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YXI vs. DOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YXI vs. DOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and ProShares Short Dow30 (DOG). The values are adjusted to include any dividend payments, if applicable.

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YXI vs. DOG - 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%
DOG
ProShares Short Dow30
4.40%-8.40%-5.62%-7.05%5.67%-19.21%-20.45%-18.43%3.55%-21.51%

Returns By Period

In the year-to-date period, YXI achieves a 6.45% return, which is significantly higher than DOG's 4.40% return. Over the past 10 years, YXI has outperformed DOG with an annualized return of -8.57%, while DOG has yielded a comparatively lower -10.49% annualized return.


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%

DOG

1D
-2.44%
1M
5.84%
YTD
4.40%
6M
1.88%
1Y
-6.66%
3Y*
-5.84%
5Y*
-4.72%
10Y*
-10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YXI vs. DOG - Expense Ratio Comparison

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


Return for Risk

YXI vs. DOG — 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

DOG
DOG Risk / Return Rank: 66
Overall Rank
DOG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 55
Sortino Ratio Rank
DOG Omega Ratio Rank: 44
Omega Ratio Rank
DOG Calmar Ratio Rank: 77
Calmar Ratio Rank
DOG Martin Ratio Rank: 88
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. DOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and ProShares Short Dow30 (DOG). 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.


YXIDOGDifference

Sharpe ratio

Return per unit of total volatility

-0.12

-0.40

+0.27

Sortino ratio

Return per unit of downside risk

-0.01

-0.45

+0.44

Omega ratio

Gain probability vs. loss probability

1.00

0.94

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.10

-0.34

+0.24

Martin ratio

Return relative to average drawdown

-0.13

-0.46

+0.33

YXI vs. DOG - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is -0.12, which is higher than the DOG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of YXI and DOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YXIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

-0.40

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.32

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

-0.60

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.55

+0.24

Correlation

The correlation between YXI and DOG is 0.50, 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.


Dividends

YXI vs. DOG - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.89%, less than DOG's 3.21% yield.


TTM202520242023202220212020201920182017
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%
DOG
ProShares Short Dow30
3.21%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%

Drawdowns

YXI vs. DOG - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, smaller than the maximum DOG drawdown of -92.59%. Use the drawdown chart below to compare losses from any high point for YXI and DOG.


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Drawdown Indicators


YXIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-92.59%

+11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-29.83%

-22.70%

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

-33.06%

-24.59%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

-70.38%

+3.57%

Current Drawdown

Current decline from peak

-78.26%

-91.95%

+13.69%

Average Drawdown

Average peak-to-trough decline

-54.04%

-66.16%

+12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.94%

16.48%

+6.46%

Volatility

YXI vs. DOG - Volatility Comparison

ProShares Short FTSE China 50 (YXI) has a higher volatility of 7.90% compared to ProShares Short Dow30 (DOG) at 5.00%. This indicates that YXI's price experiences larger fluctuations and is considered to be riskier than DOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YXIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

5.00%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

9.24%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

16.82%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.35%

14.73%

+16.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.46%

17.46%

+10.00%