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ISVBF vs. XPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. XPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and ProShares Ultra FTSE China 50 (XPP). 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 -10.90% return, which is significantly higher than XPP's -26.29% return.


ISVBF

1D
0.43%
1M
-1.75%
YTD
-10.90%
6M
-12.10%
1Y
1.02%
3Y*
9.53%
5Y*
-5.79%
10Y*

XPP

1D
1.51%
1M
-10.55%
YTD
-26.29%
6M
-27.58%
1Y
-16.85%
3Y*
4.78%
5Y*
-21.25%
10Y*
-5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. XPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-10.90%30.64%18.96%-9.28%-23.01%-22.12%
XPP
ProShares Ultra FTSE China 50
-26.29%45.84%38.18%-34.77%-50.06%-36.85%

Correlation

The correlation between ISVBF and XPP is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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, ISVBF and XPP have become more correlated (0.66) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

ISVBF vs. XPP — Risk / Return Rank

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

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

XPP
XPP Risk / Return Rank: 55
Overall Rank
XPP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 55
Sortino Ratio Rank
XPP Omega Ratio Rank: 55
Omega Ratio Rank
XPP Calmar Ratio Rank: 55
Calmar Ratio Rank
XPP Martin Ratio Rank: 44
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. XPP - Risk-Adjusted Trends Comparison

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


ISVBFXPPDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.03

0.96

+0.08

Calmar ratioReturn relative to maximum drawdown

0.05

-0.43

+0.49

Martin ratioReturn relative to average drawdown

0.11

-0.96

+1.07

ISVBF vs. XPP - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.03, which is higher than the XPP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ISVBF and XPP, 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. XPP - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum XPP drawdown of -89.90%. Use the drawdown chart below to compare losses from any high point for ISVBF and XPP.


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Drawdown Indicators


ISVBFXPPDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-89.90%

+36.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-38.89%

+19.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-52.95%

+29.18%

Max Drawdown (5Y)

Largest decline over 5 years

-52.51%

-85.24%

+32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

Current Drawdown

Current decline from peak

-27.78%

-80.49%

+52.71%

Average Drawdown

Average peak-to-trough decline

-32.68%

-47.90%

+15.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

17.61%

-8.53%

Volatility

ISVBF vs. XPP - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 9.03%, while ProShares Ultra FTSE China 50 (XPP) has a volatility of 12.30%. This indicates that ISVBF experiences smaller price fluctuations and is considered to be less risky than XPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISVBFXPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

12.30%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

26.98%

29.41%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.91%

39.41%

-8.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

62.83%

-32.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

54.90%

-24.75%

ISVBF vs. XPP - Expense Ratio Comparison

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


Dividends

ISVBF vs. XPP - Dividend Comparison

ISVBF has not paid dividends to shareholders, while XPP's dividend yield for the trailing twelve months is around 2.94%.


PositionTTM20252024202320222021202020192018
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%
XPP
ProShares Ultra FTSE China 50
2.94%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%

Frequently Asked Questions


ISVBF and XPP 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.

XPP has higher volatility (12.30%) compared to ISVBF (9.03%). In terms of maximum drawdown, ISVBF dropped -53.78% vs XPP's -89.90%.

On 5-year performance, ISVBF leads with -5.79% vs -21.25% for XPP. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 9.03%. 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 -5.79% return vs -21.25%. 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 XPP.

XPP has the higher dividend yield at 2.94%, compared with 0.00% for ISVBF.

ISVBF is categorized as China Equities, while XPP is Leveraged Equities. ISVBF tracks MSCI China A Inclusion Index, while XPP tracks FTSE/Xinhua China 25 Index (200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.40% for ISVBF and 0.95% for XPP.

ISVBF currently has the higher Sharpe Ratio (0.03 vs -0.43), 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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