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FXP vs. NOBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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 6.18% return, which is significantly lower than NOBL's 12.94% return. Over the past 10 years, FXP has underperformed NOBL with an annualized return of -22.22%, while NOBL has yielded a comparatively higher 9.99% annualized return.


FXP

1D
0.44%
1M
-23.97%
6M
9.78%
YTD
6.18%
1Y
-1.26%
3Y*
-27.96%
5Y*
-21.08%
10Y*
-22.22%
ALL TIME*
-28.45%

NOBL

1D
1.29%
1M
0.78%
6M
5.71%
YTD
12.94%
1Y
16.34%
3Y*
9.22%
5Y*
6.92%
10Y*
9.99%
ALL TIME*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$103.24K$95.91K$96.09K
$71.96M$68.15M$62.59M

FXP vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXP
ProShares UltraShort FTSE China 50
6.18%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
12.94%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Correlation

The correlation between FXP and NOBL is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.14

Correlation (3Y)
Balances recent behavior with more history.

-0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.38

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2013

-0.42

Over the past year, the inverse relationship between FXP and NOBL has weakened: their correlation has moved from -0.42 to -0.14, meaning they move in opposite directions less often than they have historically.

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Return for Risk

FXP vs. NOBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXP
FXP Risk / Return Rank: 1010
Overall Rank
FXP Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXP Omega Ratio Rank: 1111
Omega Ratio Rank
FXP Calmar Ratio Rank: 99
Calmar Ratio Rank
FXP Martin Ratio Rank: 99
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 4646
Overall Rank
NOBL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 5353
Sortino Ratio Rank
NOBL Omega Ratio Rank: 4444
Omega Ratio Rank
NOBL Calmar Ratio Rank: 4545
Calmar Ratio Rank
NOBL Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXP vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


FXPNOBLDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.03

1.24

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.05

1.80

-1.85

Martin ratioReturn relative to average drawdown

-0.11

4.56

-4.67

FXP vs. NOBL - Sharpe Ratio Comparison

The current FXP Sharpe Ratio is -0.03, which is lower than the NOBL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FXP and NOBL, 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. NOBL - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for FXP and NOBL.


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Drawdown Indicators


FXPNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-35.43%

-64.51%

Max Drawdown (1Y)

Largest decline over 1 year

-25.65%

-9.11%

-16.54%

Max Drawdown (3Y)

Largest decline over 3 years

-82.34%

-15.36%

-66.98%

Max Drawdown (5Y)

Largest decline over 5 years

-87.85%

-17.92%

-69.93%

Max Drawdown (10Y)

Largest decline over 10 years

-93.56%

-35.43%

-58.13%

Current Drawdown

Current decline from peak

-99.92%

-0.46%

-99.46%

Average Drawdown

Average peak-to-trough decline

-94.18%

-3.46%

-90.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

3.59%

+8.03%

Volatility

FXP vs. NOBL - Volatility Comparison

ProShares UltraShort FTSE China 50 (FXP) has a higher volatility of 10.97% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 4.83%. This indicates that FXP's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

4.83%

+6.14%

Volatility (6M)

Calculated over the trailing 6-month period

29.41%

9.18%

+20.23%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

11.96%

+28.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.72%

14.48%

+48.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.81%

16.64%

+38.17%

FXP vs. NOBL - Expense Ratio Comparison

FXP has a 0.95% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Dividends

FXP vs. NOBL - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 3.39%, more than NOBL's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FXP
ProShares UltraShort FTSE China 50
3.39%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%0.00%0.00%0.00%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.00%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Frequently Asked Questions


FXP and NOBL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (10.97%) compared to NOBL (4.83%). In terms of maximum drawdown, FXP dropped -99.94% vs NOBL's -35.43%.

On 10-year performance, NOBL leads with 9.99% vs -22.22% for FXP. On fees, NOBL is cheaper at 0.35% per year. On volatility, NOBL has been the lower-risk option at 4.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NOBL has performed better with a 9.99% return vs -22.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NOBL is cheaper with a 0.35% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 3.39%, compared with 2.00% for NOBL.

FXP is categorized as China Equities, while NOBL is Dividend. FXP tracks FTSE China 50 Net Tax USD (TR) (-200%), while NOBL tracks S&P 500 Dividend Aristocrats Index. Their fees differ too: 0.95% for FXP and 0.35% for NOBL.

NOBL currently has the higher Sharpe Ratio (1.38 vs -0.03), 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 NOBL

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