YINN vs. BOIL
YINN (Direxion Daily China 3x Bull Shares) and BOIL (ProShares Ultra Bloomberg Natural Gas) are both exchange-traded funds - YINN is a China Equities fund tracking the FTSE China 50 Index (300%), while BOIL is a Oil & Gas fund tracking the Bloomberg Natural Gas Subindex. Both are passively managed. Over the past 10 years, YINN returned -20.79%/yr vs -58.64%/yr for BOIL. At a 0.01 correlation, their price movements are largely independent. YINN charges 1.52%/yr vs 1.31%/yr for BOIL.
Performance
YINN vs. BOIL - Performance Comparison
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Returns By Period
In the year-to-date period, YINN achieves a -34.26% return, which is significantly higher than BOIL's -51.97% return. Over the past 10 years, YINN has outperformed BOIL with an annualized return of -20.79%, while BOIL has yielded a comparatively lower -58.64% annualized return.
YINN
- 1D
- 2.14%
- 1M
- -2.29%
- 6M
- -41.62%
- YTD
- -34.26%
- 1Y
- -34.70%
- 3Y*
- -7.53%
- 5Y*
- -37.80%
- 10Y*
- -20.79%
BOIL
- 1D
- -2.65%
- 1M
- -22.34%
- 6M
- -31.80%
- YTD
- -51.97%
- 1Y
- -77.53%
- 3Y*
- -66.23%
- 5Y*
- -68.58%
- 10Y*
- -58.64%
YINN vs. BOIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -34.26% | 54.21% | 36.06% | -53.08% | -71.97% | -58.56% | -7.75% | 28.92% | -48.47% | 129.79% |
BOIL ProShares Ultra Bloomberg Natural Gas | -51.97% | -58.98% | -60.75% | -92.00% | -31.85% | 23.84% | -74.74% | -67.70% | -20.55% | -65.72% |
Correlation
The correlation between YINN and BOIL is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2011 | 0.01 |
The correlation between YINN and BOIL shifts across timeframes, from -0.08 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
YINN vs. BOIL — Risk / Return Rank
YINN
BOIL
YINN vs. BOIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.
| YINN | BOIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.87 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | -1.00 | +0.43 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.40 | +0.25 |
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Drawdowns
YINN vs. BOIL - Drawdown Comparison
The maximum YINN drawdown since its inception was -98.87%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for YINN and BOIL.
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Drawdown Indicators
| YINN | BOIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.87% | -100.00% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -61.64% | -77.83% | +16.19% |
Max Drawdown (3Y)Largest decline over 3 years | -69.08% | -97.17% | +28.09% |
Max Drawdown (5Y)Largest decline over 5 years | -95.48% | -99.92% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | -99.99% | +1.40% |
Current DrawdownCurrent decline from peak | -97.67% | -100.00% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -68.67% | -93.61% | +24.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.40% | 55.55% | -25.15% |
Volatility
YINN vs. BOIL - Volatility Comparison
Direxion Daily China 3x Bull Shares (YINN) and ProShares Ultra Bloomberg Natural Gas (BOIL) have volatilities of 18.92% and 19.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YINN | BOIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.92% | 19.67% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 42.67% | 100.26% | -57.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.32% | 111.81% | -52.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.22% | 119.02% | -24.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.53% | 101.73% | -20.20% |
YINN vs. BOIL - Expense Ratio Comparison
YINN has a 1.52% expense ratio, which is higher than BOIL's 1.31% expense ratio.
Dividends
YINN vs. BOIL - Dividend Comparison
YINN's dividend yield for the trailing twelve months is around 1.36%, while BOIL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BOIL ProShares Ultra Bloomberg Natural Gas | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YINN Direxion Daily China 3x Bull Shares | 1.36% | 1.12% | 1.81% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% |
Frequently Asked Questions
YINN and BOIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOIL has higher volatility (19.67%) compared to YINN (18.92%). In terms of maximum drawdown, YINN dropped -98.87% vs BOIL's -100.00%.
On 10-year performance, YINN leads with -20.79% vs -58.64% for BOIL. On fees, BOIL is cheaper at 1.31% per year. On volatility, YINN has been the lower-risk option at 18.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YINN has performed better with a -20.79% return vs -58.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOIL is cheaper with a 1.31% expense ratio, compared with 1.52% for YINN.
YINN has the higher dividend yield at 1.36%, compared with 0.00% for BOIL.
YINN is categorized as China Equities, while BOIL is Oil & Gas. YINN tracks FTSE China 50 Index (300%), while BOIL tracks Bloomberg Natural Gas Subindex. They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.52% for YINN and 1.31% for BOIL.
YINN currently has the higher Sharpe Ratio (-0.59 vs -0.69), 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.
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