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MCHI vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHI vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China ETF (MCHI) 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, MCHI achieves a -14.90% return, which is significantly lower than FXP's 41.49% return. Over the past 10 years, MCHI has outperformed FXP with an annualized return of 4.19%, while FXP has yielded a comparatively lower -21.73% annualized return.


MCHI

1D
-1.26%
1M
-8.88%
YTD
-14.90%
6M
-15.66%
1Y
-6.82%
3Y*
7.30%
5Y*
-7.48%
10Y*
4.19%

FXP

1D
5.21%
1M
25.84%
YTD
41.49%
6M
43.45%
1Y
28.98%
3Y*
-25.26%
5Y*
-12.36%
10Y*
-21.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHI vs. FXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHI
iShares MSCI China ETF
-14.90%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%
FXP
ProShares UltraShort FTSE China 50
41.49%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%

Correlation

The correlation between MCHI and FXP is -0.96, 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

-0.96

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

-0.97

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

-0.98

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

-0.96

The correlation between MCHI and FXP has been stable across timeframes, ranging from -0.98 to -0.96 - a consistent structural relationship.

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Return for Risk

MCHI vs. FXP — Risk / Return Rank

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

MCHI
MCHI Risk / Return Rank: 66
Overall Rank
MCHI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 66
Sortino Ratio Rank
MCHI Omega Ratio Rank: 66
Omega Ratio Rank
MCHI Calmar Ratio Rank: 77
Calmar Ratio Rank
MCHI Martin Ratio Rank: 66
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 2323
Overall Rank
FXP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 2424
Sortino Ratio Rank
FXP Omega Ratio Rank: 2323
Omega Ratio Rank
FXP Calmar Ratio Rank: 2626
Calmar Ratio Rank
FXP Martin Ratio Rank: 2020
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.

MCHI vs. FXP - Risk-Adjusted Trends Comparison

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


MCHIFXPDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

0.96

1.15

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.30

1.18

-1.48

Martin ratioReturn relative to average drawdown

-0.72

2.07

-2.79

MCHI vs. FXP - Sharpe Ratio Comparison

The current MCHI Sharpe Ratio is -0.34, which is lower than the FXP Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MCHI 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

MCHI vs. FXP - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for MCHI and FXP.


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Drawdown Indicators


MCHIFXPDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-99.94%

+36.99%

Max Drawdown (1Y)

Largest decline over 1 year

-22.76%

-24.73%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-25.85%

-82.34%

+56.49%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

-87.85%

+30.87%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

-94.44%

+31.49%

Current Drawdown

Current decline from peak

-41.97%

-99.90%

+57.93%

Average Drawdown

Average peak-to-trough decline

-24.57%

-94.15%

+69.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

14.07%

-4.58%

Volatility

MCHI vs. FXP - Volatility Comparison

The current volatility for iShares MSCI China ETF (MCHI) is 6.05%, while ProShares UltraShort FTSE China 50 (FXP) has a volatility of 12.89%. This indicates that MCHI 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


MCHIFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

12.89%

-6.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

29.92%

-15.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

39.64%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.74%

63.24%

-32.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.34%

54.79%

-27.45%

MCHI vs. FXP - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is lower than FXP's 0.95% expense ratio.


Dividends

MCHI vs. FXP - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.16%, less than FXP's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
FXP
ProShares UltraShort FTSE China 50
2.54%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%0.00%0.00%0.00%
MCHI
iShares MSCI China ETF
2.16%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Frequently Asked Questions


MCHI and FXP have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (12.89%) compared to MCHI (6.05%). In terms of maximum drawdown, MCHI dropped -62.95% vs FXP's -99.94%.

On 10-year performance, MCHI leads with 4.19% vs -21.73% for FXP. On fees, MCHI is cheaper at 0.59% per year. On volatility, MCHI has been the lower-risk option at 6.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MCHI has performed better with a 4.19% return vs -21.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MCHI is cheaper with a 0.59% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 2.54%, compared with 2.16% for MCHI.

MCHI is categorized as China Equities, while FXP is Leveraged Equities. MCHI tracks MSCI China 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: 0.59% for MCHI and 0.95% for FXP.

FXP currently has the higher Sharpe Ratio (0.73 vs -0.34), 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 MCHI and FXP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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