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XPP vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPP vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) 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, XPP achieves a -26.96% return, which is significantly lower than FXP's 26.04% return. Over the past 10 years, XPP has outperformed FXP with an annualized return of -7.40%, while FXP has yielded a comparatively lower -21.13% annualized return.


XPP

1D
-0.25%
1M
-9.77%
6M
-34.75%
YTD
-26.96%
1Y
-21.29%
3Y*
1.14%
5Y*
-20.34%
10Y*
-7.40%

FXP

1D
0.07%
1M
9.06%
6M
42.91%
YTD
26.04%
1Y
11.22%
3Y*
-25.63%
5Y*
-16.22%
10Y*
-21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPP vs. FXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPP
ProShares Ultra FTSE China 50
-26.96%45.84%38.18%-34.77%-50.06%-40.45%7.07%24.88%-31.36%80.21%
FXP
ProShares UltraShort FTSE China 50
26.04%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%

Correlation

The correlation between XPP and FXP is -0.98, 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

-0.98

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

-0.99

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

-0.99

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

-0.99

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2009

-0.99

The correlation between XPP and FXP has been stable across timeframes, ranging from -0.99 to -0.98 - a consistent structural relationship.

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Return for Risk

XPP vs. FXP — Risk / Return Rank

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

XPP
XPP Risk / Return Rank: 55
Overall Rank
XPP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 55
Sortino Ratio Rank
XPP Omega Ratio Rank: 55
Omega Ratio Rank
XPP Calmar Ratio Rank: 55
Calmar Ratio Rank
XPP Martin Ratio Rank: 44
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 1515
Overall Rank
FXP Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 1616
Sortino Ratio Rank
FXP Omega Ratio Rank: 1515
Omega Ratio Rank
FXP Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXP Martin Ratio Rank: 1515
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.

XPP vs. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) 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.


XPPFXPDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.94

1.08

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.48

0.51

-0.99

Martin ratioReturn relative to average drawdown

-1.06

0.94

-2.00

XPP vs. FXP - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.54, which is lower than the FXP Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of XPP 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

XPP vs. FXP - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for XPP and FXP.


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Drawdown Indicators


XPPFXPDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-99.94%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-44.78%

-21.99%

-22.79%

Max Drawdown (3Y)

Largest decline over 3 years

-52.95%

-82.34%

+29.39%

Max Drawdown (5Y)

Largest decline over 5 years

-83.51%

-87.85%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

-93.71%

+3.81%

Current Drawdown

Current decline from peak

-80.67%

-99.91%

+19.24%

Average Drawdown

Average peak-to-trough decline

-48.01%

-94.16%

+46.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.17%

13.15%

+7.02%

Volatility

XPP vs. FXP - Volatility Comparison

ProShares Ultra FTSE China 50 (XPP) and ProShares UltraShort FTSE China 50 (FXP) have volatilities of 12.70% and 12.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

12.93%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

29.64%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

40.22%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.76%

63.15%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

54.76%

+0.01%

XPP vs. FXP - Expense Ratio Comparison

Both XPP and FXP have an expense ratio of 0.95%.


Dividends

XPP vs. FXP - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.86%, which matches FXP's 2.85% yield.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
2.85%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
XPP
ProShares Ultra FTSE China 50
2.86%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%

Frequently Asked Questions


XPP and FXP have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXP has higher volatility (12.93%) compared to XPP (12.70%). In terms of maximum drawdown, XPP dropped -89.90% vs FXP's -99.94%.

On 10-year performance, XPP leads with -7.40% vs -21.13% for FXP. Both ETFs have the same 0.95% expense ratio. On volatility, XPP has been the lower-risk option at 12.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XPP has performed better with a -7.40% return vs -21.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XPP and FXP have the same expense ratio: 0.95% per year.

XPP and FXP have nearly identical dividend yields, around 2.86%.

XPP tracks FTSE/Xinhua China 25 Index (200%), while FXP tracks FTSE China 50 Net Tax USD (TR) (-200%).

FXP currently has the higher Sharpe Ratio (0.28 vs -0.54), 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

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