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ProShares Ultra Yen (YCL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347W2706
CUSIP74347W270
IssuerProShares
Inception DateNov 24, 2008
RegionDeveloped Asia Pacific (Japan)
CategoryLeveraged Currency, Leveraged
Leveraged2x
Index TrackedUSD/JPY Exchange Rate (-200%)
Home Pagewww.proshares.com
Asset ClassCurrency

Expense Ratio

YCL has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for YCL: 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%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ProShares Ultra Yen

Popular comparisons: YCL vs. YCS, YCL vs. SPY, YCL vs. BNKU, YCL vs. EUO, YCL vs. FXY, YCL vs. DXJ, YCL vs. EWJ, YCL vs. GLD, YCL vs. SLV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Ultra Yen, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
-79.15%
518.71%
YCL (ProShares Ultra Yen)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares Ultra Yen had a return of -21.89% year-to-date (YTD) and -26.64% in the last 12 months. Over the past 10 years, ProShares Ultra Yen had an annualized return of -13.03%, while the S&P 500 had an annualized return of 10.76%, indicating that ProShares Ultra Yen did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-21.89%11.21%
1 month-2.58%4.60%
6 months-13.14%16.35%
1 year-26.64%27.79%
5 years (annualized)-17.68%13.43%
10 years (annualized)-13.03%10.76%

Monthly Returns

The table below presents the monthly returns of YCL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.77%-4.39%-2.63%-8.39%-21.89%
20230.84%-9.18%4.33%-5.54%-5.07%-7.40%2.01%-4.68%-6.23%-3.44%3.94%9.57%-20.46%
2022-0.17%0.09%-10.92%-12.26%1.30%-10.48%3.34%-8.38%-8.36%-5.95%15.44%9.54%-26.92%
2021-2.94%-3.58%-7.50%2.43%-1.02%-2.37%2.34%-0.68%-2.46%-4.74%1.48%-3.74%-20.95%
20200.24%0.80%-0.39%-0.02%-1.05%-0.50%3.85%-0.27%0.71%1.31%0.38%1.96%7.15%
20190.79%-4.82%0.79%-1.53%5.28%0.69%-2.22%4.34%-3.69%-0.19%-2.93%0.96%-2.99%
20186.18%4.26%-0.17%-5.67%0.70%-3.29%-2.91%0.90%-4.73%0.51%-1.15%6.39%0.17%
20176.87%0.32%1.13%-0.33%1.16%-2.62%2.39%0.58%-4.42%-1.99%1.33%-0.55%3.48%
2016-1.63%14.83%0.30%10.67%-7.79%14.96%1.93%-3.09%3.70%-6.95%-15.99%-4.64%1.50%
20154.32%-4.61%-0.43%0.43%-7.17%2.76%-3.64%5.11%1.99%-1.39%-3.09%3.36%-3.15%
20146.07%0.51%-2.77%2.02%0.57%1.40%-3.79%-2.85%-9.07%-5.27%-10.46%-2.42%-24.13%
2013-10.33%-3.08%-3.62%-6.80%-7.16%2.93%2.18%-0.79%1.45%-1.26%-7.31%-6.29%-34.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of YCL is 1, indicating that it is in the bottom 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of YCL is 11
YCL (ProShares Ultra Yen)
The Sharpe Ratio Rank of YCL is 00Sharpe Ratio Rank
The Sortino Ratio Rank of YCL is 00Sortino Ratio Rank
The Omega Ratio Rank of YCL is 00Omega Ratio Rank
The Calmar Ratio Rank of YCL is 22Calmar Ratio Rank
The Martin Ratio Rank of YCL is 00Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


YCL
Sharpe ratio
The chart of Sharpe ratio for YCL, currently valued at -1.46, compared to the broader market0.002.004.006.00-1.46
Sortino ratio
The chart of Sortino ratio for YCL, currently valued at -2.26, compared to the broader market0.005.0010.00-2.26
Omega ratio
The chart of Omega ratio for YCL, currently valued at 0.76, compared to the broader market0.501.001.502.002.503.000.76
Calmar ratio
The chart of Calmar ratio for YCL, currently valued at -0.32, compared to the broader market0.005.0010.0015.00-0.32
Martin ratio
The chart of Martin ratio for YCL, currently valued at -1.67, compared to the broader market0.0020.0040.0060.0080.00100.00-1.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current ProShares Ultra Yen Sharpe ratio is -1.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares Ultra Yen with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.46
2.52
YCL (ProShares Ultra Yen)
Benchmark (^GSPC)

Dividends

Dividend History


ProShares Ultra Yen doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-85.82%
-0.31%
YCL (ProShares Ultra Yen)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Ultra Yen. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares Ultra Yen was 85.91%, occurring on Apr 26, 2024. The portfolio has not yet recovered.

The current ProShares Ultra Yen drawdown is 85.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.91%Oct 31, 20112909Apr 26, 2024
-26.4%Dec 18, 200874Apr 6, 2009346Aug 24, 2010420
-14.37%Mar 18, 201114Apr 6, 201166Jul 20, 201180
-8.82%Nov 1, 201031Dec 15, 201062Mar 16, 201193
-6.34%Sep 15, 20103Sep 17, 201013Oct 6, 201016

Volatility

Volatility Chart

The current ProShares Ultra Yen volatility is 7.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
7.76%
3.10%
YCL (ProShares Ultra Yen)
Benchmark (^GSPC)