CRCD vs. YXI

Last updated Apr 2, 2026

Compare and contrast key facts about T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and ProShares Short FTSE China 50 (YXI).

CRCD and YXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CRCD is an actively managed fund by T-Rex. It was launched on Sep 25, 2025. YXI is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-100%). It was launched on Mar 16, 2010.

Performance

CRCD vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and ProShares Short FTSE China 50 (YXI). The values are adjusted to include any dividend payments, if applicable.

CRCD vs. YXI - Yearly Performance Comparison

	2026 (YTD)	2025
CRCD T-REX 2X Inverse CRCL Daily Target ETF	-78.35%	43.19%
YXI ProShares Short FTSE China 50	7.67%	4.86%

Returns By Period

In the year-to-date period, CRCD achieves a -78.35% return, which is significantly lower than YXI's 7.67% return.

CRCD

• 1D: 10.22%
• 1M: -13.49%
• YTD: -78.35%
• 6M: -67.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YXI

• 1D: 1.14%
• 1M: 3.75%
• YTD: 7.67%
• 6M: 15.61%
• 1Y: -2.11%
• 3Y*: -9.66%
• 5Y*: -2.70%
• 10Y*: -8.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCD vs. YXI - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than YXI's 0.95% expense ratio.

CRCD

T-REX 2X Inverse CRCL Daily Target ETF

YXI

ProShares Short FTSE China 50

Return for Risk

CRCD vs. YXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YXI

YXI Risk / Return Rank: 10
YXI Sharpe Ratio Rank: 10
YXI Sortino Ratio Rank: 10
YXI Omega Ratio Rank: 10
YXI Calmar Ratio Rank: 11
YXI Martin Ratio Rank: 11

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.

CRCD vs. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and ProShares Short FTSE China 50 (YXI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CRCD	YXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.09	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	-0.31	-0.14

Correlation

The correlation between CRCD and YXI is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CRCD vs. YXI - Dividend Comparison

CRCD has not paid dividends to shareholders, while YXI's dividend yield for the trailing twelve months is around 2.85%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CRCD T-REX 2X Inverse CRCL Daily Target ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YXI ProShares Short FTSE China 50	2.85%	3.60%	4.35%	2.66%	0.27%	0.00%	0.08%	1.01%	0.25%

Drawdowns

CRCD vs. YXI - Drawdown Comparison

The maximum CRCD drawdown since its inception was -94.38%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for CRCD and YXI.

Drawdown Indicators

	CRCD	YXI	Difference
Max Drawdown Largest peak-to-trough decline	-94.38%	-81.15%	-13.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-29.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-57.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.81%	—
Current Drawdown Current decline from peak	-89.73%	-78.02%	-11.71%
Average Drawdown Average peak-to-trough decline	-41.29%	-54.05%	+12.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	22.96%	—

Volatility

Volatility by Period

	CRCD	YXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	203.67%	23.78%	+179.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	203.67%	31.35%	+172.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	203.67%	27.46%	+176.21%