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YXI vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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 5.63% return, which is significantly lower than IDVO's 15.73% return.


YXI

1D
0.58%
1M
-12.38%
6M
6.78%
YTD
5.63%
1Y
4.09%
3Y*
-10.31%
5Y*
-5.27%
10Y*
-7.71%
ALL TIME*
-8.22%

IDVO

1D
0.45%
1M
3.03%
6M
4.08%
YTD
15.73%
1Y
33.81%
3Y*
22.68%
5Y*
10Y*
ALL TIME*
22.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.58M$9.59M$10.80M
$23.14K$29.95K$34.52K

YXI vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
YXI
ProShares Short FTSE China 50
5.63%-22.87%-25.36%12.40%-4.28%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
15.73%36.46%10.16%17.53%6.42%

Correlation

The correlation between YXI and IDVO is -0.55, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.55

Correlation (3Y)
Balances recent behavior with more history.

-0.55

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

-0.56

The correlation between YXI and IDVO has been stable across timeframes, ranging from -0.56 to -0.55 - a consistent structural relationship.

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Return for Risk

YXI vs. IDVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YXI
YXI Risk / Return Rank: 1414
Overall Rank
YXI Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1414
Sortino Ratio Rank
YXI Omega Ratio Rank: 1414
Omega Ratio Rank
YXI Calmar Ratio Rank: 1515
Calmar Ratio Rank
YXI Martin Ratio Rank: 1515
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 8080
Overall Rank
IDVO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7777
Sortino Ratio Rank
IDVO Omega Ratio Rank: 8080
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDVO Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YXI vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.


YXIIDVODifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.30

3.27

-2.97

Martin ratioReturn relative to average drawdown

0.77

12.08

-11.31

YXI vs. IDVO - Sharpe Ratio Comparison

The current YXI Sharpe Ratio is 0.20, which is lower than the IDVO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of YXI and IDVO, 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. IDVO - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for YXI and IDVO.


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Drawdown Indicators


YXIIDVODifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

-15.46%

-65.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-10.37%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-53.12%

-15.46%

-37.66%

Max Drawdown (5Y)

Largest decline over 5 years

-57.65%

Max Drawdown (10Y)

Largest decline over 10 years

-61.63%

Current Drawdown

Current decline from peak

-78.43%

0.00%

-78.43%

Average Drawdown

Average peak-to-trough decline

-54.52%

-2.29%

-52.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

2.81%

+2.51%

Volatility

YXI vs. IDVO - Volatility Comparison

ProShares Short FTSE China 50 (YXI) has a higher volatility of 6.80% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 4.18%. This indicates that YXI's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YXIIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

4.18%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

13.84%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

16.66%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.28%

16.42%

+14.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.48%

16.42%

+11.06%

YXI vs. IDVO - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than IDVO's 0.65% expense ratio.


Dividends

YXI vs. IDVO - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.69%, less than IDVO's 5.64% yield.


PositionTTM20252024202320222021202020192018
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.64%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%
YXI
ProShares Short FTSE China 50
2.69%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Frequently Asked Questions


YXI and IDVO have a correlation of -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YXI has higher volatility (6.80%) compared to IDVO (4.18%). In terms of maximum drawdown, YXI dropped -81.15% vs IDVO's -15.46%.

On 3-year performance, IDVO leads with 22.68% vs -10.31% for YXI. On fees, IDVO is cheaper at 0.65% per year. On volatility, IDVO has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDVO has performed better with a 22.68% return vs -10.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDVO is cheaper with a 0.65% expense ratio, compared with 0.95% for YXI.

IDVO has the higher dividend yield at 5.64%, compared with 2.69% for YXI.

YXI is categorized as China Equities, while IDVO is Derivative Income. They also come from different issuers: ProShares and Amplify. Their fees differ too: 0.95% for YXI and 0.65% for IDVO.

IDVO currently has the higher Sharpe Ratio (2.05 vs 0.20), 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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