Head Ringer/Ninja Boy Question

Let’s say I have a shaymin ex in my active spot, and my opponent plays a head ringer onto it.
If I play a Ninja Boy and switch the shaymin ex with a Xerneas, does the head ringer stay on the xerneas (even though it is not ex)?
Or does it get removed and returned to my opponent’s discard?

Since it’s no longer an EX, it gets returned to your opponents discard pile.