PortfoliosLab logoPortfoliosLab logo
BITQ vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITQ vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Crypto Industry Innovators ETF (BITQ) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BITQ achieves a 34.62% return, which is significantly higher than YCS's 9.63% return.


BITQ

1D
-2.61%
1M
0.04%
YTD
34.62%
6M
25.61%
1Y
49.39%
3Y*
53.03%
5Y*
4.41%
10Y*

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITQ vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITQ
Bitwise Crypto Industry Innovators ETF
34.62%18.00%46.97%246.83%-83.86%-11.98%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%11.02%

Correlation

The correlation between BITQ and YCS is -0.15, 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

-0.15

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

-0.05

The correlation between BITQ and YCS shifts across timeframes, from -0.15 (1 year) to -0.04 (3 years), reflecting how their relationship changes across market environments.

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

BITQ vs. YCS — Risk / Return Rank

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

BITQ
BITQ Risk / Return Rank: 2525
Overall Rank
BITQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BITQ Sortino Ratio Rank: 2828
Sortino Ratio Rank
BITQ Omega Ratio Rank: 2525
Omega Ratio Rank
BITQ Calmar Ratio Rank: 2424
Calmar Ratio Rank
BITQ Martin Ratio Rank: 2020
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

BITQ vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Crypto Industry Innovators ETF (BITQ) 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.


BITQYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

1.10

3.78

-2.68

Martin ratioReturn relative to average drawdown

2.30

11.93

-9.63

BITQ vs. YCS - Sharpe Ratio Comparison

The current BITQ Sharpe Ratio is 0.87, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BITQ 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.


Loading charts...

Drawdowns

BITQ vs. YCS - Drawdown Comparison

The maximum BITQ drawdown since its inception was -90.32%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BITQ and YCS.


Loading charts...

Drawdown Indicators


BITQYCSDifference

Max Drawdown

Largest peak-to-trough decline

-90.32%

-49.56%

-40.76%

Max Drawdown (1Y)

Largest decline over 1 year

-44.99%

-8.30%

-36.69%

Max Drawdown (3Y)

Largest decline over 3 years

-51.22%

-23.05%

-28.17%

Max Drawdown (5Y)

Largest decline over 5 years

-90.32%

-27.32%

-63.00%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-17.24%

-0.14%

-17.10%

Average Drawdown

Average peak-to-trough decline

-52.52%

-19.87%

-32.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.50%

2.65%

+18.85%

Volatility

BITQ vs. YCS - Volatility Comparison

Bitwise Crypto Industry Innovators ETF (BITQ) has a higher volatility of 16.45% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that BITQ'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.


Loading charts...

Volatility by Period


BITQYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.45%

2.25%

+14.20%

Volatility (6M)

Calculated over the trailing 6-month period

43.05%

12.19%

+30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

56.94%

16.93%

+40.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.32%

21.10%

+46.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.24%

18.82%

+48.42%

BITQ vs. YCS - Expense Ratio Comparison

BITQ has a 0.85% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BITQ vs. YCS - Dividend Comparison

Neither BITQ nor YCS has paid dividends to shareholders.


PositionTTM20252024202320222021
BITQ
Bitwise Crypto Industry Innovators ETF
0.00%0.00%0.90%1.51%0.00%3.12%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BITQ and YCS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITQ has higher volatility (16.45%) compared to YCS (2.25%). In terms of maximum drawdown, BITQ dropped -90.32% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 4.41% for BITQ. On fees, BITQ is cheaper at 0.85% per year. On volatility, YCS has been the lower-risk option at 2.25%. 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 23.52% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITQ is cheaper with a 0.85% expense ratio, compared with 1.00% for YCS.

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

BITQ is categorized as Blockchain, while YCS is Leveraged Currency. BITQ tracks Bitwise Crypto Innovators 30 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Bitwise and ProShares. Their fees differ too: 0.85% for BITQ and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 0.87), 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 BITQ 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