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XPP vs. DRGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPP vs. DRGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) and Themes China Generative Artificial Intelligence ETF (DRGN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XPP achieves a -13.25% return, which is significantly lower than DRGN's 8.73% return.


XPP

1D
-0.03%
1M
29.99%
6M
-18.24%
YTD
-13.25%
1Y
-7.90%
3Y*
4.02%
5Y*
-14.42%
10Y*
-5.62%
ALL TIME*
-4.67%

DRGN

1D
3.34%
1M
-0.11%
6M
-2.24%
YTD
8.73%
1Y
34.63%
3Y*
5Y*
10Y*
ALL TIME*
36.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$390.32K$398.54K$552.05K
$97.64K$74.04K$132.37K

XPP vs. DRGN - Yearly Performance Comparison


Correlation

The correlation between XPP and DRGN is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.51

The correlation between XPP and DRGN has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

XPP vs. DRGN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XPP
XPP Risk / Return Rank: 88
Overall Rank
XPP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 88
Sortino Ratio Rank
XPP Omega Ratio Rank: 88
Omega Ratio Rank
XPP Calmar Ratio Rank: 88
Calmar Ratio Rank
XPP Martin Ratio Rank: 77
Martin Ratio Rank

DRGN
DRGN Risk / Return Rank: 3737
Overall Rank
DRGN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DRGN Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGN Omega Ratio Rank: 3535
Omega Ratio Rank
DRGN Calmar Ratio Rank: 4343
Calmar Ratio Rank
DRGN Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XPP vs. DRGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) and Themes China Generative Artificial Intelligence ETF (DRGN). 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.


XPPDRGNDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

0.99

1.17

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.24

1.55

-1.79

Martin ratioReturn relative to average drawdown

-0.50

3.10

-3.60

XPP vs. DRGN - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.27, which is lower than the DRGN Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XPP and DRGN, 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

XPP vs. DRGN - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, which is greater than DRGN's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for XPP and DRGN.


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Drawdown Indicators


XPPDRGNDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-20.86%

-69.04%

Max Drawdown (1Y)

Largest decline over 1 year

-44.78%

-20.86%

-23.92%

Max Drawdown (3Y)

Largest decline over 3 years

-48.56%

Max Drawdown (5Y)

Largest decline over 5 years

-81.38%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

Current Drawdown

Current decline from peak

-77.04%

-13.29%

-63.75%

Average Drawdown

Average peak-to-trough decline

-48.11%

-8.39%

-39.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.55%

10.42%

+11.13%

Volatility

XPP vs. DRGN - Volatility Comparison

The current volatility for ProShares Ultra FTSE China 50 (XPP) is 10.66%, while Themes China Generative Artificial Intelligence ETF (DRGN) has a volatility of 12.89%. This indicates that XPP experiences smaller price fluctuations and is considered to be less risky than DRGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPDRGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

12.89%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

29.57%

25.82%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

40.39%

36.63%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.33%

36.03%

+26.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.80%

36.03%

+18.77%

XPP vs. DRGN - Expense Ratio Comparison

XPP has a 0.95% expense ratio, which is higher than DRGN's 0.39% expense ratio.


Dividends

XPP vs. DRGN - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.41%, more than DRGN's 1.12% yield.


PositionTTM20252024202320222021202020192018
DRGN
Themes China Generative Artificial Intelligence ETF
1.12%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XPP
ProShares Ultra FTSE China 50
2.41%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%

Frequently Asked Questions


XPP and DRGN have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRGN has higher volatility (12.89%) compared to XPP (10.66%). In terms of maximum drawdown, XPP dropped -89.90% vs DRGN's -20.86%.

On 1-year performance, DRGN leads with 34.63% vs -7.90% for XPP. On fees, DRGN is cheaper at 0.39% per year. On volatility, XPP has been the lower-risk option at 10.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DRGN has performed better with a 34.63% return vs -7.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRGN is cheaper with a 0.39% expense ratio, compared with 0.95% for XPP.

XPP has the higher dividend yield at 2.41%, compared with 1.12% for DRGN.

XPP is categorized as China Equities, while DRGN is Artificial Intelligence. XPP tracks FTSE/Xinhua China 25 Index (200%), while DRGN tracks BITA China Generative AI Select Index. They also come from different issuers: ProShares and Themes. Their fees differ too: 0.95% for XPP and 0.39% for DRGN.

DRGN currently has the higher Sharpe Ratio (0.88 vs -0.27), 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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