YINN vs. FUTG

Last updated Jun 5, 2026

YINN (Direxion Daily China 3x Bull Shares) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. YINN is passively managed, while FUTG is actively managed. A 0.52 correlation means they provide meaningful diversification when combined. YINN charges 1.52%/yr vs 0.75%/yr for FUTG.

Performance

YINN vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YINN achieves a -28.25% return, which is significantly higher than FUTG's -75.86% 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%

FUTG

• 1D: -1.36%
• 1M: -71.11%
• YTD: -75.86%
• 6M: -77.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YINN vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
YINN Direxion Daily China 3x Bull Shares	-28.25%	-8.97%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.86%	-0.80%

Correlation

The correlation between YINN and FUTG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.52

Return for Risk

YINN vs. FUTG — Risk / Return Rank

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

YINN

YINN Risk / Return Rank: 6
YINN Sharpe Ratio Rank: 6
YINN Sortino Ratio Rank: 7
YINN Omega Ratio Rank: 7
YINN Calmar Ratio Rank: 5
YINN Martin Ratio Rank: 5

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. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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	FUTG	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	—	—
Sortino ratio: Return per unit of downside risk	-0.15	—	—
Omega ratio: Gain probability vs. loss probability	0.98	—	—
Calmar ratio: Return relative to maximum drawdown	-0.43	—	—
Martin ratio: Return relative to average drawdown	-0.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YINN	FUTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	—	—
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	-0.66	+0.44

Drawdowns

YINN vs. FUTG - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than FUTG's maximum drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for YINN and FUTG.

Drawdown Indicators

	YINN	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-98.87%	-86.19%	-12.68%
Max Drawdown (1Y) Largest decline over 1 year	-47.74%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-69.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-96.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-98.59%	—	—
Current Drawdown Current decline from peak	-97.46%	-84.51%	-12.95%
Average Drawdown Average peak-to-trough decline	-68.48%	-40.62%	-27.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.39%	—	—

Volatility

Volatility by Period

	YINN	FUTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	42.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	58.73%	135.59%	-76.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.19%	135.59%	-41.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.78%	135.59%	-53.81%

YINN vs. FUTG - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

YINN vs. FUTG - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.39%, while FUTG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUTG Leverage Shares 2X Long FUTU Daily ETF	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	1.39%	1.12%	1.81%	4.17%	1.16%	0.73%	0.76%	1.38%	1.02%	1.11%

Frequently Asked Questions

Can I hold both YINN and FUTG in my portfolio?

YINN and FUTG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YINN or FUTG?

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YINN or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.52% for YINN.

Which ETF pays a higher dividend yield, YINN or FUTG?

YINN has the higher dividend yield at 1.39%, compared with 0.00% for FUTG.

What is the main difference between YINN and FUTG?

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.52% for YINN and 0.75% for FUTG.