YINN vs. DBE
YINN (Direxion Daily China 3x Bull Shares) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - YINN is a Leveraged Equities fund tracking the FTSE China 50 Index (300%), while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 10 years, YINN returned -19.13%/yr vs 11.58%/yr for DBE. At a 0.26 correlation, their price movements are largely independent. YINN charges 1.52%/yr vs 0.78%/yr for DBE.
Performance
YINN vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, YINN achieves a -28.25% return, which is significantly lower than DBE's 79.04% return. Over the past 10 years, YINN has underperformed DBE with an annualized return of -19.13%, while DBE has yielded a comparatively higher 11.58% annualized return.
YINN
- 1D
- -0.52%
- 1M
- -10.06%
- YTD
- -28.25%
- 6M
- -32.42%
- 1Y
- -20.61%
- 3Y*
- -2.89%
- 5Y*
- -38.69%
- 10Y*
- -19.13%
DBE
- 1D
- -2.52%
- 1M
- -6.01%
- YTD
- 79.04%
- 6M
- 69.31%
- 1Y
- 81.31%
- 3Y*
- 22.41%
- 5Y*
- 19.05%
- 10Y*
- 11.58%
YINN vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -28.25% | 54.21% | 36.06% | -53.08% | -71.97% | -58.56% | -7.75% | 28.92% | -48.47% | 129.79% |
DBE Invesco DB Energy Fund | 79.04% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 5.21% |
Correlation
The correlation between YINN and DBE is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.26 |
The correlation between YINN and DBE shifts across timeframes, from -0.15 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YINN vs. DBE — Risk / Return Rank
YINN
DBE
YINN vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Invesco DB Energy Fund (DBE). 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.
| YINN | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 5.67 | -6.11 |
| Martin ratioReturn relative to average drawdown | -0.85 | 11.08 | -11.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YINN | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 2.33 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.65 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.41 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.09 | -0.31 |
Drawdowns
YINN vs. DBE - Drawdown Comparison
The maximum YINN drawdown since its inception was -98.87%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for YINN and DBE.
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Drawdown Indicators
| YINN | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.87% | -86.69% | -12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -47.74% | -14.41% | -33.33% |
Max Drawdown (3Y)Largest decline over 3 years | -69.08% | -23.89% | -45.19% |
Max Drawdown (5Y)Largest decline over 5 years | -96.28% | -38.74% | -57.54% |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | -60.84% | -37.75% |
Current DrawdownCurrent decline from peak | -97.46% | -32.03% | -65.43% |
Average DrawdownAverage peak-to-trough decline | -68.48% | -57.30% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.39% | 7.37% | +17.02% |
Volatility
YINN vs. DBE - Volatility Comparison
Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 21.19% compared to Invesco DB Energy Fund (DBE) at 13.05%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YINN | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.19% | 13.05% | +8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 42.60% | 30.97% | +11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.73% | 35.07% | +23.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.19% | 29.41% | +64.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.78% | 28.34% | +53.44% |
YINN vs. DBE - Expense Ratio Comparison
YINN has a 1.52% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
YINN vs. DBE - Dividend Comparison
YINN's dividend yield for the trailing twelve months is around 1.39%, less than DBE's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.16% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% |
YINN Direxion Daily China 3x Bull Shares | 1.39% | 1.12% | 1.81% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% |
Frequently Asked Questions
YINN and DBE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YINN has higher volatility (21.19%) compared to DBE (13.05%). In terms of maximum drawdown, YINN dropped -98.87% vs DBE's -86.69%.
On 10-year performance, DBE leads with 11.58% vs -19.13% for YINN. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 13.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DBE has performed better with a 11.58% return vs -19.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBE is cheaper with a 0.78% expense ratio, compared with 1.52% for YINN.
DBE has the higher dividend yield at 2.16%, compared with 1.39% for YINN.
YINN is categorized as Leveraged Equities, while DBE is Oil & Gas. YINN tracks FTSE China 50 Index (300%), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.52% for YINN and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.33 vs -0.35), 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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