EUM vs. YXI
Compare and contrast key facts about ProShares Short MSCI Emerging Markets (EUM) and ProShares Short FTSE China 50 (YXI).
EUM and YXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUM is a passively managed fund by ProShares that tracks the performance of the MSCI Emerging Markets Index (-100%). It was launched on Nov 1, 2007. 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. Both EUM and YXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUM vs. YXI - Performance Comparison
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EUM vs. YXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUM ProShares Short MSCI Emerging Markets | -4.65% | -22.61% | -0.83% | -3.89% | 21.11% | -1.32% | -24.37% | -15.27% | 14.60% | -28.08% |
YXI ProShares Short FTSE China 50 | 7.67% | -22.87% | -25.36% | 12.40% | 4.78% | 13.94% | -17.95% | -14.35% | 9.63% | -28.43% |
Returns By Period
In the year-to-date period, EUM achieves a -4.65% return, which is significantly lower than YXI's 7.67% return. Both investments have delivered pretty close results over the past 10 years, with EUM having a -8.57% annualized return and YXI not far ahead at -8.46%.
EUM
- 1D
- -0.68%
- 1M
- 6.85%
- YTD
- -4.65%
- 6M
- -6.77%
- 1Y
- -23.48%
- 3Y*
- -10.11%
- 5Y*
- -2.28%
- 10Y*
- -8.57%
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%
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EUM vs. YXI - Expense Ratio Comparison
Both EUM and YXI have an expense ratio of 0.95%.
Return for Risk
EUM vs. YXI — Risk / Return Rank
EUM
YXI
EUM vs. YXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI Emerging Markets (EUM) 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.
| EUM | YXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.15 | -0.09 | -1.06 |
Sortino ratioReturn per unit of downside risk | -1.65 | 0.04 | -1.70 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.01 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.06 | -0.55 |
Martin ratioReturn relative to average drawdown | -0.91 | -0.08 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUM | YXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.15 | -0.09 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.09 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.42 | -0.31 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.33 | -0.31 | -0.02 |
Correlation
The correlation between EUM and YXI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EUM vs. YXI - Dividend Comparison
EUM's dividend yield for the trailing twelve months is around 3.74%, more than YXI's 2.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUM ProShares Short MSCI Emerging Markets | 3.74% | 3.98% | 4.22% | 3.86% | 0.82% | 0.00% | 0.15% | 1.35% | 0.88% |
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
EUM vs. YXI - Drawdown Comparison
The maximum EUM drawdown since its inception was -92.17%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for EUM and YXI.
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Drawdown Indicators
| EUM | YXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.17% | -81.15% | -11.02% |
Max Drawdown (1Y)Largest decline over 1 year | -38.57% | -29.83% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -43.51% | -57.65% | +14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -65.06% | -66.81% | +1.75% |
Current DrawdownCurrent decline from peak | -91.40% | -78.02% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -77.02% | -54.05% | -22.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.03% | 22.96% | +3.07% |
Volatility
EUM vs. YXI - Volatility Comparison
ProShares Short MSCI Emerging Markets (EUM) has a higher volatility of 9.82% compared to ProShares Short FTSE China 50 (YXI) at 7.48%. This indicates that EUM's price experiences larger fluctuations and is considered to be riskier than YXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUM | YXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 7.48% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.41% | 14.80% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 23.78% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 31.35% | -12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 27.46% | -7.12% |