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YXI vs. AFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YXI vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

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YXI vs. AFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YXI
ProShares Short FTSE China 50
6.45%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%20.48%-12.80%-22.47%-7.37%33.77%44.23%-24.26%45.15%

Returns By Period


YXI

1D
-3.53%
1M
3.55%
YTD
6.45%
6M
13.83%
1Y
-2.92%
3Y*
-10.01%
5Y*
-2.92%
10Y*
-8.57%

AFTY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YXI vs. AFTY - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than AFTY's 0.70% expense ratio.


Return for Risk

YXI vs. AFTY — Risk / Return Rank

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

YXI
YXI Risk / Return Rank: 1010
Overall Rank
YXI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
YXI Omega Ratio Rank: 99
Omega Ratio Rank
YXI Calmar Ratio Rank: 1010
Calmar Ratio Rank
YXI Martin Ratio Rank: 1111
Martin Ratio Rank

AFTY
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.

YXI vs. AFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and Pacer CSOP FTSE China A50 ETF (AFTY). 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.


YXIAFTYDifference

Sharpe ratio

Return per unit of total volatility

-0.12

Sortino ratio

Return per unit of downside risk

-0.01

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.10

Martin ratio

Return relative to average drawdown

-0.13

YXI vs. AFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YXIAFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

Correlation

The correlation between YXI and AFTY is -0.65. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

YXI vs. AFTY - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.89%, while AFTY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
YXI
ProShares Short FTSE China 50
2.89%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%0.00%0.00%0.00%
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%0.00%2.23%2.08%1.84%1.48%7.96%1.85%6.62%1.19%16.76%

Drawdowns

YXI vs. AFTY - Drawdown Comparison


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Drawdown Indicators


YXIAFTYDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.83%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-78.26%

Average Drawdown

Average peak-to-trough decline

-54.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.94%

Volatility

YXI vs. AFTY - Volatility Comparison


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Volatility by Period


YXIAFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.46%