Correlation
The correlation between FXP and FXI is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
FXP vs. FXI
Compare and contrast key facts about ProShares UltraShort FTSE China 50 (FXP) and iShares China Large-Cap ETF (FXI).
FXP and FXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXP is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-200%). It was launched on Nov 8, 2007. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. Both FXP and FXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXP or FXI.
Performance
FXP vs. FXI - Performance Comparison
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Key characteristics
FXP:
-0.78
FXI:
0.90
FXP:
-0.98
FXI:
1.40
FXP:
0.87
FXI:
1.18
FXP:
-0.54
FXI:
0.57
FXP:
-1.22
FXI:
2.84
FXP:
44.01%
FXI:
10.31%
FXP:
70.94%
FXI:
34.93%
FXP:
-99.92%
FXI:
-72.68%
FXP:
-99.91%
FXI:
-29.78%
Returns By Period
In the year-to-date period, FXP achieves a -30.58% return, which is significantly lower than FXI's 14.98% return. Over the past 10 years, FXP has underperformed FXI with an annualized return of -18.99%, while FXI has yielded a comparatively higher -0.99% annualized return.
FXP
-30.58%
-6.78%
-35.11%
-55.19%
-29.28%
-24.73%
-18.99%
FXI
14.98%
3.58%
17.20%
33.82%
5.77%
0.05%
-0.99%
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FXP vs. FXI - Expense Ratio Comparison
FXP has a 0.95% expense ratio, which is higher than FXI's 0.74% expense ratio.
Risk-Adjusted Performance
FXP vs. FXI — Risk-Adjusted Performance Rank
FXP
FXI
FXP vs. FXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and iShares China Large-Cap ETF (FXI). 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.
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Dividends
FXP vs. FXI - Dividend Comparison
FXP's dividend yield for the trailing twelve months is around 8.45%, more than FXI's 1.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXP ProShares UltraShort FTSE China 50 | 8.45% | 3.55% | 2.20% | 0.06% | 0.00% | 0.06% | 1.20% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
FXI iShares China Large-Cap ETF | 1.53% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% |
Drawdowns
FXP vs. FXI - Drawdown Comparison
The maximum FXP drawdown since its inception was -99.92%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for FXP and FXI.
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Volatility
FXP vs. FXI - Volatility Comparison
ProShares UltraShort FTSE China 50 (FXP) has a higher volatility of 13.10% compared to iShares China Large-Cap ETF (FXI) at 6.88%. This indicates that FXP's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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