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XPP vs. YXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPP vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) 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, XPP achieves a -26.96% return, which is significantly lower than YXI's 14.77% return. Both investments have delivered pretty close results over the past 10 years, with XPP having a -7.40% annualized return and YXI not far ahead at -7.09%.


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%

YXI

1D
0.36%
1M
4.81%
6M
21.88%
YTD
14.77%
1Y
9.36%
3Y*
-8.77%
5Y*
-2.35%
10Y*
-7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPP vs. YXI - 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%
YXI
ProShares Short FTSE China 50
14.77%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%

Correlation

The correlation between XPP and YXI is -0.92, 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

-0.92

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

-0.96

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

-0.97

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

-0.95

The correlation between XPP and YXI has been stable across timeframes, ranging from -0.97 to -0.92 - a consistent structural relationship.

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Return for Risk

XPP vs. YXI — 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

YXI
YXI Risk / Return Rank: 1919
Overall Rank
YXI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1717
Sortino Ratio Rank
YXI Omega Ratio Rank: 1717
Omega Ratio Rank
YXI Calmar Ratio Rank: 2222
Calmar Ratio Rank
YXI Martin Ratio Rank: 1919
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. YXI - Risk-Adjusted Trends Comparison

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

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.


XPPYXIDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

0.94

1.09

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.48

0.83

-1.30

Martin ratioReturn relative to average drawdown

-1.06

1.66

-2.71

XPP vs. YXI - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.54, which is lower than the YXI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XPP 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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Drawdowns

XPP vs. YXI - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, which is greater than YXI's maximum drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for XPP and YXI.


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Drawdown Indicators


XPPYXIDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-81.15%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-44.78%

-11.39%

-33.39%

Max Drawdown (3Y)

Largest decline over 3 years

-52.95%

-53.12%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-83.51%

-57.65%

-25.86%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

-61.79%

-28.11%

Current Drawdown

Current decline from peak

-80.67%

-76.57%

-4.10%

Average Drawdown

Average peak-to-trough decline

-48.01%

-54.43%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.17%

6.14%

+14.03%

Volatility

XPP vs. YXI - Volatility Comparison

ProShares Ultra FTSE China 50 (XPP) has a higher volatility of 12.70% compared to ProShares Short FTSE China 50 (YXI) at 7.41%. This indicates that XPP's price experiences larger fluctuations and is considered to be riskier 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


XPPYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

7.41%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

15.74%

+13.71%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

20.65%

+19.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.76%

31.47%

+31.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

27.44%

+27.33%

XPP vs. YXI - Expense Ratio Comparison

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


Dividends

XPP vs. YXI - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.86%, more than YXI's 2.48% yield.


PositionTTM20252024202320222021202020192018
XPP
ProShares Ultra FTSE China 50
2.86%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%
YXI
ProShares Short FTSE China 50
2.48%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


XPP and YXI have a correlation of -0.92, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPP has higher volatility (12.70%) compared to YXI (7.41%). In terms of maximum drawdown, XPP dropped -89.90% vs YXI's -81.15%.

On 10-year performance, YXI leads with -7.09% vs -7.40% for XPP. Both ETFs have the same 0.95% expense ratio. On volatility, YXI has been the lower-risk option at 7.41%. 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 -7.09% return vs -7.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

XPP has the higher dividend yield at 2.86%, compared with 2.48% for YXI.

XPP tracks FTSE/Xinhua China 25 Index (200%), while YXI tracks FTSE China 50 Net Tax USD (TR) (-100%).

YXI currently has the higher Sharpe Ratio (0.46 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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