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FXP vs. YXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXP vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE China 50 (FXP) and ProShares Short FTSE China 50 (YXI). 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 8.59% return, which is significantly higher than YXI's 6.15% return. Over the past 10 years, FXP has underperformed YXI with an annualized return of -23.39%, while YXI has yielded a comparatively higher -8.43% annualized return.


FXP

1D
-5.83%
1M
2.41%
YTD
8.59%
6M
13.43%
1Y
-12.53%
3Y*
-31.27%
5Y*
-17.61%
10Y*
-23.39%

YXI

1D
-2.58%
1M
1.58%
YTD
6.15%
6M
8.60%
1Y
-3.19%
3Y*
-12.24%
5Y*
-3.21%
10Y*
-8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXP vs. YXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXP
ProShares UltraShort FTSE China 50
8.59%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%
YXI
ProShares Short FTSE China 50
6.15%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%

Correlation

The correlation between FXP and YXI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.97

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2010

0.95

The correlation between FXP and YXI has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

FXP vs. YXI — Risk / Return Rank

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

FXP
FXP Risk / Return Rank: 55
Overall Rank
FXP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 66
Sortino Ratio Rank
FXP Omega Ratio Rank: 66
Omega Ratio Rank
FXP Calmar Ratio Rank: 44
Calmar Ratio Rank
FXP Martin Ratio Rank: 55
Martin Ratio Rank

YXI
YXI Risk / Return Rank: 77
Overall Rank
YXI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 77
Sortino Ratio Rank
YXI Omega Ratio Rank: 77
Omega Ratio Rank
YXI Calmar Ratio Rank: 66
Calmar Ratio Rank
YXI Martin Ratio Rank: 77
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. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE China 50 (FXP) and ProShares Short FTSE China 50 (YXI). 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.


FXPYXIDifference

Sharpe ratio

Return per unit of total volatility

-0.32

-0.16

-0.16

Sortino ratio

Return per unit of downside risk

-0.21

-0.09

-0.12

Omega ratio

Gain probability vs. loss probability

0.98

0.99

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.48

-0.24

-0.24

Martin ratio

Return relative to average drawdown

-0.75

-0.42

-0.33

FXP vs. YXI - Sharpe Ratio Comparison

The current FXP Sharpe Ratio is -0.32, which is lower than the YXI Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FXP and YXI, 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


FXPYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

-0.16

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.10

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.43

-0.31

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

-0.31

-0.14

Drawdowns

FXP vs. YXI - Drawdown Comparison

The maximum FXP drawdown since its inception was -99.94%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for FXP and YXI.


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Drawdown Indicators


FXPYXIDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-81.15%

-18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-28.62%

-14.66%

-13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-82.34%

-53.12%

-29.22%

Max Drawdown (5Y)

Largest decline over 5 years

-87.85%

-57.65%

-30.20%

Max Drawdown (10Y)

Largest decline over 10 years

-94.71%

-64.92%

-29.79%

Current Drawdown

Current decline from peak

-99.92%

-78.33%

-21.59%

Average Drawdown

Average peak-to-trough decline

-94.15%

-54.30%

-39.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.27%

9.17%

+10.10%

Volatility

FXP vs. YXI - Volatility Comparison

ProShares UltraShort FTSE China 50 (FXP) has a higher volatility of 14.45% compared to ProShares Short FTSE China 50 (YXI) at 7.00%. This indicates that FXP's price experiences larger fluctuations and is considered to be riskier than YXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.45%

7.00%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

28.53%

14.75%

+13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

39.08%

19.89%

+19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.11%

31.40%

+31.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.90%

27.42%

+27.48%

FXP vs. YXI - Expense Ratio Comparison

Both FXP and YXI have an expense ratio of 0.95%.


Dividends

FXP vs. YXI - Dividend Comparison

FXP's dividend yield for the trailing twelve months is around 4.31%, more than YXI's 2.89% yield.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
4.31%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
YXI
ProShares Short FTSE China 50
2.89%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


With a correlation of 0.93, FXP and YXI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FXP has higher volatility (14.45%) compared to YXI (7.00%). In terms of maximum drawdown, FXP dropped -99.94% vs YXI's -81.15%.

On 10-year performance, YXI leads with -8.43% vs -23.39% for FXP. Both ETFs have the same 0.95% expense ratio. On volatility, YXI has been the lower-risk option at 7.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YXI has performed better with a -8.43% return vs -23.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXP and YXI have the same expense ratio: 0.95% per year.

FXP has the higher dividend yield at 4.31%, compared with 2.89% for YXI.

FXP is categorized as Leveraged Equities, while YXI is Inverse Equities. FXP tracks FTSE China 50 Net Tax USD (TR) (-200%), while YXI tracks FTSE China 50 Net Tax USD (TR) (-100%).

YXI currently has the higher Sharpe Ratio (-0.16 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

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