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ISVBF vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and ProShares UltraShort FTSE China 50 (FXP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISVBF achieves a -14.08% return, which is significantly lower than FXP's 33.85% return.


ISVBF

1D
-1.68%
1M
-5.25%
YTD
-14.08%
6M
-14.23%
1Y
-5.03%
3Y*
8.21%
5Y*
-6.48%
10Y*

FXP

1D
2.52%
1M
17.58%
YTD
33.85%
6M
35.70%
1Y
21.62%
3Y*
-26.91%
5Y*
-13.32%
10Y*
-22.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. FXP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-14.08%30.64%18.96%-9.28%-23.01%-22.12%
FXP
ProShares UltraShort FTSE China 50
33.85%-45.32%-52.46%12.74%-11.73%28.89%

Correlation

The correlation between ISVBF and FXP is -0.66, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.66

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

-0.49

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

-0.34

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

-0.34

Over the past year, the inverse relationship between ISVBF and FXP has strengthened: their correlation has moved from -0.34 to -0.66, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ISVBF vs. FXP — Risk / Return Rank

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

ISVBF
ISVBF Risk / Return Rank: 77
Overall Rank
ISVBF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 88
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 88
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 77
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 77
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 1919
Overall Rank
FXP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 2020
Sortino Ratio Rank
FXP Omega Ratio Rank: 1919
Omega Ratio Rank
FXP Calmar Ratio Rank: 2121
Calmar Ratio Rank
FXP Martin Ratio Rank: 1717
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.

ISVBF vs. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and ProShares UltraShort FTSE China 50 (FXP). 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.


ISVBFFXPDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.00

1.12

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.23

0.88

-1.11

Martin ratioReturn relative to average drawdown

-0.54

1.54

-2.08

ISVBF vs. FXP - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is -0.16, which is lower than the FXP Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ISVBF and FXP, 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

ISVBF vs. FXP - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for ISVBF and FXP.


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Drawdown Indicators


ISVBFFXPDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-99.94%

+46.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-24.73%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-82.34%

+58.57%

Max Drawdown (5Y)

Largest decline over 5 years

-52.51%

-87.85%

+35.34%

Max Drawdown (10Y)

Largest decline over 10 years

-94.71%

Current Drawdown

Current decline from peak

-30.36%

-99.90%

+69.54%

Average Drawdown

Average peak-to-trough decline

-32.68%

-94.15%

+61.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.28%

14.07%

-4.79%

Volatility

ISVBF vs. FXP - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 8.48%, while ProShares UltraShort FTSE China 50 (FXP) has a volatility of 12.30%. This indicates that ISVBF experiences smaller price fluctuations and is considered to be less risky than FXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISVBFFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

12.30%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

29.50%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

30.96%

39.64%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.32%

63.21%

-32.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

54.77%

-24.62%

ISVBF vs. FXP - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than FXP's 0.95% expense ratio.


Dividends

ISVBF vs. FXP - Dividend Comparison

ISVBF has not paid dividends to shareholders, while FXP's dividend yield for the trailing twelve months is around 3.49%.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
3.49%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISVBF and FXP have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (12.30%) compared to ISVBF (8.48%). In terms of maximum drawdown, ISVBF dropped -53.78% vs FXP's -99.94%.

On 5-year performance, ISVBF leads with -6.48% vs -13.32% for FXP. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 8.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ISVBF has performed better with a -6.48% return vs -13.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 3.49%, compared with 0.00% for ISVBF.

ISVBF is categorized as China Equities, while FXP is Leveraged Equities. ISVBF tracks MSCI China A Inclusion Index, while FXP tracks FTSE China 50 Net Tax USD (TR) (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.40% for ISVBF and 0.95% for FXP.

FXP currently has the higher Sharpe Ratio (0.55 vs -0.16), 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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