SEF vs. YXI
Compare and contrast key facts about ProShares Short Financials (SEF) and ProShares Short FTSE China 50 (YXI).
SEF and YXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEF is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Financials Index (-100%). It was launched on Jun 12, 2008. YXI is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-100%). It was launched on Mar 16, 2010. Both SEF and YXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SEF vs. YXI - Performance Comparison
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SEF vs. YXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEF ProShares Short Financials | 11.24% | -9.82% | -17.81% | -8.81% | 11.85% | -27.02% | -16.93% | -23.51% | 10.34% | -17.12% |
YXI ProShares Short FTSE China 50 | 7.67% | -22.87% | -25.36% | 12.40% | 4.78% | 13.94% | -17.95% | -14.35% | 9.63% | -28.43% |
Returns By Period
In the year-to-date period, SEF achieves a 11.24% return, which is significantly higher than YXI's 7.67% return. Over the past 10 years, SEF has underperformed YXI with an annualized return of -11.67%, while YXI has yielded a comparatively higher -8.46% annualized return.
SEF
- 1D
- -0.03%
- 1M
- 3.68%
- YTD
- 11.24%
- 6M
- 9.35%
- 1Y
- 2.46%
- 3Y*
- -10.02%
- 5Y*
- -6.71%
- 10Y*
- -11.67%
YXI
- 1D
- 1.14%
- 1M
- 3.75%
- YTD
- 7.67%
- 6M
- 15.61%
- 1Y
- -2.11%
- 3Y*
- -9.66%
- 5Y*
- -2.70%
- 10Y*
- -8.46%
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SEF vs. YXI - Expense Ratio Comparison
Both SEF and YXI have an expense ratio of 0.95%.
Return for Risk
SEF vs. YXI — Risk / Return Rank
SEF
YXI
SEF vs. YXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short Financials (SEF) 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.
| SEF | YXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | -0.09 | +0.22 |
Sortino ratioReturn per unit of downside risk | 0.34 | 0.04 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.01 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.06 | +0.20 |
Martin ratioReturn relative to average drawdown | 0.19 | -0.08 | +0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEF | YXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | -0.09 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | -0.09 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.57 | -0.31 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | -0.31 | -0.18 |
Correlation
The correlation between SEF and YXI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SEF vs. YXI - Dividend Comparison
SEF's dividend yield for the trailing twelve months is around 3.28%, more than YXI's 2.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEF ProShares Short Financials | 3.28% | 4.33% | 5.72% | 4.43% | 0.39% | 0.00% | 0.12% | 1.25% | 0.41% |
YXI ProShares Short FTSE China 50 | 2.85% | 3.60% | 4.35% | 2.66% | 0.27% | 0.00% | 0.08% | 1.01% | 0.25% |
Drawdowns
SEF vs. YXI - Drawdown Comparison
The maximum SEF drawdown since its inception was -96.51%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for SEF and YXI.
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Drawdown Indicators
| SEF | YXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.51% | -81.15% | -15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -29.83% | +9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -41.62% | -57.65% | +16.03% |
Max Drawdown (10Y)Largest decline over 10 years | -75.66% | -66.81% | -8.85% |
Current DrawdownCurrent decline from peak | -96.01% | -78.02% | -17.99% |
Average DrawdownAverage peak-to-trough decline | -82.59% | -54.05% | -28.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.45% | 22.96% | -8.51% |
Volatility
SEF vs. YXI - Volatility Comparison
The current volatility for ProShares Short Financials (SEF) is 4.86%, while ProShares Short FTSE China 50 (YXI) has a volatility of 7.48%. This indicates that SEF 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
| SEF | YXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 7.48% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 14.80% | -3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 23.78% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 31.35% | -13.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 27.46% | -6.92% |