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CNXT vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNXT vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck ChiNext Innovators ETF (CNXT) and ProShares UltraShort FTSE China 50 (FXP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNXT achieves a 8.75% return, which is significantly higher than FXP's 5.71% return. Over the past 10 years, CNXT has outperformed FXP with an annualized return of 4.87%, while FXP has yielded a comparatively lower -22.26% annualized return.


CNXT

1D
-0.48%
1M
-16.02%
6M
4.07%
YTD
8.75%
1Y
55.74%
3Y*
17.90%
5Y*
-0.73%
10Y*
4.87%
ALL TIME*
6.39%

FXP

1D
0.50%
1M
-24.31%
6M
11.53%
YTD
5.71%
1Y
-4.88%
3Y*
-28.07%
5Y*
-20.84%
10Y*
-22.26%
ALL TIME*
-28.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.48M$5.02M$7.74M
$93.60K$89.25K$94.70K

CNXT vs. FXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNXT
VanEck ChiNext Innovators ETF
8.75%59.31%12.42%-21.47%-35.58%8.78%63.30%42.66%-39.48%20.19%
FXP
ProShares UltraShort FTSE China 50
5.71%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%

Correlation

The correlation between CNXT and FXP is -0.46, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.46

Correlation (3Y)
Balances recent behavior with more history.

-0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.59

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2014

-0.57

The correlation between CNXT and FXP shifts across timeframes, from -0.59 (10 years) to -0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CNXT vs. FXP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CNXT
CNXT Risk / Return Rank: 6363
Overall Rank
CNXT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CNXT Sortino Ratio Rank: 6161
Sortino Ratio Rank
CNXT Omega Ratio Rank: 5959
Omega Ratio Rank
CNXT Calmar Ratio Rank: 6363
Calmar Ratio Rank
CNXT Martin Ratio Rank: 6767
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 99
Overall Rank
FXP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXP Omega Ratio Rank: 1111
Omega Ratio Rank
FXP Calmar Ratio Rank: 88
Calmar Ratio Rank
FXP Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CNXT vs. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck ChiNext Innovators ETF (CNXT) and ProShares UltraShort FTSE China 50 (FXP). 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.


CNXTFXPDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratioReturn relative to maximum drawdown

2.31

-0.19

+2.50

Martin ratioReturn relative to average drawdown

8.37

-0.42

+8.80

CNXT vs. FXP - Sharpe Ratio Comparison

The current CNXT Sharpe Ratio is 1.52, which is higher than the FXP Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of CNXT and FXP, 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

CNXT vs. FXP - Drawdown Comparison

The maximum CNXT drawdown since its inception was -68.98%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for CNXT and FXP.


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Drawdown Indicators


CNXTFXPDifference

Max Drawdown

Largest peak-to-trough decline

-68.98%

-99.94%

+30.96%

Max Drawdown (1Y)

Largest decline over 1 year

-24.23%

-25.65%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-48.60%

-82.34%

+33.74%

Max Drawdown (5Y)

Largest decline over 5 years

-61.21%

-87.85%

+26.64%

Max Drawdown (10Y)

Largest decline over 10 years

-63.30%

-93.56%

+30.26%

Current Drawdown

Current decline from peak

-23.73%

-99.92%

+76.19%

Average Drawdown

Average peak-to-trough decline

-42.49%

-94.18%

+51.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

12.80%

-6.12%

Volatility

CNXT vs. FXP - Volatility Comparison

VanEck ChiNext Innovators ETF (CNXT) has a higher volatility of 16.11% compared to ProShares UltraShort FTSE China 50 (FXP) at 11.12%. This indicates that CNXT's price experiences larger fluctuations and is considered to be riskier than FXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNXTFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

11.12%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

28.24%

29.50%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

36.83%

40.68%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.10%

62.74%

-26.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

54.82%

-22.58%

CNXT vs. FXP - Expense Ratio Comparison

CNXT has a 0.65% expense ratio, which is lower than FXP's 0.95% expense ratio.


Dividends

CNXT vs. FXP - Dividend Comparison

CNXT's dividend yield for the trailing twelve months is around 0.17%, less than FXP's 3.40% yield.


PositionTTM202520242023202220212020201920182017
CNXT
VanEck ChiNext Innovators ETF
0.17%0.18%0.15%0.00%0.00%9.22%0.01%0.45%0.00%0.19%
FXP
ProShares UltraShort FTSE China 50
3.40%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%0.00%

Frequently Asked Questions


CNXT and FXP have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNXT has higher volatility (16.11%) compared to FXP (11.12%). In terms of maximum drawdown, CNXT dropped -68.98% vs FXP's -99.94%.

On 10-year performance, CNXT leads with 4.87% vs -22.26% for FXP. On fees, CNXT is cheaper at 0.65% per year. On volatility, FXP has been the lower-risk option at 11.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CNXT has performed better with a 4.87% return vs -22.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CNXT is cheaper with a 0.65% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 3.40%, compared with 0.17% for CNXT.

CNXT tracks ChiNext Index, while FXP tracks FTSE China 50 Net Tax USD (TR) (-200%). They also come from different issuers: VanEck and ProShares. Their fees differ too: 0.65% for CNXT and 0.95% for FXP.

CNXT currently has the higher Sharpe Ratio (1.52 vs -0.12), 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 CNXT and FXP

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