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YINN vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YINN vs. TYD

Last updated Jun 13, 2026

YINN (Direxion Daily China 3x Bull Shares) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - YINN is a Leveraged Equities fund tracking the FTSE China 50 Index (300%), while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, YINN returned -18.37%/yr vs -5.12%/yr for TYD. At a correlation of -0.16, they often move in opposite directions. YINN charges 1.52%/yr vs 1.09%/yr for TYD.

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 -29.95% return, which is significantly lower than TYD's -5.80% return. Over the past 10 years, YINN has underperformed TYD with an annualized return of -18.37%, while TYD has yielded a comparatively higher -5.12% annualized return.

YINN

1D
3.08%
1M
-23.37%
YTD
-29.95%
6M
-32.53%
1Y
-27.68%
3Y*
-6.43%
5Y*
-38.50%
10Y*
-18.37%

TYD

1D
-0.33%
1M
-0.25%
YTD
-5.80%
6M
-5.59%
1Y
-1.08%
3Y*
-3.95%
5Y*
-13.19%
10Y*
-5.12%
*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		-29.95%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		-5.80%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 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.08

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

0.02

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

-0.07

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 0.16 (1 year), reflecting how their relationship changes across market environments.

YINN vs. TYD - Sectors Allocation Comparison

Sectors
YINN
TYD

Financial Services

34.7%
21.2%

Consumer Cyclical

27.4%

-

Communication Services

15.7%

-

Energy

5.6%

-

Technology

5.5%

-

Basic Materials

4.2%

-

Industrials

2.4%

-

Healthcare

2.3%

-

Real Estate

1.0%

-

Consumer Defensive

0.9%

-

Utilities

0.4%

-

Financial Services

YINN
34.7%
TYD
21.2%

Consumer Cyclical

YINN
27.4%
TYD

-

Communication Services

YINN
15.7%
TYD

-

Energy

YINN
5.6%
TYD

-

Technology

YINN
5.5%
TYD

-

Basic Materials

YINN
4.2%
TYD

-

Industrials

YINN
2.4%
TYD

-

Healthcare

YINN
2.3%
TYD

-

Real Estate

YINN
1.0%
TYD

-

Consumer Defensive

YINN
0.9%
TYD

-

Utilities

YINN
0.4%
TYD

-

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Direxion Daily China 3x Bull Shares

Direxion Daily 7-10 Year Treasury Bull 3X

Often compared with YINN:
YINN vs. YANGYINN vs. KWEBYINN vs. CWEBYINN vs. CHAUYINN vs. XPPYINN vs. EDCYINN vs. MCHI
Often compared with TYD:
TYD vs. TMFTYD vs. TYOTYD vs. EDVTYD vs. UJBTYD vs. PEXTYD vs. QQQTYD vs. SPY

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: 66
Overall Rank
YINN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 66
Sortino Ratio Rank
YINN Omega Ratio Rank: 66
Omega Ratio Rank
YINN Calmar Ratio Rank: 55
Calmar Ratio Rank
YINN Martin Ratio Rank: 55
Martin Ratio Rank
TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 88
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD 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. 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
-0.47
-0.08

-0.39

Sortino ratioReturn per unit of downside risk
-0.36
-0.01

-0.35

Omega ratioGain probability vs. loss probability

0.96

1.00

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.08

-0.48

Martin ratioReturn relative to average drawdown

-1.09

-0.20

-0.88

YINN vs. TYD - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.47, which is lower than the TYD Sharpe Ratio of -0.08. 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

-49.61%

-13.54%

-36.07%

Max Drawdown (3Y)

Largest decline over 3 years

-69.08%

-24.62%

-44.46%

Max Drawdown (5Y)

Largest decline over 5 years

-96.28%

-59.84%

-36.44%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

-64.28%

-34.31%

Current Drawdown

Current decline from peak

-97.52%

-59.06%

-38.46%

Average Drawdown

Average peak-to-trough decline

-68.51%

-22.00%

-46.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.53%

5.30%

+20.23%

Volatility

YINN vs. TYD - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 18.63% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.49%. 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

18.63%

4.49%

+14.14%

Volatility (6M)

Calculated over the trailing 6-month period

42.54%

9.76%

+32.78%

Volatility (1Y)

Calculated over the trailing 1-year period

58.74%

13.86%

+44.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.19%

22.97%

+71.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.73%

20.36%

+61.37%

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 1.42%, less than TYD's 3.22% yield.

PositionTTM20252024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X		3.22%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		1.42%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 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YINN has higher volatility (18.63%) compared to TYD (4.49%). In terms of maximum drawdown, YINN dropped -98.87% vs TYD's -64.28%.

On 10-year performance, TYD leads with -5.12% vs -18.37% for YINN. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 4.49%. 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 -5.12% return vs -18.37%. 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 3.22%, compared with 1.42% for YINN.

YINN is categorized as Leveraged 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 (-0.08 vs -0.47), 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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