BBHM vs. YCS

Last updated Jun 4, 2026

BBHM (BBH Select Mid Cap ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - BBHM is a Mid Cap Growth Equities fund tracking the Actively Managed, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. At a correlation of -0.20, they often move in opposite directions. BBHM charges 0.81%/yr vs 1.00%/yr for YCS.

Performance

BBHM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Mid Cap ETF (BBHM) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBHM achieves a 1.78% return, which is significantly lower than YCS's 7.17% return.

BBHM

• 1D: -0.35%
• 1M: -1.65%
• YTD: 1.78%
• 6M: -0.32%
• 1Y: —
• 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)

BBHM vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025
BBHM BBH Select Mid Cap ETF	1.78%	2.74%
YCS ProShares UltraShort Yen	7.17%	2.77%

Correlation

The correlation between BBHM and YCS is -0.20, 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 (All Time) Calculated using the full available price history since Nov 18, 2025	-0.20

Return for Risk

BBHM vs. YCS — Risk / Return Rank

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

YCS

YCS Risk / Return Rank: 61
YCS Sharpe Ratio Rank: 56
YCS Sortino Ratio Rank: 49
YCS Omega Ratio Rank: 56
YCS Calmar Ratio Rank: 78
YCS Martin Ratio Rank: 67

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.

BBHM vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BBHM	YCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
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	0.50	0.33	+0.17

Drawdowns

BBHM vs. YCS - Drawdown Comparison

The maximum BBHM drawdown since its inception was -9.78%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BBHM and YCS.

Drawdown Indicators

	BBHM	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-9.78%	-49.56%	+39.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
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	-5.28%	0.00%	-5.28%
Average Drawdown Average peak-to-trough decline	-2.71%	-19.93%	+17.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	BBHM	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.46%	17.27%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.46%	21.10%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	19.01%	-1.55%

BBHM vs. YCS - Expense Ratio Comparison

BBHM has a 0.81% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

BBHM vs. YCS - Dividend Comparison

Neither BBHM nor YCS has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BBHM and YCS in my portfolio?

BBHM and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BBHM or YCS?

On fees, BBHM is cheaper at 0.81% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBHM or YCS?

BBHM is cheaper with a 0.81% expense ratio, compared with 1.00% for YCS.

Which ETF pays a higher dividend yield, BBHM or YCS?

BBHM and YCS have nearly identical dividend yields, around 0.00%.

What is the main difference between BBHM and YCS?

BBHM is categorized as Mid Cap Growth Equities, while YCS is Leveraged Currency. BBHM tracks Actively Managed, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: BBH and ProShares. Their fees differ too: 0.81% for BBHM and 1.00% for YCS.