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YXI vs. EFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. EFZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and ProShares Short MSCI EAFE (EFZ). 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 8.21% return, which is significantly higher than EFZ's -6.98% return. Both investments have delivered pretty close results over the past 10 years, with YXI having a -8.25% annualized return and EFZ not far behind at -8.29%.


YXI

1D
1.95%
1M
2.80%
YTD
8.21%
6M
9.88%
1Y
0.05%
3Y*
-11.68%
5Y*
-2.65%
10Y*
-8.25%

EFZ

1D
0.88%
1M
-3.23%
YTD
-6.98%
6M
-8.53%
1Y
-14.24%
3Y*
-9.77%
5Y*
-5.38%
10Y*
-8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YXI vs. EFZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YXI
ProShares Short FTSE China 50
8.21%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%
EFZ
ProShares Short MSCI EAFE
-6.98%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%

Correlation

The correlation between YXI and EFZ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.50

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

0.50

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

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2010

0.61

The correlation between YXI and EFZ shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YXI vs. EFZ — Risk / Return Rank

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

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

EFZ
EFZ Risk / Return Rank: 22
Overall Rank
EFZ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EFZ Omega Ratio Rank: 33
Omega Ratio Rank
EFZ Calmar Ratio Rank: 22
Calmar Ratio Rank
EFZ Martin Ratio Rank: 11
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. EFZ - Risk-Adjusted Trends Comparison

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


YXIEFZDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.02

0.86

+0.15

Calmar ratioReturn relative to maximum drawdown

0.00

-0.82

+0.83

Martin ratioReturn relative to average drawdown

0.01

-1.47

+1.47

YXI vs. EFZ - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is 0.00, which is higher than the EFZ Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of YXI and EFZ, 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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Sharpe Ratios by Period


YXIEFZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

-0.88

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.32

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

-0.48

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

-0.34

+0.04

Drawdowns

YXI vs. EFZ - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, smaller than the maximum EFZ drawdown of -88.08%. Use the drawdown chart below to compare losses from any high point for YXI and EFZ.


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Drawdown Indicators


YXIEFZDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-88.08%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.21%

-17.36%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-35.42%

-17.70%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

-43.77%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

-61.88%

-3.04%

Current Drawdown

Current decline from peak

-77.90%

-87.82%

+9.92%

Average Drawdown

Average peak-to-trough decline

-54.31%

-67.08%

+12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

9.71%

-1.53%

Volatility

YXI vs. EFZ - Volatility Comparison

ProShares Short FTSE China 50 (YXI) has a higher volatility of 7.21% compared to ProShares Short MSCI EAFE (EFZ) at 5.19%. This indicates that YXI's price experiences larger fluctuations and is considered to be riskier than EFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YXIEFZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

5.19%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

13.49%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

16.35%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.40%

16.72%

+14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

17.38%

+10.04%

YXI vs. EFZ - Expense Ratio Comparison

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


Dividends

YXI vs. EFZ - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.84%, less than EFZ's 4.04% yield.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
4.04%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
YXI
ProShares Short FTSE China 50
2.84%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


YXI and EFZ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YXI has higher volatility (7.21%) compared to EFZ (5.19%). In terms of maximum drawdown, YXI dropped -81.15% vs EFZ's -88.08%.

On 10-year performance, YXI leads with -8.25% vs -8.29% for EFZ. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 5.19%. 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 -8.25% return vs -8.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EFZ has the higher dividend yield at 4.04%, compared with 2.84% for YXI.

YXI tracks FTSE China 50 Net Tax USD (TR) (-100%), while EFZ tracks MSCI EAFE Index (-100%).

YXI currently has the higher Sharpe Ratio (0.00 vs -0.88), 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.

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