YINN vs. DBE
YINN (Direxion Daily China 3x Bull Shares) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - YINN is a China 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 -19.76%/yr vs 11.75%/yr for DBE. Their 0.26 correlation means their historical movements had little consistent relationship. 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 -24.32% return, which is significantly lower than DBE's 63.93% return. Over the past 10 years, YINN has underperformed DBE with an annualized return of -19.76%, while DBE has yielded a comparatively higher 11.75% annualized return.
YINN
- 1D
- -1.08%
- 1M
- 44.52%
- 6M
- -25.04%
- YTD
- -24.32%
- 1Y
- -23.94%
- 3Y*
- -5.56%
- 5Y*
- -32.36%
- 10Y*
- -19.76%
- ALL TIME*
- -16.83%
DBE
- 1D
- -4.28%
- 1M
- 11.01%
- 6M
- 47.49%
- YTD
- 63.93%
- 1Y
- 55.67%
- 3Y*
- 13.55%
- 5Y*
- 16.46%
- 10Y*
- 11.75%
- ALL TIME*
- 2.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.35M | $1.09M | $1.64M | |
| $34.82M | $37.81M | $60.41M |
YINN vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -24.32% | 54.21% | 36.06% | -53.08% | -71.97% | -58.56% | -7.75% | 28.92% | -48.47% | 129.79% |
DBE Invesco DB Energy Fund | 63.93% | -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 -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2009 | 0.26 |
The correlation between YINN and DBE shifts across timeframes, from -0.11 (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.
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 | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.26 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.75 | 7.03 | -7.78 |
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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 | -61.64% | -24.72% | -36.92% |
Max Drawdown (3Y)Largest decline over 3 years | -64.51% | -24.72% | -39.79% |
Max Drawdown (5Y)Largest decline over 5 years | -94.54% | -38.74% | -55.80% |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | -60.84% | -37.75% |
Current DrawdownCurrent decline from peak | -97.32% | -37.77% | -59.55% |
Average DrawdownAverage peak-to-trough decline | -68.76% | -57.12% | -11.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.13% | 7.95% | +24.18% |
Volatility
YINN vs. DBE - Volatility Comparison
The current volatility for Direxion Daily China 3x Bull Shares (YINN) is 14.87%, while Invesco DB Energy Fund (DBE) has a volatility of 15.88%. This indicates that YINN experiences smaller price fluctuations and is considered to be less risky 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 | 14.87% | 15.88% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 42.52% | 33.82% | +8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.91% | 37.86% | +22.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.52% | 30.19% | +63.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.61% | 28.64% | +52.97% |
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 1.18%, less than DBE's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.36% | 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 | 1.18% | 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 -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (15.88%) compared to YINN (14.87%). In terms of maximum drawdown, YINN dropped -98.87% vs DBE's -86.69%.
On 10-year performance, DBE leads with 11.75% vs -19.76% for YINN. On fees, DBE is cheaper at 0.78% per year. On volatility, YINN has been the lower-risk option at 14.87%. 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 11.75% return vs -19.76%. 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 2.36%, compared with 1.18% for YINN.
YINN is categorized as China 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 (1.48 vs -0.40), 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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