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FXP vs. CNQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. CNQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXP achieves a 30.56% return, which is significantly higher than CNQQ's 10.04% return.


FXP

1D
4.04%
1M
14.69%
YTD
30.56%
6M
32.48%
1Y
12.48%
3Y*
-27.51%
5Y*
-14.41%
10Y*
-22.28%

CNQQ

1D
-3.47%
1M
1.11%
YTD
10.04%
6M
9.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXP vs. CNQQ - Yearly Performance Comparison


Correlation

The correlation between FXP and CNQQ is -0.73, 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 (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.73

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Return for Risk

FXP vs. CNQQ — Risk / Return Rank

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

FXP
FXP Risk / Return Rank: 1414
Overall Rank
FXP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXP Omega Ratio Rank: 1414
Omega Ratio Rank
FXP Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXP Martin Ratio Rank: 1313
Martin Ratio Rank

CNQQ

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

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.

FXP vs. CNQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ). 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.


FXPCNQQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.51

Martin ratioReturn relative to average drawdown

0.89

FXP vs. CNQQ - Sharpe Ratio Comparison


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Drawdowns

FXP vs. CNQQ - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than CNQQ's maximum drawdown of -17.82%. Use the drawdown chart below to compare losses from any high point for FXP and CNQQ.


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Drawdown Indicators


FXPCNQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-17.82%

-82.12%

Max Drawdown (1Y)

Largest decline over 1 year

-24.73%

Max Drawdown (3Y)

Largest decline over 3 years

-82.34%

Max Drawdown (5Y)

Largest decline over 5 years

-87.85%

Max Drawdown (10Y)

Largest decline over 10 years

-94.71%

Current Drawdown

Current decline from peak

-99.91%

-3.47%

-96.44%

Average Drawdown

Average peak-to-trough decline

-94.15%

-8.81%

-85.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.56%

Volatility

FXP vs. CNQQ - Volatility Comparison


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Volatility by Period


FXPCNQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.22%

Volatility (6M)

Calculated over the trailing 6-month period

29.48%

Volatility (1Y)

Calculated over the trailing 1-year period

39.65%

25.33%

+14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.21%

25.33%

+37.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.78%

25.33%

+29.45%

FXP vs. CNQQ - Expense Ratio Comparison

FXP has a 0.95% expense ratio, which is higher than CNQQ's 0.75% expense ratio.


Dividends

FXP vs. CNQQ - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 3.58%, more than CNQQ's 0.23% yield.


PositionTTM20252024202320222021202020192018
CNQQ
Rayliant-ChinaAMC Transformative China Tech ETF
0.23%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXP
ProShares UltraShort FTSE China 50
3.58%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%

Frequently Asked Questions


FXP and CNQQ have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNQQ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNQQ is cheaper with a 0.75% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 3.58%, compared with 0.23% for CNQQ.

FXP is categorized as Leveraged Equities, while CNQQ is China Equities. FXP tracks FTSE China 50 Net Tax USD (TR) (-200%), while CNQQ tracks Solactive ChinaAMC Transformative China Tech. They also come from different issuers: ProShares and Rayliant. Their fees differ too: 0.95% for FXP and 0.75% for CNQQ.

Portfolio Optimizer

Find the right allocation for FXP and CNQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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