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FXP vs. EMCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. EMCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). 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 EMCR's 18.98% 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%

EMCR

1D
-5.03%
1M
1.97%
YTD
18.98%
6M
20.08%
1Y
41.37%
3Y*
22.29%
5Y*
8.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXP vs. EMCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
30.56%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.62%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
18.98%33.25%9.69%10.55%-18.73%5.54%13.49%22.41%-2.49%

Correlation

The correlation between FXP and EMCR is -0.70, 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 (1Y)
Calculated over the trailing 1-year period

-0.70

Correlation (3Y)
Calculated over the trailing 3-year period

-0.76

Correlation (5Y)
Calculated over the trailing 5-year period

-0.81

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

-0.79

The correlation between FXP and EMCR shifts across timeframes, from -0.81 (5 years) to -0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXP vs. EMCR — 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

EMCR
EMCR Risk / Return Rank: 6262
Overall Rank
EMCR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 5555
Sortino Ratio Rank
EMCR Omega Ratio Rank: 6565
Omega Ratio Rank
EMCR Calmar Ratio Rank: 6464
Calmar Ratio Rank
EMCR Martin Ratio Rank: 6565
Martin Ratio Rank
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. EMCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). 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.


FXPEMCRDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.09

1.36

-0.28

Calmar ratioReturn relative to maximum drawdown

0.51

3.00

-2.50

Martin ratioReturn relative to average drawdown

0.89

11.00

-10.11

FXP vs. EMCR - Sharpe Ratio Comparison

The current FXP Sharpe Ratio is 0.32, which is lower than the EMCR Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FXP and EMCR, 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

FXP vs. EMCR - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than EMCR's maximum drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for FXP and EMCR.


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Drawdown Indicators


FXPEMCRDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-34.28%

-65.66%

Max Drawdown (1Y)

Largest decline over 1 year

-24.73%

-13.84%

-10.89%

Max Drawdown (3Y)

Largest decline over 3 years

-82.34%

-18.38%

-63.96%

Max Drawdown (5Y)

Largest decline over 5 years

-87.85%

-34.28%

-53.57%

Max Drawdown (10Y)

Largest decline over 10 years

-94.71%

Current Drawdown

Current decline from peak

-99.91%

-5.03%

-94.88%

Average Drawdown

Average peak-to-trough decline

-94.15%

-9.29%

-84.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.56%

3.77%

+10.79%

Volatility

FXP vs. EMCR - Volatility Comparison

ProShares UltraShort FTSE China 50 (FXP) has a higher volatility of 12.22% compared to Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) at 11.58%. This indicates that FXP's price experiences larger fluctuations and is considered to be riskier than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPEMCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.22%

11.58%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

29.48%

19.77%

+9.71%

Volatility (1Y)

Calculated over the trailing 1-year period

39.65%

21.97%

+17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.21%

19.82%

+43.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.78%

20.14%

+34.64%

FXP vs. EMCR - Expense Ratio Comparison

FXP has a 0.95% expense ratio, which is higher than EMCR's 0.15% expense ratio.


Dividends

FXP vs. EMCR - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 3.58%, more than EMCR's 1.47% yield.


PositionTTM20252024202320222021202020192018
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
1.47%2.43%6.62%1.95%3.05%1.83%1.75%3.15%0.19%
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 EMCR have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (12.22%) compared to EMCR (11.58%). In terms of maximum drawdown, FXP dropped -99.94% vs EMCR's -34.28%.

On 5-year performance, EMCR leads with 8.45% vs -14.41% for FXP. On fees, EMCR is cheaper at 0.15% per year. On volatility, EMCR has been the lower-risk option at 11.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMCR has performed better with a 8.45% return vs -14.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMCR is cheaper with a 0.15% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 3.58%, compared with 1.47% for EMCR.

FXP is categorized as Leveraged Equities, while EMCR is Emerging Markets Equities. FXP tracks FTSE China 50 Net Tax USD (TR) (-200%), while EMCR tracks Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. They also come from different issuers: ProShares and Deutsche Bank. Their fees differ too: 0.95% for FXP and 0.15% for EMCR.

EMCR currently has the higher Sharpe Ratio (1.89 vs 0.32), 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 FXP and EMCR

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