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YXI vs. ZIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YXI vs. ZIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short FTSE China 50 (YXI) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


YXI

1D
1.95%
1M
2.80%
YTD
8.21%
6M
9.88%
1Y
0.05%
3Y*
-11.68%
5Y*
-2.65%
10Y*
-8.25%

ZIVB

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YXI vs. ZIVB - Yearly Performance Comparison


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Return for Risk

YXI vs. ZIVB — Risk / Return Rank

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

YXI
YXI Risk / Return Rank: 99
Overall Rank
YXI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 99
Sortino Ratio Rank
YXI Omega Ratio Rank: 99
Omega Ratio Rank
YXI Calmar Ratio Rank: 99
Calmar Ratio Rank
YXI Martin Ratio Rank: 99
Martin Ratio Rank

ZIVB
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. ZIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short FTSE China 50 (YXI) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). 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.


YXIZIVBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.00

Martin ratioReturn relative to average drawdown

0.01

YXI vs. ZIVB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YXIZIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

Drawdowns

YXI vs. ZIVB - Drawdown Comparison

The maximum YXI drawdown since its inception was -81.15%, which is greater than ZIVB's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YXI and ZIVB.


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Drawdown Indicators


YXIZIVBDifference

Max Drawdown

Largest peak-to-trough decline

-81.15%

0.00%

-81.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.21%

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

-64.92%

Current Drawdown

Current decline from peak

-77.90%

0.00%

-77.90%

Average Drawdown

Average peak-to-trough decline

-54.31%

0.00%

-54.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

Volatility

YXI vs. ZIVB - Volatility Comparison


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Volatility by Period


YXIZIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

0.00%

+19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.40%

0.00%

+31.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

0.00%

+27.42%

YXI vs. ZIVB - Expense Ratio Comparison

YXI has a 0.95% expense ratio, which is lower than ZIVB's 1.35% expense ratio.


Dividends

YXI vs. ZIVB - Dividend Comparison

YXI's dividend yield for the trailing twelve months is around 2.84%, while ZIVB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
YXI
ProShares Short FTSE China 50
2.84%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%
ZIVB
-1x Short VIX Mid-Term Futures Strategy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, YXI is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YXI is cheaper with a 0.95% expense ratio, compared with 1.35% for ZIVB.

YXI has the higher dividend yield at 2.84%, compared with 0.00% for ZIVB.

They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for YXI and 1.35% for ZIVB.

Portfolio Optimizer

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