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YINN vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YINN vs. TYD - 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 7-10 Year Treasury Bull 3X (TYD). 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 -33.90% return, which is significantly lower than TYD's -8.67% return. Over the past 10 years, YINN has underperformed TYD with an annualized return of -20.67%, while TYD has yielded a comparatively higher -5.55% annualized return.


YINN

1D
-3.53%
1M
9.93%
6M
-35.93%
YTD
-33.90%
1Y
-37.98%
3Y*
-5.40%
5Y*
-37.22%
10Y*
-20.67%
ALL TIME*
-17.54%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YINN vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
-33.90%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between YINN and TYD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.06

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

0.03

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2009

-0.16

The correlation between YINN and TYD shifts across timeframes, from -0.16 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YINN vs. TYD — 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

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 77
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. TYD - 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 7-10 Year Treasury Bull 3X (TYD). 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.


YINNTYDDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

0.92

0.96

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.29

-0.32

Martin ratioReturn relative to average drawdown

-1.23

-0.64

-0.59

YINN vs. TYD - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.64, which is lower than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of YINN and TYD, 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. TYD - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for YINN and TYD.


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Drawdown Indicators


YINNTYDDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-64.28%

-34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-61.64%

-13.54%

-48.10%

Max Drawdown (3Y)

Largest decline over 3 years

-69.08%

-22.32%

-46.76%

Max Drawdown (5Y)

Largest decline over 5 years

-94.93%

-59.84%

-35.09%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

-64.28%

-34.31%

Current Drawdown

Current decline from peak

-97.66%

-60.31%

-37.35%

Average Drawdown

Average peak-to-trough decline

-68.69%

-22.22%

-46.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.89%

6.24%

+24.65%

Volatility

YINN vs. TYD - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 18.40% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.40%

3.93%

+14.47%

Volatility (6M)

Calculated over the trailing 6-month period

43.29%

10.30%

+32.99%

Volatility (1Y)

Calculated over the trailing 1-year period

59.89%

13.80%

+46.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.28%

22.92%

+71.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.59%

20.20%

+61.39%

YINN vs. TYD - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than TYD's 1.09% expense ratio.


Dividends

YINN vs. TYD - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.35%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%
YINN
Direxion Daily China 3x Bull Shares
1.35%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%

Frequently Asked Questions


YINN and TYD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YINN has higher volatility (18.40%) compared to TYD (3.93%). In terms of maximum drawdown, YINN dropped -98.87% vs TYD's -64.28%.

On 10-year performance, TYD leads with -5.55% vs -20.67% for YINN. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TYD has performed better with a -5.55% return vs -20.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TYD is cheaper with a 1.09% expense ratio, compared with 1.52% for YINN.

TYD has the higher dividend yield at 3.38%, compared with 1.35% for YINN.

YINN is categorized as China Equities, while TYD is Leveraged Bonds. YINN tracks FTSE China 50 Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.52% for YINN and 1.09% for TYD.

TYD currently has the higher Sharpe Ratio (-0.29 vs -0.64), 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 TYD

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