ADME vs. YCS
ADME (Aptus Drawdown Managed Equity ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ADME is a Hedge Fund fund tracking the Aptus Behavioral Momentum Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, ADME returned 8.73%/yr vs 13.62%/yr for YCS. At a 0.08 correlation, their price movements are largely independent. ADME charges 0.79%/yr vs 1.00%/yr for YCS.
Performance
ADME vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ADME achieves a 7.37% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, ADME has underperformed YCS with an annualized return of 8.73%, while YCS has yielded a comparatively higher 13.62% annualized return.
ADME
- 1D
- -1.15%
- 1M
- -1.31%
- YTD
- 7.37%
- 6M
- 6.36%
- 1Y
- 17.42%
- 3Y*
- 16.12%
- 5Y*
- 7.44%
- 10Y*
- 8.73%
YCS
- 1D
- -0.14%
- 1M
- 3.57%
- YTD
- 9.63%
- 6M
- 10.44%
- 1Y
- 31.27%
- 3Y*
- 18.37%
- 5Y*
- 23.52%
- 10Y*
- 13.62%
ADME vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 7.37% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 9.31% | -6.05% | 17.58% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between ADME and YCS is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.08 |
The correlation between ADME and YCS shifts across timeframes, from -0.19 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ADME vs. YCS — Risk / Return Rank
ADME
YCS
ADME vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADME | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.78 | -1.45 |
| Martin ratioReturn relative to average drawdown | 9.68 | 11.93 | -2.25 |
Loading charts...
Drawdowns
ADME vs. YCS - Drawdown Comparison
The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ADME and YCS.
Loading charts...
Drawdown Indicators
| ADME | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -49.56% | +22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -8.30% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -23.05% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -27.32% | +3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -27.32% | -0.17% |
Current DrawdownCurrent decline from peak | -2.93% | -0.14% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -19.87% | +11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.65% | -0.85% |
Volatility
ADME vs. YCS - Volatility Comparison
Aptus Drawdown Managed Equity ETF (ADME) has a higher volatility of 4.57% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that ADME'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.
Loading charts...
Volatility by Period
| ADME | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 2.25% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 12.19% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 16.93% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 21.10% | -8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 18.82% | -4.37% |
ADME vs. YCS - Expense Ratio Comparison
ADME has a 0.79% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
ADME vs. YCS - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.38%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADME and YCS have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADME has higher volatility (4.57%) compared to YCS (2.25%). In terms of maximum drawdown, ADME dropped -27.49% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 8.73% for ADME. On fees, ADME is cheaper at 0.79% per year. On volatility, YCS has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YCS has performed better with a 13.62% return vs 8.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ADME is cheaper with a 0.79% expense ratio, compared with 1.00% for YCS.
ADME has the higher dividend yield at 0.38%, compared with 0.00% for YCS.
ADME is categorized as Hedge Fund, while YCS is Leveraged Currency. ADME tracks Aptus Behavioral Momentum Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Aptus Capital Advisors and ProShares. Their fees differ too: 0.79% for ADME and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ADME and YCS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer