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HDGE vs. YXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDGE vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Ranger Equity Bear ETF (HDGE) 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, HDGE achieves a 5.43% return, which is significantly lower than YXI's 8.21% return. Over the past 10 years, HDGE has underperformed YXI with an annualized return of -14.77%, while YXI has yielded a comparatively higher -8.25% annualized return.


HDGE

1D
2.55%
1M
-2.09%
YTD
5.43%
6M
5.59%
1Y
-0.65%
3Y*
-5.06%
5Y*
-2.89%
10Y*
-14.77%

YXI

1D
1.95%
1M
2.80%
YTD
8.21%
6M
9.88%
1Y
0.05%
3Y*
-11.68%
5Y*
-2.65%
10Y*
-8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDGE vs. YXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDGE
AdvisorShares Ranger Equity Bear ETF
5.43%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%
YXI
ProShares Short FTSE China 50
8.21%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%

Correlation

The correlation between HDGE and YXI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.36

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

0.40

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.49

Over the past year, the correlation between HDGE and YXI has dropped to 0.29 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

HDGE vs. YXI — Risk / Return Rank

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

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

YXI
YXI Risk / Return Rank: 99
Overall Rank
YXI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 99
Sortino Ratio Rank
YXI Omega Ratio Rank: 99
Omega Ratio Rank
YXI Calmar Ratio Rank: 99
Calmar Ratio Rank
YXI Martin Ratio Rank: 99
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.

HDGE vs. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) 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.


HDGEYXIDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.01

1.02

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.05

0.00

-0.06

Martin ratioReturn relative to average drawdown

-0.11

0.01

-0.11

HDGE vs. YXI - Sharpe Ratio Comparison

The current HDGE Sharpe Ratio is -0.04, which is lower than the YXI Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of HDGE 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


HDGEYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.00

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.08

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

-0.30

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.30

-0.37

Drawdowns

HDGE vs. YXI - Drawdown Comparison

The maximum HDGE drawdown since its inception was -93.88%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for HDGE and YXI.


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Drawdown Indicators


HDGEYXIDifference

Max Drawdown

Largest peak-to-trough decline

-93.88%

-81.15%

-12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-14.21%

+1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-53.12%

+23.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-57.65%

+14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

-64.92%

-18.77%

Current Drawdown

Current decline from peak

-93.08%

-77.90%

-15.18%

Average Drawdown

Average peak-to-trough decline

-70.11%

-54.31%

-15.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

8.18%

-2.02%

Volatility

HDGE vs. YXI - Volatility Comparison

The current volatility for AdvisorShares Ranger Equity Bear ETF (HDGE) is 6.41%, while ProShares Short FTSE China 50 (YXI) has a volatility of 7.21%. This indicates that HDGE experiences smaller price fluctuations and is considered to be less risky 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


HDGEYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

7.21%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

14.86%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

19.97%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.18%

31.40%

-7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

27.42%

-3.86%

HDGE vs. YXI - Expense Ratio Comparison

HDGE has a 3.36% expense ratio, which is higher than YXI's 0.95% expense ratio.


Dividends

HDGE vs. YXI - Dividend Comparison

HDGE's dividend yield for the trailing twelve months is around 3.32%, more than YXI's 2.84% yield.


PositionTTM20252024202320222021202020192018
HDGE
AdvisorShares Ranger Equity Bear ETF
3.32%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%
YXI
ProShares Short FTSE China 50
2.84%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


HDGE and YXI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YXI has higher volatility (7.21%) compared to HDGE (6.41%). In terms of maximum drawdown, HDGE dropped -93.88% vs YXI's -81.15%.

On 10-year performance, YXI leads with -8.25% vs -14.77% for HDGE. On fees, YXI is cheaper at 0.95% per year. On volatility, HDGE has been the lower-risk option at 6.41%. 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 -8.25% return vs -14.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YXI is cheaper with a 0.95% expense ratio, compared with 3.36% for HDGE.

HDGE has the higher dividend yield at 3.32%, compared with 2.84% for YXI.

They also come from different issuers: AdvisorShares and ProShares. Their fees differ too: 3.36% for HDGE and 0.95% for YXI.

YXI currently has the higher Sharpe Ratio (0.00 vs -0.04), 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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