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YINN vs. CWEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YINN vs. CWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB). The values are adjusted to include any dividend payments, if applicable.

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YINN vs. CWEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
-24.84%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-33.52%29.04%0.12%-32.85%-59.43%-79.35%116.38%51.24%-63.01%166.27%

Returns By Period

In the year-to-date period, YINN achieves a -24.84% return, which is significantly higher than CWEB's -33.52% return.


YINN

1D
-2.62%
1M
-12.56%
YTD
-24.84%
6M
-41.84%
1Y
-21.62%
3Y*
-10.54%
5Y*
-38.80%
10Y*
-18.56%

CWEB

1D
-1.23%
1M
-15.96%
YTD
-33.52%
6M
-53.39%
1Y
-37.03%
3Y*
-16.84%
5Y*
-45.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YINN vs. CWEB - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than CWEB's 1.30% expense ratio.


Return for Risk

YINN vs. CWEB — Risk / Return Rank

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

YINN
YINN Risk / Return Rank: 77
Overall Rank
YINN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 1010
Sortino Ratio Rank
YINN Omega Ratio Rank: 1010
Omega Ratio Rank
YINN Calmar Ratio Rank: 44
Calmar Ratio Rank
YINN Martin Ratio Rank: 33
Martin Ratio Rank

CWEB
CWEB Risk / Return Rank: 22
Overall Rank
CWEB Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CWEB Sortino Ratio Rank: 33
Sortino Ratio Rank
CWEB Omega Ratio Rank: 33
Omega Ratio Rank
CWEB Calmar Ratio Rank: 22
Calmar Ratio Rank
CWEB Martin Ratio Rank: 11
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.

YINN vs. CWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB). 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.


YINNCWEBDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.63

+0.33

Sortino ratio

Return per unit of downside risk

0.04

-0.67

+0.71

Omega ratio

Gain probability vs. loss probability

1.01

0.92

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.47

-0.65

+0.17

Martin ratio

Return relative to average drawdown

-1.13

-1.52

+0.39

YINN vs. CWEB - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.30, which is higher than the CWEB Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of YINN and CWEB, 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


YINNCWEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.63

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.48

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.24

+0.03

Correlation

The correlation between YINN and CWEB is 0.86, 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

YINN vs. CWEB - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.33%, less than CWEB's 5.08% yield.


TTM202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
1.33%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
5.08%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%

Drawdowns

YINN vs. CWEB - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, roughly equal to the maximum CWEB drawdown of -98.09%. Use the drawdown chart below to compare losses from any high point for YINN and CWEB.


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Drawdown Indicators


YINNCWEBDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-98.09%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-46.61%

-56.15%

+9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-96.42%

-96.62%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

Current Drawdown

Current decline from peak

-97.33%

-97.29%

-0.04%

Average Drawdown

Average peak-to-trough decline

-68.17%

-64.84%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.65%

23.96%

-4.31%

Volatility

YINN vs. CWEB - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 19.90% compared to Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) at 17.51%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than CWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNCWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

17.51%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

43.88%

38.34%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

71.63%

58.92%

+12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.09%

94.37%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.89%

80.95%

+0.94%