YXI vs. EFZ
Compare and contrast key facts about ProShares Short FTSE China 50 (YXI) and ProShares Short MSCI EAFE (EFZ).
YXI and EFZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YXI is a passively managed fund by ProShares that tracks the performance of the FTSE China 50 Net Tax USD (TR) (-100%). It was launched on Mar 16, 2010. EFZ is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Index (-100%). It was launched on Oct 23, 2007. Both YXI and EFZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
YXI vs. EFZ - Performance Comparison
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YXI vs. EFZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YXI ProShares Short FTSE China 50 | 7.67% | -22.87% | -25.36% | 12.40% | 4.78% | 13.94% | -17.95% | -14.35% | 9.63% | -28.43% |
EFZ ProShares Short MSCI EAFE | -1.90% | -20.92% | 2.90% | -10.38% | 13.15% | -12.75% | -16.02% | -16.56% | 16.26% | -20.18% |
Returns By Period
In the year-to-date period, YXI achieves a 7.67% return, which is significantly higher than EFZ's -1.90% return. Both investments have delivered pretty close results over the past 10 years, with YXI having a -8.46% annualized return and EFZ not far ahead at -8.18%.
YXI
- 1D
- 1.14%
- 1M
- 3.75%
- YTD
- 7.67%
- 6M
- 15.61%
- 1Y
- -2.11%
- 3Y*
- -9.66%
- 5Y*
- -2.70%
- 10Y*
- -8.46%
EFZ
- 1D
- -1.35%
- 1M
- 4.93%
- YTD
- -1.90%
- 6M
- -4.62%
- 1Y
- -17.15%
- 3Y*
- -8.28%
- 5Y*
- -5.63%
- 10Y*
- -8.18%
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YXI vs. EFZ - Expense Ratio Comparison
Both YXI and EFZ have an expense ratio of 0.95%.
Return for Risk
YXI vs. EFZ — Risk / Return Rank
YXI
EFZ
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.
| YXI | EFZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | -0.93 | +0.84 |
Sortino ratioReturn per unit of downside risk | 0.04 | -1.28 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.84 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.56 | +0.50 |
Martin ratioReturn relative to average drawdown | -0.08 | -0.80 | +0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YXI | EFZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.93 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | -0.34 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.31 | -0.47 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | -0.33 | +0.02 |
Correlation
The correlation between YXI and EFZ is 0.61, 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. EFZ - Dividend Comparison
YXI's dividend yield for the trailing twelve months is around 2.85%, less than EFZ's 3.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YXI ProShares Short FTSE China 50 | 2.85% | 3.60% | 4.35% | 2.66% | 0.27% | 0.00% | 0.08% | 1.01% | 0.25% |
EFZ ProShares Short MSCI EAFE | 3.83% | 4.55% | 5.29% | 4.66% | 0.57% | 0.00% | 0.04% | 1.56% | 0.34% |
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
| YXI | EFZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.15% | -88.08% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -29.83% | -30.95% | +1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -57.65% | -43.77% | -13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -61.88% | -4.93% |
Current DrawdownCurrent decline from peak | -78.02% | -87.16% | +9.14% |
Average DrawdownAverage peak-to-trough decline | -54.05% | -66.89% | +12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.96% | 21.50% | +1.46% |
Volatility
YXI vs. EFZ - Volatility Comparison
ProShares Short FTSE China 50 (YXI) and ProShares Short MSCI EAFE (EFZ) have volatilities of 7.48% and 7.78%, 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
| YXI | EFZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.78% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 12.37% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.78% | 18.52% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.35% | 16.54% | +14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.46% | 17.31% | +10.15% |