YINN vs. USFR
YINN (Direxion Daily China 3x Bull Shares) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - YINN is a China Equities fund tracking the FTSE China 50 Index (300%), while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, YINN returned -20.79%/yr vs 2.50%/yr for USFR. At a 0.00 correlation, their price movements are largely independent. YINN charges 1.52%/yr vs 0.15%/yr for USFR.
Performance
YINN vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, YINN achieves a -34.26% return, which is significantly lower than USFR's 2.07% return. Over the past 10 years, YINN has underperformed USFR with an annualized return of -20.79%, while USFR has yielded a comparatively higher 2.50% annualized return.
YINN
- 1D
- 2.14%
- 1M
- -2.29%
- 6M
- -41.62%
- YTD
- -34.26%
- 1Y
- -34.70%
- 3Y*
- -7.53%
- 5Y*
- -37.80%
- 10Y*
- -20.79%
USFR
- 1D
- 0.00%
- 1M
- 0.32%
- 6M
- 1.92%
- YTD
- 2.07%
- 1Y
- 3.95%
- 3Y*
- 4.70%
- 5Y*
- 3.77%
- 10Y*
- 2.50%
YINN vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -34.26% | 54.21% | 36.06% | -53.08% | -71.97% | -58.56% | -7.75% | 28.92% | -48.47% | 129.79% |
USFR WisdomTree Floating Rate Treasury Fund | 2.07% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between YINN and USFR is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | 0.00 |
The correlation between YINN and USFR shifts across timeframes, from -0.11 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YINN vs. USFR — Risk / Return Rank
YINN
USFR
YINN vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| YINN | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.32 | ||
| Sortino ratioReturn per unit of downside risk | -51.98 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 14.02 | -13.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 199.58 | -200.14 |
| Martin ratioReturn relative to average drawdown | -1.14 | 797.11 | -798.25 |
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Drawdowns
YINN vs. USFR - Drawdown Comparison
The maximum YINN drawdown since its inception was -98.87%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for YINN and USFR.
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Drawdown Indicators
| YINN | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.87% | -1.36% | -97.51% |
Max Drawdown (1Y)Largest decline over 1 year | -61.64% | -0.02% | -61.62% |
Max Drawdown (3Y)Largest decline over 3 years | -69.08% | -0.06% | -69.02% |
Max Drawdown (5Y)Largest decline over 5 years | -95.48% | -0.18% | -95.30% |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | -0.80% | -97.79% |
Current DrawdownCurrent decline from peak | -97.67% | 0.00% | -97.67% |
Average DrawdownAverage peak-to-trough decline | -68.67% | -0.15% | -68.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.40% | 0.00% | +30.40% |
Volatility
YINN vs. USFR - Volatility Comparison
Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 18.92% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YINN | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.92% | 0.07% | +18.85% |
Volatility (6M)Calculated over the trailing 6-month period | 42.67% | 0.19% | +42.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.32% | 0.27% | +59.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.22% | 0.39% | +93.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.53% | 0.77% | +80.76% |
YINN vs. USFR - Expense Ratio Comparison
YINN has a 1.52% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
YINN vs. USFR - Dividend Comparison
YINN's dividend yield for the trailing twelve months is around 1.36%, less than USFR's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 3.83% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
YINN Direxion Daily China 3x Bull Shares | 1.36% | 1.12% | 1.81% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% | 0.00% |
Frequently Asked Questions
YINN and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YINN has higher volatility (18.92%) compared to USFR (0.07%). In terms of maximum drawdown, YINN dropped -98.87% vs USFR's -1.36%.
On 10-year performance, USFR leads with 2.50% vs -20.79% for YINN. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, USFR has performed better with a 2.50% return vs -20.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 1.52% for YINN.
USFR has the higher dividend yield at 3.83%, compared with 1.36% for YINN.
YINN is categorized as China Equities, while USFR is Government Bonds. YINN tracks FTSE China 50 Index (300%), while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 1.52% for YINN and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.73 vs -0.59), 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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