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BETZ vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BETZ vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Sports Betting & iGaming ETF (BETZ) 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, BETZ achieves a -9.29% return, which is significantly lower than YCS's 6.99% return.


BETZ

1D
-0.47%
1M
-1.76%
YTD
-9.29%
6M
-6.63%
1Y
-5.17%
3Y*
5.35%
5Y*
-8.45%
10Y*

YCS

1D
0.03%
1M
4.27%
YTD
6.99%
6M
8.81%
1Y
35.19%
3Y*
19.77%
5Y*
23.16%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETZ vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BETZ
Roundhill Sports Betting & iGaming ETF
-9.29%15.75%10.22%21.17%-42.02%-3.91%60.54%
YCS
ProShares UltraShort Yen
6.99%9.04%35.41%28.70%29.09%22.38%-11.16%

Correlation

The correlation between BETZ and YCS is -0.22, 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

-0.22

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

-0.13

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2020

-0.10

The correlation between BETZ and YCS shifts across timeframes, from -0.22 (1 year) to -0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BETZ vs. YCS — Risk / Return Rank

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

BETZ
BETZ Risk / Return Rank: 66
Overall Rank
BETZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BETZ Sortino Ratio Rank: 66
Sortino Ratio Rank
BETZ Omega Ratio Rank: 66
Omega Ratio Rank
BETZ Calmar Ratio Rank: 77
Calmar Ratio Rank
BETZ Martin Ratio Rank: 77
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6060
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6666
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.

BETZ vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Sports Betting & iGaming ETF (BETZ) 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.


BETZYCSDifference

Sharpe ratio

Return per unit of total volatility

-0.25

2.05

-2.30

Sortino ratio

Return per unit of downside risk

-0.22

2.59

-2.80

Omega ratio

Gain probability vs. loss probability

0.97

1.37

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.22

3.95

-4.17

Martin ratio

Return relative to average drawdown

-0.38

12.35

-12.73

BETZ vs. YCS - Sharpe Ratio Comparison

The current BETZ Sharpe Ratio is -0.25, which is lower than the YCS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BETZ 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


BETZYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.05

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

1.10

-1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.33

-0.19

Drawdowns

BETZ vs. YCS - Drawdown Comparison

The maximum BETZ drawdown since its inception was -60.82%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BETZ and YCS.


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Drawdown Indicators


BETZYCSDifference

Max Drawdown

Largest peak-to-trough decline

-60.82%

-49.56%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-29.20%

-8.30%

-20.90%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-23.05%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-60.35%

-27.32%

-33.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-38.64%

-0.04%

-38.60%

Average Drawdown

Average peak-to-trough decline

-33.81%

-19.94%

-13.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

2.66%

+14.27%

Volatility

BETZ vs. YCS - Volatility Comparison

Roundhill Sports Betting & iGaming ETF (BETZ) has a higher volatility of 5.46% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that BETZ'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


BETZYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

2.75%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

12.36%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

17.38%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

21.11%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.95%

19.02%

+8.93%

BETZ vs. YCS - Expense Ratio Comparison

BETZ has a 0.75% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BETZ vs. YCS - Dividend Comparison

BETZ's dividend yield for the trailing twelve months is around 5.04%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BETZ
Roundhill Sports Betting & iGaming ETF
5.04%4.57%0.86%0.00%0.66%0.00%0.28%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BETZ and YCS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BETZ has higher volatility (5.46%) compared to YCS (2.75%). In terms of maximum drawdown, BETZ dropped -60.82% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.16% vs -8.45% for BETZ. On fees, BETZ is cheaper at 0.75% 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 5-year period, YCS has performed better with a 23.16% return vs -8.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BETZ is cheaper with a 0.75% expense ratio, compared with 1.00% for YCS.

BETZ has the higher dividend yield at 5.04%, compared with 0.00% for YCS.

BETZ is categorized as Consumer Discretionary Equities, while YCS is Leveraged Currency. BETZ tracks Roundhill Sports Betting & iGaming Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Roundhill Investments and ProShares. Their fees differ too: 0.75% for BETZ and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (2.05 vs -0.25), 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 BETZ and YCS

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