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YXI vs. EVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. EVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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 10.86% return, which is significantly lower than EVLU's 25.81% return.


YXI

1D
-1.28%
1M
0.04%
6M
15.92%
YTD
10.86%
1Y
8.52%
3Y*
-9.98%
5Y*
-2.98%
10Y*
-7.35%

EVLU

1D
-1.38%
1M
-4.45%
6M
18.98%
YTD
25.81%
1Y
48.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YXI vs. EVLU - Yearly Performance Comparison


2026 (YTD)20252024
YXI
ProShares Short FTSE China 50
10.86%-22.87%-19.89%
EVLU
iShares MSCI Emerging Markets Value Factor ETF
25.81%38.54%1.21%

Correlation

The correlation between YXI and EVLU is -0.60, 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

-0.60

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

-0.67

The correlation between YXI and EVLU has been stable across timeframes, ranging from -0.67 to -0.60 - a consistent structural relationship.

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Return for Risk

YXI vs. EVLU — Risk / Return Rank

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

YXI
YXI Risk / Return Rank: 1818
Overall Rank
YXI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1717
Sortino Ratio Rank
YXI Omega Ratio Rank: 1616
Omega Ratio Rank
YXI Calmar Ratio Rank: 2121
Calmar Ratio Rank
YXI Martin Ratio Rank: 1818
Martin Ratio Rank

EVLU
EVLU Risk / Return Rank: 8585
Overall Rank
EVLU Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 8585
Sortino Ratio Rank
EVLU Omega Ratio Rank: 8787
Omega Ratio Rank
EVLU Calmar Ratio Rank: 8686
Calmar Ratio Rank
EVLU Martin Ratio Rank: 8080
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. EVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.


YXIEVLUDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.09

1.42

-0.33

Calmar ratioReturn relative to maximum drawdown

0.75

3.79

-3.04

Martin ratioReturn relative to average drawdown

1.50

11.98

-10.48

YXI vs. EVLU - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is 0.42, which is lower than the EVLU Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of YXI and EVLU, 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. EVLU - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for YXI and EVLU.


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Drawdown Indicators


YXIEVLUDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-17.17%

-63.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.90%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

Max Drawdown (10Y)

Largest decline over 10 years

-61.79%

Current Drawdown

Current decline from peak

-77.36%

-8.25%

-69.11%

Average Drawdown

Average peak-to-trough decline

-54.45%

-3.64%

-50.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

4.08%

+1.61%

Volatility

YXI vs. EVLU - Volatility Comparison

ProShares Short FTSE China 50 (YXI) has a higher volatility of 7.55% compared to iShares MSCI Emerging Markets Value Factor ETF (EVLU) at 6.62%. This indicates that YXI's price experiences larger fluctuations and is considered to be riskier than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YXIEVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

6.62%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

18.28%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.63%

20.63%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.48%

20.41%

+11.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

20.41%

+7.02%

YXI vs. EVLU - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than EVLU's 0.35% expense ratio.


Dividends

YXI vs. EVLU - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.57%, less than EVLU's 3.87% yield.


PositionTTM20252024202320222021202020192018
EVLU
iShares MSCI Emerging Markets Value Factor ETF
3.87%5.20%1.03%0.00%0.00%0.00%0.00%0.00%0.00%
YXI
ProShares Short FTSE China 50
2.57%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


YXI and EVLU have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YXI has higher volatility (7.55%) compared to EVLU (6.62%). In terms of maximum drawdown, YXI dropped -81.15% vs EVLU's -17.17%.

On 1-year performance, EVLU leads with 48.68% vs 8.52% for YXI. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 6.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVLU has performed better with a 48.68% return vs 8.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVLU is cheaper with a 0.35% expense ratio, compared with 0.95% for YXI.

EVLU has the higher dividend yield at 3.87%, compared with 2.57% for YXI.

YXI is categorized as China Equities, while EVLU is Emerging Markets Equities. YXI tracks FTSE China 50 Net Tax USD (TR) (-100%), while EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net). They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for YXI and 0.35% for EVLU.

EVLU currently has the higher Sharpe Ratio (2.37 vs 0.41), 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

Find the right allocation for YXI and EVLU

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