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ProShares Short FTSE China 50 (YXI) Sharpe Ratio: 0.69

ETF · Currency in USD · Last updated Jun 25, 2026

YXI is a passive ETF by ProShares tracking the investment results of the FTSE China 50 Net Tax USD (TR) (-100%). YXI launched on Mar 16, 2010 and has a 0.95% expense ratio.

YXI's Sharpe Ratio of 0.69 indicates that for each unit of volatility, it generates 0.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

YXI Sharpe Ratio Rank

YXI Sharpe Ratio Rank: 21.321
Below Average

YXI ranks above 21.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

YXI Sharpe Ratio Market Positioning

The chart shows YXI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.84+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares ProShares Short FTSE China 50's Sharpe Ratio with other ETFs in the Inverse Equities, China Equities category across multiple time periods, showing how YXI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CNXTVanEck Vectors ChinaAMC SME-ChiNext ETF3.66
KCAIKraneShares China Alpha Index ETF3.35
NBCENeuberger Berman China Equity ETF3.22
MCHSMatthews China Discovery Active ETF3.08
KSTRKraneShares SSE STAR Market 50 Index ETF2.93
ASHSXtrackers Harvest CSI 500 China A-Shares Small Cap ETF2.67
KBAKraneShares Bosera MSCI China A Share ETF2.25
NFXSDirexion Daily NFLX Bear 1X Shares2.08
ASHRXtrackers Harvest CSI 300 China A-Shares ETF1.94
CHAUDirexion Daily CSI 300 China A Share Bull 2x Shares1.92
YXIProShares Short FTSE China 500.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows YXI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when YXI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does YXI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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