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

Correlation

The correlation between YXI and VOO is -0.54. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.5

Performance

YXI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-68.30%
602.93%
YXI
VOO

Key characteristics

Sharpe Ratio

YXI:

-0.87

VOO:

2.25

Sortino Ratio

YXI:

-1.13

VOO:

2.98

Omega Ratio

YXI:

0.86

VOO:

1.42

Calmar Ratio

YXI:

-0.37

VOO:

3.31

Martin Ratio

YXI:

-1.29

VOO:

14.77

Ulcer Index

YXI:

22.47%

VOO:

1.90%

Daily Std Dev

YXI:

33.19%

VOO:

12.46%

Max Drawdown

YXI:

-77.78%

VOO:

-33.99%

Current Drawdown

YXI:

-73.55%

VOO:

-2.47%

Returns By Period

In the year-to-date period, YXI achieves a -25.41% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, YXI has underperformed VOO with an annualized return of -6.64%, while VOO has yielded a comparatively higher 13.08% annualized return.


YXI

YTD

-25.41%

1M

-2.25%

6M

-17.36%

1Y

-28.42%

5Y*

-4.15%

10Y*

-6.64%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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YXI vs. VOO - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


YXI
ProShares Short FTSE China 50
Expense ratio chart for YXI: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

YXI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for YXI, currently valued at -0.87, compared to the broader market0.002.004.00-0.872.25
The chart of Sortino ratio for YXI, currently valued at -1.13, compared to the broader market-2.000.002.004.006.008.0010.00-1.132.98
The chart of Omega ratio for YXI, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.000.861.42
The chart of Calmar ratio for YXI, currently valued at -0.37, compared to the broader market0.005.0010.0015.00-0.373.31
The chart of Martin ratio for YXI, currently valued at -1.29, compared to the broader market0.0020.0040.0060.0080.00100.00-1.2914.77
YXI
VOO

The current YXI Sharpe Ratio is -0.87, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of YXI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.87
2.25
YXI
VOO

Dividends

YXI vs. VOO - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.69%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
YXI
ProShares Short FTSE China 50
2.69%2.66%0.27%0.00%0.08%1.01%0.25%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

YXI vs. VOO - Drawdown Comparison

The maximum YXI drawdown since its inception was -77.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YXI and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.55%
-2.47%
YXI
VOO

Volatility

YXI vs. VOO - Volatility Comparison

ProShares Short FTSE China 50 (YXI) has a higher volatility of 10.90% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that YXI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.90%
3.75%
YXI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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