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AIQ vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIQ vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Artificial Intelligence & Technology ETF (AIQ) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIQ achieves a 24.56% return, which is significantly higher than YCS's 9.63% return.


AIQ

1D
-5.57%
1M
0.86%
YTD
24.56%
6M
23.60%
1Y
51.28%
3Y*
32.41%
5Y*
16.16%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIQ vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AIQ
Global X Artificial Intelligence & Technology ETF
24.56%31.89%24.11%55.39%-36.44%17.09%52.88%39.94%-14.05%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%1.75%

Correlation

The correlation between AIQ and YCS is -0.15, 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

-0.15

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

-0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.04

The correlation between AIQ and YCS shifts across timeframes, from -0.15 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIQ vs. YCS — Risk / Return Rank

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

AIQ
AIQ Risk / Return Rank: 5858
Overall Rank
AIQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AIQ Sortino Ratio Rank: 5252
Sortino Ratio Rank
AIQ Omega Ratio Rank: 5656
Omega Ratio Rank
AIQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
AIQ Martin Ratio Rank: 5959
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

AIQ vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology ETF (AIQ) 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.


AIQYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.13

3.78

-0.65

Martin ratioReturn relative to average drawdown

10.06

11.93

-1.87

AIQ vs. YCS - Sharpe Ratio Comparison

The current AIQ Sharpe Ratio is 1.94, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of AIQ 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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Drawdowns

AIQ vs. YCS - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for AIQ and YCS.


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Drawdown Indicators


AIQYCSDifference

Max Drawdown

Largest peak-to-trough decline

-44.66%

-49.56%

+4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-8.30%

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-26.35%

-23.05%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-44.66%

-27.32%

-17.34%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-9.68%

-0.14%

-9.54%

Average Drawdown

Average peak-to-trough decline

-9.78%

-19.87%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.65%

+2.46%

Volatility

AIQ vs. YCS - Volatility Comparison

Global X Artificial Intelligence & Technology ETF (AIQ) has a higher volatility of 15.10% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that AIQ'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


AIQYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.10%

2.25%

+12.85%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

12.19%

+10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

26.54%

16.93%

+9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

21.10%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

18.82%

+7.02%

AIQ vs. YCS - Expense Ratio Comparison

AIQ has a 0.68% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

AIQ vs. YCS - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.15%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.18%0.14%0.16%0.56%0.15%0.50%0.51%0.51%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AIQ and YCS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIQ has higher volatility (15.10%) compared to YCS (2.25%). In terms of maximum drawdown, AIQ dropped -44.66% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 16.16% for AIQ. On fees, AIQ is cheaper at 0.68% 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 5-year period, YCS has performed better with a 23.52% return vs 16.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AIQ is cheaper with a 0.68% expense ratio, compared with 1.00% for YCS.

AIQ has the higher dividend yield at 0.15%, compared with 0.00% for YCS.

AIQ is categorized as Technology Equities, while YCS is Leveraged Currency. AIQ tracks Indxx Artificial Intelligence & Big Data Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.68% for AIQ and 1.00% for YCS.

AIQ currently has the higher Sharpe Ratio (1.94 vs 1.86), 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.

Portfolio Optimizer

Find the right allocation for AIQ 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.

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