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YINN vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YINN vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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 -28.25% return, which is significantly lower than SPXS's -26.34% return. Over the past 10 years, YINN has outperformed SPXS with an annualized return of -19.13%, while SPXS has yielded a comparatively lower -41.99% annualized 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%

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YINN vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
-28.25%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between YINN and SPXS is -0.46, 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

-0.46

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

-0.39

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

-0.40

Correlation (10Y)
Calculated over the trailing 10-year period

-0.50

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

-0.58

The correlation between YINN and SPXS shifts across timeframes, from -0.58 (all time) to -0.39 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

YINN vs. SPXS — Risk / Return Rank

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

YINN
YINN Risk / Return Rank: 66
Overall Rank
YINN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 77
Sortino Ratio Rank
YINN Omega Ratio Rank: 77
Omega Ratio Rank
YINN Calmar Ratio Rank: 55
Calmar Ratio Rank
YINN Martin Ratio Rank: 55
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 00
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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. SPXS - 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 S&P 500 Bear 3X Shares (SPXS). 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.


YINNSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

0.98

0.75

+0.23

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.98

+0.54

Martin ratioReturn relative to average drawdown

-0.85

-1.64

+0.79

YINN vs. SPXS - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.35, which is higher than the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of YINN and SPXS, 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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Sharpe Ratios by Period


YINNSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

-1.40

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.70

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

-0.79

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.84

+0.62

Drawdowns

YINN vs. SPXS - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for YINN and SPXS.


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Drawdown Indicators


YINNSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-100.00%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-47.74%

-50.77%

+3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-69.08%

-84.13%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-96.28%

-90.11%

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

-99.63%

+1.04%

Current Drawdown

Current decline from peak

-97.46%

-100.00%

+2.54%

Average Drawdown

Average peak-to-trough decline

-68.48%

-96.30%

+27.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.39%

30.20%

-5.81%

Volatility

YINN vs. SPXS - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 21.19% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.19%

8.36%

+12.83%

Volatility (6M)

Calculated over the trailing 6-month period

42.60%

26.83%

+15.77%

Volatility (1Y)

Calculated over the trailing 1-year period

58.73%

35.52%

+23.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.19%

50.38%

+43.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.78%

53.53%

+28.25%

YINN vs. SPXS - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

YINN vs. SPXS - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.39%, less than SPXS's 4.97% yield.


PositionTTM202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%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 SPXS have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YINN has higher volatility (21.19%) compared to SPXS (8.36%). In terms of maximum drawdown, YINN dropped -98.87% vs SPXS's -100.00%.

On 10-year performance, YINN leads with -19.13% vs -41.99% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.36%. 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 -19.13% return vs -41.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.52% for YINN.

SPXS has the higher dividend yield at 4.97%, compared with 1.39% for YINN.

YINN is categorized as Leveraged Equities, while SPXS is Inverse Equities. YINN tracks FTSE China 50 Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.52% for YINN and 1.08% for SPXS.

YINN currently has the higher Sharpe Ratio (-0.35 vs -1.40), 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.

Portfolio Optimizer

Find the right allocation for YINN and SPXS

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