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YINN vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YINN vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

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YINN vs. QTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
YINN
Direxion Daily China 3x Bull Shares
-24.84%54.21%36.06%-53.08%-71.97%-58.60%
QTAP
Innovator Growth Accelerated Plus ETF - April
3.02%19.36%17.34%43.32%-25.87%15.63%

Returns By Period

In the year-to-date period, YINN achieves a -24.84% return, which is significantly lower than QTAP's 3.02% 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%

QTAP

1D
1.74%
1M
1.79%
YTD
3.02%
6M
5.43%
1Y
21.08%
3Y*
19.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YINN vs. QTAP - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

YINN vs. QTAP — 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

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7777
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9696
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6666
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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.


YINNQTAPDifference

Sharpe ratio

Return per unit of total volatility

-0.30

1.29

-1.60

Sortino ratio

Return per unit of downside risk

0.04

2.05

-2.01

Omega ratio

Gain probability vs. loss probability

1.01

1.50

-0.50

Calmar ratio

Return relative to maximum drawdown

-0.47

1.81

-2.29

Martin ratio

Return relative to average drawdown

-1.13

12.95

-14.07

YINN vs. QTAP - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.30, which is lower than the QTAP Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of YINN and QTAP, 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


YINNQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

1.29

-1.60

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

0.64

-0.86

Correlation

The correlation between YINN and QTAP is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YINN vs. QTAP - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.33%, while QTAP has not paid dividends to shareholders.


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%
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YINN vs. QTAP - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than QTAP's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for YINN and QTAP.


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Drawdown Indicators


YINNQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-29.44%

-69.43%

Max Drawdown (1Y)

Largest decline over 1 year

-46.61%

-12.04%

-34.57%

Max Drawdown (5Y)

Largest decline over 5 years

-96.42%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

Current Drawdown

Current decline from peak

-97.33%

0.00%

-97.33%

Average Drawdown

Average peak-to-trough decline

-68.17%

-5.21%

-62.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.65%

1.68%

+17.97%

Volatility

YINN vs. QTAP - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 19.90% compared to Innovator Growth Accelerated Plus ETF - April (QTAP) at 1.88%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than QTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

1.88%

+18.02%

Volatility (6M)

Calculated over the trailing 6-month period

43.88%

3.23%

+40.65%

Volatility (1Y)

Calculated over the trailing 1-year period

71.63%

16.38%

+55.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.09%

19.03%

+75.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.89%

19.03%

+62.86%