available price history since Nov 19, 2025 | -0.27 |
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Return for Risk
YANG vs. LINT — Risk / Return Rank
YANG
LINT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
YANG vs. LINT - 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 INTC Bull 2X Shares (LINT). 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.
| YANG | LINT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | — | — |
| Martin ratioReturn relative to average drawdown | 0.72 | — | — |
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Drawdowns
YANG vs. LINT - Drawdown Comparison
The maximum YANG drawdown since its inception was -99.98%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for YANG and LINT.
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Drawdown Indicators
| YANG | LINT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -49.54% | -50.44% |
Max Drawdown (1Y)Largest decline over 1 year | -35.33% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -94.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.53% | — | — |
Current DrawdownCurrent decline from peak | -99.97% | -12.86% | -87.11% |
Average DrawdownAverage peak-to-trough decline | -90.53% | -20.48% | -70.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.47% | — | — |
Volatility
YANG vs. LINT - Volatility Comparison
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Volatility by Period
| YANG | LINT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 43.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 59.03% | 168.83% | -109.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.55% | 168.83% | -74.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.91% | 168.83% | -86.92% |
YANG vs. LINT - Expense Ratio Comparison
YANG has a 1.07% expense ratio, which is higher than LINT's 0.97% expense ratio.
Dividends
YANG vs. LINT - Dividend Comparison
YANG's dividend yield for the trailing twelve months is around 2.80%, more than LINT's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LINT Direxion Daily INTC Bull 2X Shares | 0.10% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
YANG and LINT have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LINT is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LINT is cheaper with a 0.97% expense ratio, compared with 1.07% for YANG.
YANG has the higher dividend yield at 2.80%, compared with 0.10% for LINT.
Their fees differ too: 1.07% for YANG and 0.97% for LINT.
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