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5CH6.DE vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5CH6.DE vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5CH6.DE is traded in EUR, while YCS is traded in USD. To make them comparable, the YCS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5CH6.DE achieves a -11.74% return, which is significantly lower than YCS's 8.46% return. Over the past 10 years, 5CH6.DE has underperformed YCS with an annualized return of -16.12%, while YCS has yielded a comparatively higher 12.10% annualized return.


5CH6.DE

1D
-1.23%
1M
-4.56%
YTD
-11.74%
6M
-9.03%
1Y
-5.83%
3Y*
-2.16%
5Y*
-19.76%
10Y*
-16.12%

YCS

1D
0.38%
1M
5.17%
YTD
8.46%
6M
10.65%
1Y
30.17%
3Y*
16.66%
5Y*
24.70%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5CH6.DE vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
-11.74%48.13%-32.59%1.09%-44.21%-39.39%30.48%-27.67%-37.38%57.73%
YCS
ProShares UltraShort Yen
8.46%-3.90%44.35%24.84%37.09%31.54%-18.50%5.71%3.13%-18.05%

Correlation

The correlation between 5CH6.DE and YCS is -0.67, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.67

Correlation (3Y)
Calculated over the trailing 3-year period

-0.58

Correlation (5Y)
Calculated over the trailing 5-year period

-0.56

Correlation (10Y)
Calculated over the trailing 10-year period

-0.54

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2014

-0.55

The correlation between 5CH6.DE and YCS shifts across timeframes, from -0.67 (1 year) to -0.54 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

5CH6.DE vs. YCS — Risk / Return Rank

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

5CH6.DE
5CH6.DE Risk / Return Rank: 77
Overall Rank
5CH6.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
5CH6.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
5CH6.DE Omega Ratio Rank: 77
Omega Ratio Rank
5CH6.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
5CH6.DE Martin Ratio Rank: 77
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
Martin Ratio Rank
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.

5CH6.DE vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and ProShares UltraShort Yen (YCS). 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.


5CH6.DEYCSDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.99

1.25

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.25

2.68

-2.92

Martin ratioReturn relative to average drawdown

-0.48

7.75

-8.24

5CH6.DE vs. YCS - Sharpe Ratio Comparison

The current 5CH6.DE Sharpe Ratio is -0.19, which is lower than the YCS Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of 5CH6.DE and YCS, 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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Sharpe Ratios by Period


5CH6.DEYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

1.40

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.97

-1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.44

0.52

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.30

-0.81

Drawdowns

5CH6.DE vs. YCS - Drawdown Comparison

The maximum 5CH6.DE drawdown since its inception was -95.83%, which is greater than YCS's maximum drawdown of -53.49%. Use the drawdown chart below to compare losses from any high point for 5CH6.DE and YCS.


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Drawdown Indicators


5CH6.DEYCSDifference

Max Drawdown

Largest peak-to-trough decline

-95.83%

-53.49%

-42.34%

Max Drawdown (1Y)

Largest decline over 1 year

-23.57%

-11.33%

-12.24%

Max Drawdown (3Y)

Largest decline over 3 years

-48.64%

-27.76%

-20.88%

Max Drawdown (5Y)

Largest decline over 5 years

-79.13%

-34.33%

-44.80%

Max Drawdown (10Y)

Largest decline over 10 years

-90.59%

-34.33%

-56.26%

Current Drawdown

Current decline from peak

-93.43%

0.00%

-93.43%

Average Drawdown

Average peak-to-trough decline

-79.77%

-22.46%

-57.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.10%

3.90%

+8.20%

Volatility

5CH6.DE vs. YCS - Volatility Comparison

WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a higher volatility of 6.67% compared to ProShares UltraShort Yen (YCS) at 3.61%. This indicates that 5CH6.DE's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5CH6.DEYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

3.61%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.37%

15.21%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

30.36%

21.76%

+8.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.85%

25.68%

+14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

23.27%

+13.64%

5CH6.DE vs. YCS - Expense Ratio Comparison

5CH6.DE has a 0.98% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

5CH6.DE vs. YCS - Dividend Comparison

Neither 5CH6.DE nor YCS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5CH6.DE and YCS have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5CH6.DE is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5CH6.DE is cheaper with a 0.98% expense ratio, compared with 1.00% for YCS.

5CH6.DE tracks MSFXSM 5X Short US Dollar/Euro Total Return Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.98% for 5CH6.DE and 1.00% for YCS.

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