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SEF vs. YXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEF vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Financials (SEF) 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, SEF achieves a 8.89% return, which is significantly higher than YXI's 8.21% return. Over the past 10 years, SEF has underperformed YXI with an annualized return of -11.50%, while YXI has yielded a comparatively higher -8.25% annualized return.


SEF

1D
1.10%
1M
1.81%
YTD
8.89%
6M
6.43%
1Y
3.73%
3Y*
-10.34%
5Y*
-5.21%
10Y*
-11.50%

YXI

1D
1.95%
1M
2.80%
YTD
8.21%
6M
9.88%
1Y
0.05%
3Y*
-11.68%
5Y*
-2.65%
10Y*
-8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEF vs. YXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEF
ProShares Short Financials
8.89%-9.82%-17.81%-8.81%11.85%-27.02%-16.93%-23.51%10.34%-17.12%
YXI
ProShares Short FTSE China 50
8.21%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%

Correlation

The correlation between SEF and YXI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.28

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

0.33

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2010

0.46

The correlation between SEF and YXI shifts across timeframes, from 0.27 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SEF vs. YXI — Risk / Return Rank

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

SEF
SEF Risk / Return Rank: 1212
Overall Rank
SEF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 1212
Sortino Ratio Rank
SEF Omega Ratio Rank: 1212
Omega Ratio Rank
SEF Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEF Martin Ratio Rank: 1212
Martin Ratio Rank

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

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.


SEFYXIDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratioReturn relative to maximum drawdown

0.39

0.00

+0.38

Martin ratioReturn relative to average drawdown

0.73

0.01

+0.72

SEF vs. YXI - Sharpe Ratio Comparison

The current SEF Sharpe Ratio is 0.26, which is higher than the YXI Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of SEF 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


SEFYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.00

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.08

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

-0.30

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.30

-0.18

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


SEFYXIDifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-81.15%

-15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-14.21%

+4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-39.40%

-53.12%

+13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-57.65%

+16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-64.92%

-10.74%

Current Drawdown

Current decline from peak

-96.09%

-77.90%

-18.19%

Average Drawdown

Average peak-to-trough decline

-82.72%

-54.31%

-28.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

8.18%

-3.04%

Volatility

SEF vs. YXI - Volatility Comparison

The current volatility for ProShares Short Financials (SEF) is 3.01%, while ProShares Short FTSE China 50 (YXI) has a volatility of 7.21%. 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


SEFYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

7.21%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

14.86%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

19.97%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

31.40%

-13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

27.42%

-6.90%

SEF vs. YXI - Expense Ratio Comparison

Both SEF and YXI have an expense ratio of 0.95%.


Dividends

SEF vs. YXI - Dividend Comparison

SEF's dividend yield for the trailing twelve months is around 3.35%, more than YXI's 2.84% yield.


PositionTTM20252024202320222021202020192018
SEF
ProShares Short Financials
3.35%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%
YXI
ProShares Short FTSE China 50
2.84%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


SEF and YXI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YXI has higher volatility (7.21%) compared to SEF (3.01%). In terms of maximum drawdown, SEF dropped -96.51% vs YXI's -81.15%.

On 10-year performance, YXI leads with -8.25% vs -11.50% for SEF. Both ETFs have the same 0.95% expense ratio. On volatility, SEF has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YXI has performed better with a -8.25% return vs -11.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEF and YXI have the same expense ratio: 0.95% per year.

SEF has the higher dividend yield at 3.35%, compared with 2.84% for YXI.

SEF tracks Dow Jones U.S. Financials Index (-100%), while YXI tracks FTSE China 50 Net Tax USD (TR) (-100%).

SEF currently has the higher Sharpe Ratio (0.26 vs 0.00), 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.

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