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ISVBF vs. YXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) 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, ISVBF achieves a -8.72% return, which is significantly lower than YXI's 7.60% return.


ISVBF

1D
-2.42%
1M
-4.76%
YTD
-8.72%
6M
-10.61%
1Y
2.82%
3Y*
9.05%
5Y*
-5.62%
10Y*

YXI

1D
-0.56%
1M
2.15%
YTD
7.60%
6M
9.50%
1Y
1.04%
3Y*
-11.86%
5Y*
-2.76%
10Y*
-8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. YXI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-8.72%30.64%18.96%-9.28%-23.01%-22.12%
YXI
ProShares Short FTSE China 50
7.60%-22.87%-25.36%12.40%4.78%15.85%

Correlation

The correlation between ISVBF and YXI is -0.64, 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

-0.64

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

-0.47

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

-0.32

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

-0.32

Over the past year, the inverse relationship between ISVBF and YXI has strengthened: their correlation has moved from -0.32 to -0.64, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ISVBF vs. YXI — Risk / Return Rank

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

ISVBF
ISVBF Risk / Return Rank: 1111
Overall Rank
ISVBF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1111
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1111
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1111
Martin Ratio Rank

YXI
YXI Risk / Return Rank: 1010
Overall Rank
YXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
YXI Omega Ratio Rank: 1010
Omega Ratio Rank
YXI Calmar Ratio Rank: 1010
Calmar Ratio Rank
YXI Martin Ratio Rank: 1010
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. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) 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.


ISVBFYXIDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.04

1.03

+0.02

Calmar ratioReturn relative to maximum drawdown

0.15

0.07

+0.07

Martin ratioReturn relative to average drawdown

0.34

0.13

+0.21

ISVBF vs. YXI - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.09, which is higher than the YXI Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of ISVBF 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


ISVBFYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.05

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.09

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-0.30

+0.14

Drawdowns

ISVBF vs. YXI - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum YXI drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for ISVBF and YXI.


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Drawdown Indicators


ISVBFYXIDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-81.15%

+27.37%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-14.21%

-4.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-53.12%

+29.35%

Max Drawdown (5Y)

Largest decline over 5 years

-53.22%

-57.65%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

Current Drawdown

Current decline from peak

-26.01%

-78.03%

+52.02%

Average Drawdown

Average peak-to-trough decline

-32.76%

-54.31%

+21.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.28%

7.79%

+0.49%

Volatility

ISVBF vs. YXI - Volatility Comparison

iShares MSCI China A UCITS ETF (ISVBF) has a higher volatility of 11.06% compared to ProShares Short FTSE China 50 (YXI) at 7.25%. This indicates that ISVBF'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


ISVBFYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.06%

7.25%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

26.63%

14.87%

+11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

30.67%

19.93%

+10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.21%

31.39%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

27.42%

+2.79%

ISVBF vs. YXI - Expense Ratio Comparison

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


Dividends

ISVBF vs. YXI - Dividend Comparison

ISVBF has not paid dividends to shareholders, while YXI's dividend yield for the trailing twelve months is around 2.85%.


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%
YXI
ProShares Short FTSE China 50
2.85%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


ISVBF and YXI have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISVBF has higher volatility (11.06%) compared to YXI (7.25%). In terms of maximum drawdown, ISVBF dropped -53.78% vs YXI's -81.15%.

On 5-year performance, YXI leads with -2.76% vs -5.62% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, YXI has been the lower-risk option at 7.25%. 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 -2.76% return vs -5.62%. 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 YXI.

YXI has the higher dividend yield at 2.85%, compared with 0.00% for ISVBF.

ISVBF is categorized as China Equities, while YXI is Inverse Equities. ISVBF tracks MSCI China A Inclusion Index, while YXI tracks FTSE China 50 Net Tax USD (TR) (-100%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.40% for ISVBF and 0.95% for YXI.

ISVBF currently has the higher Sharpe Ratio (0.09 vs 0.05), 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

Find the right allocation for ISVBF and YXI

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