BBYY vs. YCS
BBYY (GraniteShares YieldBOOST BABA ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). BBYY is actively managed, while YCS is passively managed. Their -0.17 correlation means they have often moved in opposite directions in the past. BBYY charges 1.07%/yr vs 1.00%/yr for YCS.
Performance
BBYY vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than YCS's 7.29% return.
BBYY
- 1D
- 0.30%
- 1M
- 6.10%
- 6M
- -25.86%
- YTD
- -19.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
YCS
- 1D
- -0.84%
- 1M
- -2.27%
- 6M
- 9.33%
- YTD
- 7.29%
- 1Y
- 25.05%
- 3Y*
- 17.34%
- 5Y*
- 23.55%
- 10Y*
- 13.76%
- ALL TIME*
- 6.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.27K | $28.01K | $35.00K | |
| $1.53M | $2.43M | $1.42M |
BBYY vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | -19.06% | -7.92% |
YCS ProShares UltraShort Yen | 7.29% | 9.86% |
Correlation
The correlation between BBYY and YCS is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025 | -0.17 |
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
BBYY vs. YCS — Risk / Return Rank
BBYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
YCS
BBYY vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) 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.
| BBYY | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 8.93 | — |
Loading charts...
Drawdowns
BBYY vs. YCS - Drawdown Comparison
The maximum BBYY drawdown since its inception was -33.11%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BBYY and YCS.
Loading charts...
Drawdown Indicators
| BBYY | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -49.56% | +16.45% |
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 DrawdownCurrent decline from peak | -27.74% | -5.68% | -22.06% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -19.75% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.64% | — |
Volatility
BBYY vs. YCS - Volatility Comparison
Loading charts...
Volatility by Period
| BBYY | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 16.85% | +6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 21.16% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 18.61% | +5.02% |
BBYY vs. YCS - Expense Ratio Comparison
BBYY has a 1.07% expense ratio, which is higher than YCS's 1.00% expense ratio.
Dividends
BBYY vs. YCS - Dividend Comparison
BBYY's dividend yield for the trailing twelve months is around 107.87%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | 107.87% | 21.98% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% |
Frequently Asked Questions
BBYY and YCS have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCS is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCS is cheaper with a 1.00% expense ratio, compared with 1.07% for BBYY.
BBYY has the higher dividend yield at 107.87%, compared with 0.00% for YCS.
BBYY is categorized as Derivative Income, while YCS is Leveraged Currency. They also come from different issuers: GraniteShares and ProShares. Their fees differ too: 1.07% for BBYY and 1.00% for YCS.
Find the right allocation for BBYY 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