YINN vs. SOXS
YINN (Direxion Daily China 3x Bull Shares) and SOXS (Direxion Daily Semiconductor Bear 3x Shares) are both Leveraged Equities funds from Direxion - YINN tracks the FTSE China 50 Index (300%) while SOXS tracks the PHLX Semiconductor Index (-300%). Both are passively managed. Over the past 10 years, YINN returned -18.76%/yr vs -78.92%/yr for SOXS. At a correlation of -0.53, they often move in opposite directions. YINN charges 1.52%/yr vs 1.08%/yr for SOXS.
Performance
YINN vs. SOXS - Performance Comparison
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Returns By Period
In the year-to-date period, YINN achieves a -27.88% return, which is significantly higher than SOXS's -92.10% return. Over the past 10 years, YINN has outperformed SOXS with an annualized return of -18.76%, while SOXS has yielded a comparatively lower -78.92% annualized return.
YINN
- 1D
- -6.72%
- 1M
- -10.09%
- YTD
- -27.88%
- 6M
- -31.54%
- 1Y
- -16.05%
- 3Y*
- -2.89%
- 5Y*
- -38.62%
- 10Y*
- -18.76%
SOXS
- 1D
- -5.03%
- 1M
- -62.97%
- YTD
- -92.10%
- 6M
- -91.70%
- 1Y
- -97.75%
- 3Y*
- -86.64%
- 5Y*
- -79.66%
- 10Y*
- -78.92%
YINN vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -27.88% | 54.21% | 36.06% | -53.08% | -71.97% | -58.56% | -7.75% | 28.92% | -48.47% | 129.79% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -92.10% | -85.53% | -59.55% | -84.56% | 15.76% | -80.94% | -92.90% | -83.81% | -19.39% | -69.39% |
Correlation
The correlation between YINN and SOXS is -0.47, 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 | -0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | -0.53 |
The correlation between YINN and SOXS shifts across timeframes, from -0.53 (all time) to -0.38 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
YINN vs. SOXS — Risk / Return Rank
YINN
SOXS
YINN vs. SOXS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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 | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.58 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -1.00 | +0.66 |
| Martin ratioReturn relative to average drawdown | -0.66 | -1.44 | +0.78 |
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 | SOXS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | -0.96 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | -0.74 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | -0.79 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | -0.79 | +0.57 |
Drawdowns
YINN vs. SOXS - Drawdown Comparison
The maximum YINN drawdown since its inception was -98.87%, roughly equal to the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for YINN and SOXS.
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Drawdown Indicators
| YINN | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.87% | -100.00% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -47.74% | -97.68% | +49.94% |
Max Drawdown (3Y)Largest decline over 3 years | -69.08% | -99.80% | +30.72% |
Max Drawdown (5Y)Largest decline over 5 years | -96.28% | -99.97% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | -100.00% | +1.41% |
Current DrawdownCurrent decline from peak | -97.44% | -100.00% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -68.47% | -92.60% | +24.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.22% | 68.64% | -44.42% |
Volatility
YINN vs. SOXS - Volatility Comparison
The current volatility for Direxion Daily China 3x Bull Shares (YINN) is 21.19%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that YINN experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YINN | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.19% | 44.22% | -23.03% |
Volatility (6M)Calculated over the trailing 6-month period | 42.61% | 83.94% | -41.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.82% | 102.18% | -43.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.20% | 108.21% | -14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.79% | 100.48% | -18.69% |
YINN vs. SOXS - Expense Ratio Comparison
YINN has a 1.52% expense ratio, which is higher than SOXS's 1.08% expense ratio.
Dividends
YINN vs. SOXS - Dividend Comparison
YINN's dividend yield for the trailing twelve months is around 1.38%, less than SOXS's 68.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | 68.34% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% | 0.00% |
YINN Direxion Daily China 3x Bull Shares | 1.38% | 1.12% | 1.81% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% |
Frequently Asked Questions
YINN and SOXS have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXS has higher volatility (44.22%) compared to YINN (21.19%). In terms of maximum drawdown, YINN dropped -98.87% vs SOXS's -100.00%.
On 10-year performance, YINN leads with -18.76% vs -78.92% for SOXS. On fees, SOXS is cheaper at 1.08% per year. On volatility, YINN has been the lower-risk option at 21.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YINN has performed better with a -18.76% return vs -78.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXS is cheaper with a 1.08% expense ratio, compared with 1.52% for YINN.
SOXS has the higher dividend yield at 68.34%, compared with 1.38% for YINN.
YINN tracks FTSE China 50 Index (300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 1.52% for YINN and 1.08% for SOXS.
YINN currently has the higher Sharpe Ratio (-0.27 vs -0.96), 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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