XPP vs. VTI
Compare and contrast key facts about ProShares Ultra FTSE China 50 (XPP) and Vanguard Total Stock Market ETF (VTI).
XPP and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XPP is a passively managed fund by ProShares that tracks the performance of the FTSE/Xinhua China 25 Index (200%). It was launched on Jun 2, 2009. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XPP and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPP or VTI.
Key characteristics
| XPP | VTI | |
|---|---|---|
| YTD Return | 35.33% | 26.15% |
| 1Y Return | 13.73% | 35.28% |
| 3Y Return (Ann) | -29.69% | 8.67% |
| 5Y Return (Ann) | -20.08% | 15.15% |
| 10Y Return (Ann) | -10.95% | 12.89% |
| Sharpe Ratio | 0.28 | 3.04 |
| Sortino Ratio | 0.89 | 4.05 |
| Omega Ratio | 1.11 | 1.57 |
| Calmar Ratio | 0.20 | 4.47 |
| Martin Ratio | 0.80 | 19.73 |
| Ulcer Index | 22.85% | 1.94% |
| Daily Std Dev | 65.99% | 12.58% |
| Max Drawdown | -89.90% | -55.45% |
| Current Drawdown | -82.23% | -0.44% |
Correlation
The correlation between XPP and VTI is 0.59, 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.
Performance
XPP vs. VTI - Performance Comparison
In the year-to-date period, XPP achieves a 35.33% return, which is significantly higher than VTI's 26.15% return. Over the past 10 years, XPP has underperformed VTI with an annualized return of -10.95%, while VTI has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XPP vs. VTI - Expense Ratio Comparison
XPP has a 0.95% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
XPP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
XPP vs. VTI - Dividend Comparison
XPP's dividend yield for the trailing twelve months is around 2.30%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPP ProShares Ultra FTSE China 50 | 2.30% | 2.87% | 0.00% | 0.00% | 0.00% | 3.81% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XPP vs. VTI - Drawdown Comparison
The maximum XPP drawdown since its inception was -89.90%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XPP and VTI. For additional features, visit the drawdowns tool.
Volatility
XPP vs. VTI - Volatility Comparison
ProShares Ultra FTSE China 50 (XPP) has a higher volatility of 23.39% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. This indicates that XPP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.