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YXI vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and ProShares UltraShort FTSE China 50 (FXP). 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 16.30% return, which is significantly lower than FXP's 30.56% return. Over the past 10 years, YXI has outperformed FXP with an annualized return of -7.78%, while FXP has yielded a comparatively lower -22.28% annualized return.


YXI

1D
1.77%
1M
7.38%
YTD
16.30%
6M
16.98%
1Y
9.55%
3Y*
-10.15%
5Y*
-1.37%
10Y*
-7.78%

FXP

1D
4.04%
1M
14.69%
YTD
30.56%
6M
32.48%
1Y
12.48%
3Y*
-27.51%
5Y*
-14.41%
10Y*
-22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YXI vs. FXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YXI
ProShares Short FTSE China 50
16.30%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-28.43%
FXP
ProShares UltraShort FTSE China 50
30.56%-45.32%-52.46%12.74%-11.73%23.56%-39.47%-29.01%12.45%-49.76%

Correlation

The correlation between YXI and FXP is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.95

The correlation between YXI and FXP has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

YXI vs. FXP — Risk / Return Rank

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

YXI
YXI Risk / Return Rank: 1616
Overall Rank
YXI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1616
Sortino Ratio Rank
YXI Omega Ratio Rank: 1616
Omega Ratio Rank
YXI Calmar Ratio Rank: 1919
Calmar Ratio Rank
YXI Martin Ratio Rank: 1616
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 1414
Overall Rank
FXP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXP Omega Ratio Rank: 1414
Omega Ratio Rank
FXP Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXP Martin Ratio Rank: 1313
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. FXP - Risk-Adjusted Trends Comparison

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


YXIFXPDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.77

0.51

+0.26

Martin ratioReturn relative to average drawdown

1.49

0.89

+0.60

YXI vs. FXP - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is 0.48, which is higher than the FXP Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of YXI and FXP, 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. FXP - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for YXI and FXP.


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Drawdown Indicators


YXIFXPDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-99.94%

+18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-24.73%

+12.25%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-82.34%

+29.22%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

-87.85%

+30.20%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

-94.71%

+29.79%

Current Drawdown

Current decline from peak

-76.25%

-99.91%

+23.66%

Average Drawdown

Average peak-to-trough decline

-54.37%

-94.15%

+39.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

14.56%

-7.68%

Volatility

YXI vs. FXP - Volatility Comparison

The current volatility for ProShares Short FTSE China 50 (YXI) is 6.62%, while ProShares UltraShort FTSE China 50 (FXP) has a volatility of 12.22%. This indicates that YXI experiences smaller price fluctuations and is considered to be less risky than FXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YXIFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

12.22%

-5.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

29.48%

-13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

39.65%

-19.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.48%

63.21%

-31.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

54.78%

-27.35%

YXI vs. FXP - Expense Ratio Comparison

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


Dividends

YXI vs. FXP - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.64%, less than FXP's 3.58% yield.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
3.58%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
YXI
ProShares Short FTSE China 50
2.64%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


With a correlation of 0.92, YXI and FXP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FXP has higher volatility (12.22%) compared to YXI (6.62%). In terms of maximum drawdown, YXI dropped -81.15% vs FXP's -99.94%.

On 10-year performance, YXI leads with -7.78% vs -22.28% for FXP. Both ETFs have the same 0.95% expense ratio. On volatility, YXI 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 10-year period, YXI has performed better with a -7.78% return vs -22.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FXP has the higher dividend yield at 3.58%, compared with 2.64% for YXI.

YXI is categorized as Inverse Equities, while FXP is Leveraged Equities. YXI tracks FTSE China 50 Net Tax USD (TR) (-100%), while FXP tracks FTSE China 50 Net Tax USD (TR) (-200%).

YXI currently has the higher Sharpe Ratio (0.48 vs 0.32), 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

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