GDXD vs. YXI
GDXD (MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040) and YXI (ProShares Short FTSE China 50) are both exchange-traded funds - GDXD is a Inverse Equities fund tracking the S-Network MicroSectors Gold Miners Index, while YXI is a China Equities fund tracking the FTSE China 50 Net Tax USD (TR) (-100%). Both are passively managed. Over the past 5 years, GDXD returned -73.29%/yr vs -5.56%/yr for YXI. Their 0.30 correlation means their historical movements had little consistent relationship. Both charge a 0.95% expense ratio.
Performance
GDXD vs. YXI - Performance Comparison
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Returns By Period
In the year-to-date period, GDXD achieves a -42.32% return, which is significantly lower than YXI's 4.98% return.
GDXD
- 1D
- 10.48%
- 1M
- 10.38%
- 6M
- -10.42%
- YTD
- -42.32%
- 1Y
- -91.93%
- 3Y*
- -83.55%
- 5Y*
- -73.29%
- 10Y*
- —
- ALL TIME*
- -70.78%
YXI
- 1D
- 0.15%
- 1M
- -12.91%
- 6M
- 8.66%
- YTD
- 4.98%
- 1Y
- 0.78%
- 3Y*
- -9.91%
- 5Y*
- -5.56%
- 10Y*
- -7.95%
- ALL TIME*
- -8.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.58M | $21.95M | $29.87M | |
| $27.49K | $29.99K | $33.82K |
GDXD vs. YXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 | -42.32% | -97.53% | -57.78% | -52.35% | -52.56% | -19.71% | -13.10% |
YXI ProShares Short FTSE China 50 | 4.98% | -22.87% | -25.36% | 12.40% | 4.78% | 13.94% | -0.03% |
Correlation
The correlation between GDXD and YXI is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2020 | 0.30 |
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Return for Risk
GDXD vs. YXI — Risk / Return Rank
GDXD
YXI
GDXD vs. YXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 (GDXD) 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.
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.
| GDXD | YXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.04 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 0.21 | -1.17 |
| Martin ratioReturn relative to average drawdown | -1.11 | 0.46 | -1.57 |
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Drawdowns
GDXD vs. YXI - Drawdown Comparison
The maximum GDXD drawdown since its inception was -99.96%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for GDXD and YXI.
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Drawdown Indicators
| GDXD | YXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -81.15% | -18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -95.95% | -13.55% | -82.40% |
Max Drawdown (3Y)Largest decline over 3 years | -99.86% | -53.12% | -46.74% |
Max Drawdown (5Y)Largest decline over 5 years | -99.96% | -57.65% | -42.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.63% | — |
Current DrawdownCurrent decline from peak | -99.92% | -78.56% | -21.36% |
Average DrawdownAverage peak-to-trough decline | -72.59% | -54.51% | -18.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 83.56% | 6.08% | +77.48% |
Volatility
GDXD vs. YXI - Volatility Comparison
MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 (GDXD) has a higher volatility of 40.76% compared to ProShares Short FTSE China 50 (YXI) at 7.06%. This indicates that GDXD'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
| GDXD | YXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.76% | 7.06% | +33.70% |
Volatility (6M)Calculated over the trailing 6-month period | 118.25% | 16.10% | +102.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 146.68% | 21.18% | +125.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 112.62% | 31.28% | +81.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.97% | 27.47% | +83.50% |
GDXD vs. YXI - Expense Ratio Comparison
Both GDXD and YXI have an expense ratio of 0.95%.
Dividends
GDXD vs. YXI - Dividend Comparison
GDXD has not paid dividends to shareholders, while YXI's dividend yield for the trailing twelve months is around 2.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GDXD MicroSectors Gold Miners -3X Inverse Leveraged ETNs due June 29, 2040 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YXI ProShares Short FTSE China 50 | 2.71% | 3.60% | 4.35% | 2.66% | 0.27% | 0.00% | 0.08% | 1.01% | 0.25% |
Frequently Asked Questions
GDXD and YXI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDXD has higher volatility (40.76%) compared to YXI (7.06%). In terms of maximum drawdown, GDXD dropped -99.96% vs YXI's -81.15%.
On 5-year performance, YXI leads with -5.56% vs -73.29% for GDXD. Both ETFs have the same 0.95% expense ratio. On volatility, YXI has been the lower-risk option at 7.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, YXI has performed better with a -5.56% return vs -73.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDXD and YXI have the same expense ratio: 0.95% per year.
YXI has the higher dividend yield at 2.71%, compared with 0.00% for GDXD.
GDXD is categorized as Inverse Equities, while YXI is China Equities. GDXD tracks S-Network MicroSectors Gold Miners Index, while YXI tracks FTSE China 50 Net Tax USD (TR) (-100%). They also come from different issuers: BMO and ProShares.
YXI currently has the higher Sharpe Ratio (0.13 vs -0.63), 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.
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