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AVNV vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVNV vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis All International Markets Value ETF (AVNV) 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, AVNV achieves a 14.27% return, which is significantly higher than YCS's 7.17% return.


AVNV

1D
-0.89%
1M
3.82%
YTD
14.27%
6M
17.41%
1Y
36.83%
3Y*
5Y*
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVNV vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023
AVNV
Avantis All International Markets Value ETF
14.27%39.93%5.43%9.62%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%0.77%

Correlation

The correlation between AVNV and YCS is -0.40, 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

-0.40

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

-0.30

The correlation between AVNV and YCS shifts across timeframes, from -0.40 (1 year) to -0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AVNV vs. YCS — Risk / Return Rank

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

AVNV
AVNV Risk / Return Rank: 7171
Overall Rank
AVNV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AVNV Sortino Ratio Rank: 7474
Sortino Ratio Rank
AVNV Omega Ratio Rank: 7676
Omega Ratio Rank
AVNV Calmar Ratio Rank: 6363
Calmar Ratio Rank
AVNV Martin Ratio Rank: 6666
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.

AVNV vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) 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.


AVNVYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.46

1.35

+0.11

Calmar ratioReturn relative to maximum drawdown

3.17

3.97

-0.80

Martin ratioReturn relative to average drawdown

12.29

12.40

-0.10

AVNV vs. YCS - Sharpe Ratio Comparison

The current AVNV Sharpe Ratio is 2.55, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of AVNV 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


AVNVYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

1.92

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.33

+1.26

Drawdowns

AVNV vs. YCS - Drawdown Comparison

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for AVNV and YCS.


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Drawdown Indicators


AVNVYCSDifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-49.56%

+35.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-8.30%

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-1.01%

0.00%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.50%

-19.93%

+17.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.66%

+0.34%

Volatility

AVNV vs. YCS - Volatility Comparison

Avantis All International Markets Value ETF (AVNV) has a higher volatility of 4.81% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that AVNV'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


AVNVYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

2.75%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

12.32%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

17.27%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

21.10%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

19.01%

-4.23%

AVNV vs. YCS - Expense Ratio Comparison

AVNV has a 0.34% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

AVNV vs. YCS - Dividend Comparison

AVNV's dividend yield for the trailing twelve months is around 2.86%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023
AVNV
Avantis All International Markets Value ETF
2.86%3.14%3.51%1.64%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVNV and YCS have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVNV has higher volatility (4.81%) compared to YCS (2.75%). In terms of maximum drawdown, AVNV dropped -13.89% vs YCS's -49.56%.

On 1-year performance, AVNV leads with 36.83% vs 32.82% for YCS. On fees, AVNV is cheaper at 0.34% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVNV has performed better with a 36.83% return vs 32.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVNV is cheaper with a 0.34% expense ratio, compared with 1.00% for YCS.

AVNV has the higher dividend yield at 2.86%, compared with 0.00% for YCS.

AVNV is categorized as Foreign Large Cap Equities, while YCS is Leveraged Currency. They also come from different issuers: Avantis and ProShares. Their fees differ too: 0.34% for AVNV and 1.00% for YCS.

AVNV currently has the higher Sharpe Ratio (2.55 vs 1.92), 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

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