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BIBL vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIBL vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) 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, BIBL achieves a 23.84% return, which is significantly higher than YCS's 7.17% return.


BIBL

1D
0.42%
1M
5.68%
YTD
23.84%
6M
22.77%
1Y
40.34%
3Y*
22.20%
5Y*
10.11%
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)

BIBL vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIBL
Inspire 100 ETF
23.84%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-1.20%

Correlation

The correlation between BIBL and YCS is -0.23, 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

-0.23

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

-0.08

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2017

0.04

The correlation between BIBL and YCS shifts across timeframes, from -0.23 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BIBL vs. YCS — Risk / Return Rank

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

BIBL
BIBL Risk / Return Rank: 8181
Overall Rank
BIBL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7575
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8888
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.

BIBL vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) 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.


BIBLYCSDifference

Sharpe ratio

Return per unit of total volatility

2.62

1.92

+0.70

Sortino ratio

Return per unit of downside risk

3.53

2.44

+1.08

Omega ratio

Gain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratio

Return relative to maximum drawdown

4.53

3.97

+0.56

Martin ratio

Return relative to average drawdown

19.63

12.40

+7.24

BIBL vs. YCS - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 2.62, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BIBL 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


BIBLYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.92

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.12

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.33

+0.30

Drawdowns

BIBL vs. YCS - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BIBL and YCS.


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Drawdown Indicators


BIBLYCSDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-49.56%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-8.30%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-20.60%

-23.05%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-27.32%

-3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.04%

-19.93%

+12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.66%

-0.60%

Volatility

BIBL vs. YCS - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 4.62% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that BIBL'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


BIBLYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

2.75%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

12.32%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

17.27%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

21.10%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

19.01%

+2.07%

BIBL vs. YCS - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BIBL vs. YCS - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.95%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIBL and YCS have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIBL has higher volatility (4.62%) compared to YCS (2.75%). In terms of maximum drawdown, BIBL dropped -36.12% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.54% vs 10.11% for BIBL. On fees, BIBL is cheaper at 0.35% 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 23.54% return vs 10.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 1.00% for YCS.

BIBL has the higher dividend yield at 0.95%, compared with 0.00% for YCS.

BIBL is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. BIBL tracks Inspire 100 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Inspire and ProShares. Their fees differ too: 0.35% for BIBL and 1.00% for YCS.

BIBL currently has the higher Sharpe Ratio (2.62 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

Find the right allocation for BIBL and YCS

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