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YINN vs. ISVBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YINN vs. ISVBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and iShares MSCI China A UCITS ETF (ISVBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YINN achieves a -35.64% return, which is significantly lower than ISVBF's -8.71% return.


YINN

1D
4.55%
1M
-8.89%
6M
-42.95%
YTD
-35.64%
1Y
-36.89%
3Y*
-8.66%
5Y*
-38.06%
10Y*
-20.77%

ISVBF

1D
1.84%
1M
-1.17%
6M
-13.00%
YTD
-8.71%
1Y
-1.01%
3Y*
8.64%
5Y*
-5.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YINN vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
YINN
Direxion Daily China 3x Bull Shares
-35.64%54.21%36.06%-53.08%-71.97%-53.22%
ISVBF
iShares MSCI China A UCITS ETF
-8.71%30.64%18.96%-9.28%-23.01%-22.12%

Correlation

The correlation between YINN and ISVBF is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.35

Over the past year, YINN and ISVBF have become more correlated (0.67) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

YINN vs. ISVBF — Risk / Return Rank

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

YINN
YINN Risk / Return Rank: 44
Overall Rank
YINN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 55
Sortino Ratio Rank
YINN Omega Ratio Rank: 55
Omega Ratio Rank
YINN Calmar Ratio Rank: 44
Calmar Ratio Rank
YINN Martin Ratio Rank: 33
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 99
Overall Rank
ISVBF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 99
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 99
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 99
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 99
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. ISVBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and iShares MSCI China A UCITS ETF (ISVBF). 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.


YINNISVBFDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

0.92

1.02

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.60

-0.04

-0.56

Martin ratioReturn relative to average drawdown

-1.22

-0.10

-1.12

YINN vs. ISVBF - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.62, which is lower than the ISVBF Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of YINN and ISVBF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YINN vs. ISVBF - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than ISVBF's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for YINN and ISVBF.


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Drawdown Indicators


YINNISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-53.78%

-45.09%

Max Drawdown (1Y)

Largest decline over 1 year

-61.64%

-24.14%

-37.50%

Max Drawdown (3Y)

Largest decline over 3 years

-69.08%

-24.14%

-44.94%

Max Drawdown (5Y)

Largest decline over 5 years

-95.48%

-52.51%

-42.97%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

Current Drawdown

Current decline from peak

-97.72%

-26.01%

-71.71%

Average Drawdown

Average peak-to-trough decline

-68.66%

-32.64%

-36.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.24%

10.49%

+19.75%

Volatility

YINN vs. ISVBF - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 18.79% compared to iShares MSCI China A UCITS ETF (ISVBF) at 7.72%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.79%

7.72%

+11.07%

Volatility (6M)

Calculated over the trailing 6-month period

42.66%

27.02%

+15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

59.57%

31.48%

+28.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.21%

30.46%

+63.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.55%

30.13%

+51.42%

YINN vs. ISVBF - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Dividends

YINN vs. ISVBF - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
ISVBF
iShares MSCI China A UCITS 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


YINN and ISVBF have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YINN has higher volatility (18.79%) compared to ISVBF (7.72%). In terms of maximum drawdown, YINN dropped -98.87% vs ISVBF's -53.78%.

On 5-year performance, ISVBF leads with -5.34% vs -38.06% for YINN. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 7.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ISVBF has performed better with a -5.34% return vs -38.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 1.52% for YINN.

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

YINN tracks FTSE China 50 Index (300%), while ISVBF tracks MSCI China A Inclusion Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.52% for YINN and 0.40% for ISVBF.

ISVBF currently has the higher Sharpe Ratio (-0.03 vs -0.62), 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.

Portfolio Optimizer

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