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YXI vs. EWT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YXI and EWT is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

YXI vs. EWT - Performance Comparison

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

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Key characteristics

Daily Std Dev

YXI:

23.17%

EWT:

26.43%

Max Drawdown

YXI:

-1.28%

EWT:

-3.70%

Current Drawdown

YXI:

-1.28%

EWT:

-2.28%

Returns By Period


YXI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EWT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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YXI vs. EWT - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than EWT's 0.59% expense ratio.


Risk-Adjusted Performance

YXI vs. EWT — Risk-Adjusted Performance Rank

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

YXI
The Risk-Adjusted Performance Rank of YXI is 22
Overall Rank
The Sharpe Ratio Rank of YXI is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of YXI is 11
Sortino Ratio Rank
The Omega Ratio Rank of YXI is 11
Omega Ratio Rank
The Calmar Ratio Rank of YXI is 55
Calmar Ratio Rank
The Martin Ratio Rank of YXI is 33
Martin Ratio Rank

EWT
The Risk-Adjusted Performance Rank of EWT is 3838
Overall Rank
The Sharpe Ratio Rank of EWT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YXI vs. EWT - Risk-Adjusted Performance Comparison

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



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Dividends

YXI vs. EWT - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 5.05%, more than EWT's 3.32% yield.


TTM20242023202220212020201920182017201620152014
YXI
ProShares Short FTSE China 50
5.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YXI vs. EWT - Drawdown Comparison

The maximum YXI drawdown since its inception was -1.28%, smaller than the maximum EWT drawdown of -3.70%. Use the drawdown chart below to compare losses from any high point for YXI and EWT. For additional features, visit the drawdowns tool.


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Volatility

YXI vs. EWT - Volatility Comparison


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