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FXP vs. MCHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. MCHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and Matthews China Discovery Active ETF (MCHS). 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 13.64% return, which is significantly lower than MCHS's 44.10% return.


FXP

1D
4.65%
1M
5.53%
YTD
13.64%
6M
16.82%
1Y
-6.43%
3Y*
-30.22%
5Y*
-16.52%
10Y*
-23.04%

MCHS

1D
0.03%
1M
8.54%
YTD
44.10%
6M
45.75%
1Y
74.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXP vs. MCHS - Yearly Performance Comparison


2026 (YTD)20252024
FXP
ProShares UltraShort FTSE China 50
13.64%-45.32%-56.94%
MCHS
Matthews China Discovery Active ETF
44.10%31.19%6.53%

Correlation

The correlation between FXP and MCHS is -0.50, 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

-0.50

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

-0.67

The correlation between FXP and MCHS shifts across timeframes, from -0.67 (all time) to -0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXP vs. MCHS — Risk / Return Rank

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

FXP
FXP Risk / Return Rank: 77
Overall Rank
FXP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 88
Sortino Ratio Rank
FXP Omega Ratio Rank: 88
Omega Ratio Rank
FXP Calmar Ratio Rank: 77
Calmar Ratio Rank
FXP Martin Ratio Rank: 77
Martin Ratio Rank

MCHS
MCHS Risk / Return Rank: 9090
Overall Rank
MCHS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MCHS Sortino Ratio Rank: 8989
Sortino Ratio Rank
MCHS Omega Ratio Rank: 8888
Omega Ratio Rank
MCHS Calmar Ratio Rank: 9292
Calmar Ratio Rank
MCHS Martin Ratio Rank: 8787
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. MCHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and Matthews China Discovery Active ETF (MCHS). 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.


FXPMCHSDifference
Sharpe ratioReturn per unit of total volatility

-3.46

Sortino ratioReturn per unit of downside risk

-4.08

Omega ratioGain probability vs. loss probability

1.00

1.55

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.24

6.17

-6.41

Martin ratioReturn relative to average drawdown

-0.40

18.64

-19.04

FXP vs. MCHS - Sharpe Ratio Comparison

The current FXP Sharpe Ratio is -0.16, which is lower than the MCHS Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of FXP and MCHS, 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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Sharpe Ratios by Period


FXPMCHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

3.30

-3.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

1.21

-1.65

Drawdowns

FXP vs. MCHS - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than MCHS's maximum drawdown of -23.75%. Use the drawdown chart below to compare losses from any high point for FXP and MCHS.


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Drawdown Indicators


FXPMCHSDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-23.75%

-76.19%

Max Drawdown (1Y)

Largest decline over 1 year

-27.21%

-12.15%

-15.06%

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

-99.92%

-3.27%

-96.65%

Average Drawdown

Average peak-to-trough decline

-94.15%

-7.61%

-86.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.66%

4.02%

+13.64%

Volatility

FXP vs. MCHS - Volatility Comparison

ProShares UltraShort FTSE China 50 (FXP) has a higher volatility of 15.06% compared to Matthews China Discovery Active ETF (MCHS) at 10.80%. This indicates that FXP's price experiences larger fluctuations and is considered to be riskier than MCHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPMCHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.06%

10.80%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

28.87%

18.20%

+10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

39.29%

22.74%

+16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.12%

28.24%

+34.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.91%

28.24%

+26.67%

FXP vs. MCHS - Expense Ratio Comparison

FXP has a 0.95% expense ratio, which is higher than MCHS's 0.89% expense ratio.


Dividends

FXP vs. MCHS - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 4.12%, more than MCHS's 2.47% yield.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
4.12%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
MCHS
Matthews China Discovery Active ETF
2.47%3.56%5.48%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXP and MCHS have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (15.06%) compared to MCHS (10.80%). In terms of maximum drawdown, FXP dropped -99.94% vs MCHS's -23.75%.

On 1-year performance, MCHS leads with 74.61% vs -6.43% for FXP. On fees, MCHS is cheaper at 0.89% per year. On volatility, MCHS has been the lower-risk option at 10.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MCHS has performed better with a 74.61% return vs -6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MCHS is cheaper with a 0.89% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 4.12%, compared with 2.47% for MCHS.

FXP is categorized as Leveraged Equities, while MCHS is China Equities. They also come from different issuers: ProShares and Matthews. Their fees differ too: 0.95% for FXP and 0.89% for MCHS.

MCHS currently has the higher Sharpe Ratio (3.30 vs -0.16), 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

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