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YXI vs. CNYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. CNYA - Performance Comparison

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

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Returns By Period

In the year-to-date period, YXI achieves a 14.28% return, which is significantly higher than CNYA's 12.12% return. Over the past 10 years, YXI has underperformed CNYA with an annualized return of -7.94%, while CNYA has yielded a comparatively higher 6.81% annualized return.


YXI

1D
-1.16%
1M
5.51%
YTD
14.28%
6M
15.46%
1Y
6.22%
3Y*
-10.67%
5Y*
-1.92%
10Y*
-7.94%

CNYA

1D
2.38%
1M
4.73%
YTD
12.12%
6M
13.24%
1Y
41.13%
3Y*
13.23%
5Y*
0.25%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YXI vs. CNYA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YXI
ProShares Short FTSE China 50
14.28%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%
CNYA
iShares MSCI China A ETF
12.12%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%

Correlation

The correlation between YXI and CNYA is -0.59, 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

-0.59

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

-0.67

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

-0.69

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

-0.69

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2016

-0.69

The correlation between YXI and CNYA shifts across timeframes, from -0.69 (5 years) to -0.59 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YXI vs. CNYA — Risk / Return Rank

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

YXI
YXI Risk / Return Rank: 1313
Overall Rank
YXI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1212
Sortino Ratio Rank
YXI Omega Ratio Rank: 1212
Omega Ratio Rank
YXI Calmar Ratio Rank: 1414
Calmar Ratio Rank
YXI Martin Ratio Rank: 1212
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 7777
Overall Rank
CNYA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNYA Martin Ratio Rank: 7979
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.

YXI vs. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and iShares MSCI China A ETF (CNYA). 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.


YXICNYADifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.07

1.41

-0.34

Calmar ratioReturn relative to maximum drawdown

0.48

5.44

-4.97

Martin ratioReturn relative to average drawdown

0.91

14.99

-14.09

YXI vs. CNYA - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is 0.31, which is lower than the CNYA Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of YXI and CNYA, 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

YXI vs. CNYA - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, which is greater than CNYA's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for YXI and CNYA.


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Drawdown Indicators


YXICNYADifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-49.49%

-31.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-7.59%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-33.35%

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

-44.65%

-13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

-49.49%

-15.43%

Current Drawdown

Current decline from peak

-76.67%

-11.18%

-65.49%

Average Drawdown

Average peak-to-trough decline

-54.36%

-20.65%

-33.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

2.75%

+5.04%

Volatility

YXI vs. CNYA - Volatility Comparison

ProShares Short FTSE China 50 (YXI) and iShares MSCI China A ETF (CNYA) have volatilities of 6.46% and 6.78%, 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


YXICNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.78%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

13.22%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

18.11%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.47%

23.88%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.45%

23.51%

+3.94%

YXI vs. CNYA - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than CNYA's 0.60% expense ratio.


Dividends

YXI vs. CNYA - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.69%, more than CNYA's 1.68% yield.


PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF
1.68%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
YXI
ProShares Short FTSE China 50
2.69%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%0.00%0.00%

Frequently Asked Questions


YXI and CNYA have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNYA has higher volatility (6.78%) compared to YXI (6.46%). In terms of maximum drawdown, YXI dropped -81.15% vs CNYA's -49.49%.

On 10-year performance, CNYA leads with 6.81% vs -7.94% for YXI. On fees, CNYA is cheaper at 0.60% per year. On volatility, YXI has been the lower-risk option at 6.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CNYA has performed better with a 6.81% return vs -7.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CNYA is cheaper with a 0.60% expense ratio, compared with 0.95% for YXI.

YXI has the higher dividend yield at 2.69%, compared with 1.68% for CNYA.

YXI is categorized as Inverse Equities, while CNYA is China Equities. YXI tracks FTSE China 50 Net Tax USD (TR) (-100%), while CNYA tracks MSCI China A Inclusion Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for YXI and 0.60% for CNYA.

CNYA currently has the higher Sharpe Ratio (2.29 vs 0.31), 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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