YINN vs. USOY
YINN (Direxion Daily China 3x Bull Shares) and USOY (Defiance Oil Enhanced Options Income ETF) are both exchange-traded funds - YINN is a Leveraged Equities fund tracking the FTSE China 50 Index (300%), while USOY is a Derivative Income fund actively managed by Defiance. YINN is passively managed, while USOY is actively managed. Over the past year, YINN returned -16.05% vs 57.29% for USOY. At a 0.02 correlation, their price movements are largely independent. YINN charges 1.52%/yr vs 1.22%/yr for USOY.
Performance
YINN vs. USOY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YINN achieves a -27.88% return, which is significantly lower than USOY's 62.18% 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%
USOY
- 1D
- 1.45%
- 1M
- -3.43%
- YTD
- 62.18%
- 6M
- 59.35%
- 1Y
- 57.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YINN vs. USOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YINN Direxion Daily China 3x Bull Shares | -27.88% | 54.21% | 0.77% |
USOY Defiance Oil Enhanced Options Income ETF | 62.18% | -7.93% | 7.27% |
Correlation
The correlation between YINN and USOY is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since May 13, 2024 | 0.02 |
The correlation between YINN and USOY shifts across timeframes, from -0.17 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YINN vs. USOY — Risk / Return Rank
YINN
USOY
YINN vs. USOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) and Defiance Oil Enhanced Options Income ETF (USOY). 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 | USOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 4.03 | -4.37 |
| Martin ratioReturn relative to average drawdown | -0.66 | 7.74 | -8.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| YINN | USOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 1.89 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.99 | -1.21 |
Drawdowns
YINN vs. USOY - Drawdown Comparison
The maximum YINN drawdown since its inception was -98.87%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for YINN and USOY.
Loading charts...
Drawdown Indicators
| YINN | USOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.87% | -17.46% | -81.41% |
Max Drawdown (1Y)Largest decline over 1 year | -47.74% | -14.29% | -33.45% |
Max Drawdown (3Y)Largest decline over 3 years | -69.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -96.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.59% | — | — |
Current DrawdownCurrent decline from peak | -97.44% | -5.11% | -92.33% |
Average DrawdownAverage peak-to-trough decline | -68.47% | -6.47% | -62.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.22% | 7.42% | +16.80% |
Volatility
YINN vs. USOY - Volatility Comparison
Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 21.19% compared to Defiance Oil Enhanced Options Income ETF (USOY) at 11.62%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YINN | USOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.19% | 11.62% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 42.61% | 27.18% | +15.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.82% | 30.44% | +28.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.20% | 26.13% | +68.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.79% | 26.13% | +55.66% |
YINN vs. USOY - Expense Ratio Comparison
YINN has a 1.52% expense ratio, which is higher than USOY's 1.22% expense ratio.
Dividends
YINN vs. USOY - Dividend Comparison
YINN's dividend yield for the trailing twelve months is around 1.38%, less than USOY's 54.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
USOY Defiance Oil Enhanced Options Income ETF | 54.16% | 104.32% | 48.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 USOY have a correlation of -0.17, 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 USOY (11.62%). In terms of maximum drawdown, YINN dropped -98.87% vs USOY's -17.46%.
On 1-year performance, USOY leads with 57.29% vs -16.05% for YINN. On fees, USOY is cheaper at 1.22% per year. On volatility, USOY has been the lower-risk option at 11.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USOY has performed better with a 57.29% return vs -16.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USOY is cheaper with a 1.22% expense ratio, compared with 1.52% for YINN.
USOY has the higher dividend yield at 54.16%, compared with 1.38% for YINN.
YINN is categorized as Leveraged Equities, while USOY is Derivative Income. They also come from different issuers: Direxion and Defiance. Their fees differ too: 1.52% for YINN and 1.22% for USOY.
USOY currently has the higher Sharpe Ratio (1.89 vs -0.27), 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.
Find the right allocation for YINN and USOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer