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FXP vs. OPEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. OPEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and Leverage Shares 2X Long OPEN Daily ETF (OPEG). 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 higher than OPEG's -67.79% 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%

OPEG

1D
10.68%
1M
-34.04%
6M
-54.15%
YTD
-67.79%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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
$194.73K$280.11K$353.70K

FXP vs. OPEG - Yearly Performance Comparison


Correlation

The correlation between FXP and OPEG is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.21

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Return for Risk

FXP vs. OPEG — 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

OPEG

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

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. OPEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and Leverage Shares 2X Long OPEN Daily ETF (OPEG). 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.


FXPOPEGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

-0.05

Martin ratioReturn relative to average drawdown

-0.11

FXP vs. OPEG - Sharpe Ratio Comparison


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Drawdowns

FXP vs. OPEG - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than OPEG's maximum drawdown of -83.21%. Use the drawdown chart below to compare losses from any high point for FXP and OPEG.


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Drawdown Indicators


FXPOPEGDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-83.21%

-16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-25.65%

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

-93.56%

Current Drawdown

Current decline from peak

-99.92%

-78.59%

-21.33%

Average Drawdown

Average peak-to-trough decline

-94.18%

-56.78%

-37.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

Volatility

FXP vs. OPEG - Volatility Comparison


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Volatility by Period


FXPOPEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

Volatility (6M)

Calculated over the trailing 6-month period

29.41%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

147.45%

-106.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.72%

147.45%

-84.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.81%

147.45%

-92.64%

FXP vs. OPEG - Expense Ratio Comparison

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


Dividends

FXP vs. OPEG - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 3.39%, while OPEG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
3.39%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
OPEG
Leverage Shares 2X Long OPEN Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXP and OPEG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

FXP has the higher dividend yield at 3.39%, compared with 0.00% for OPEG.

FXP is categorized as China Equities, while OPEG is Leveraged Equities. They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for FXP and 0.75% for OPEG.

Portfolio Optimizer

Find the right allocation for FXP and OPEG

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