BUG vs. YCS
BUG (Global X Cybersecurity ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - BUG is a Technology Equities fund tracking the Indxx Cybersecurity Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, BUG returned 6.86%/yr vs 23.54%/yr for YCS. At a correlation of -0.03, they often move in opposite directions. BUG charges 0.50%/yr vs 1.00%/yr for YCS.
Performance
BUG vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, BUG achieves a 20.72% return, which is significantly higher than YCS's 7.17% return.
BUG
- 1D
- -4.04%
- 1M
- 33.08%
- YTD
- 20.72%
- 6M
- 15.17%
- 1Y
- 2.89%
- 3Y*
- 15.82%
- 5Y*
- 6.86%
- 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%
BUG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 20.72% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.55% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 1.99% |
Correlation
The correlation between BUG and YCS is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2019 | -0.03 |
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Return for Risk
BUG vs. YCS — Risk / Return Rank
BUG
YCS
BUG vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) 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.
| BUG | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.35 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.97 | -3.89 |
| Martin ratioReturn relative to average drawdown | 0.16 | 12.40 | -12.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUG | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.92 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.12 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.33 | +0.16 |
Drawdowns
BUG vs. YCS - Drawdown Comparison
The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BUG and YCS.
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Drawdown Indicators
| BUG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -49.56% | +7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -37.69% | -8.30% | -29.39% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -23.05% | -14.64% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -27.32% | -14.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -4.62% | 0.00% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -14.42% | -19.93% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.36% | 2.66% | +15.70% |
Volatility
BUG vs. YCS - Volatility Comparison
Global X Cybersecurity ETF (BUG) has a higher volatility of 14.07% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that BUG'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
| BUG | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.07% | 2.75% | +11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 25.81% | 12.32% | +13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.78% | 17.27% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.47% | 21.10% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.33% | 19.01% | +10.32% |
BUG vs. YCS - Expense Ratio Comparison
BUG has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
BUG vs. YCS - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 0.03%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 0.03% | 0.04% | 0.09% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BUG and YCS have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUG has higher volatility (14.07%) compared to YCS (2.75%). In terms of maximum drawdown, BUG dropped -41.66% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs 6.86% for BUG. On fees, BUG is cheaper at 0.50% 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 6.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BUG is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.
BUG has the higher dividend yield at 0.03%, compared with 0.00% for YCS.
BUG is categorized as Technology Equities, while YCS is Leveraged Currency. BUG tracks Indxx Cybersecurity Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.50% for BUG and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 0.09), 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.
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