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CAPE vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAPE vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Shiller CAPE ETN (CAPE) 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, CAPE achieves a -1.70% return, which is significantly lower than YCS's 7.17% return.


CAPE

1D
-0.48%
1M
-1.99%
YTD
-1.70%
6M
-1.38%
1Y
3.29%
3Y*
12.19%
5Y*
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)

CAPE vs. YCS - Yearly Performance Comparison


2026 (YTD)2025202420232022
CAPE
iPath Shiller CAPE ETN
-1.70%9.10%14.40%27.65%-15.28%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%13.62%

Correlation

The correlation between CAPE and YCS is -0.34, 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

-0.34

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

-0.12

Over the past year, the inverse relationship between CAPE and YCS has strengthened: their correlation has moved from -0.12 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CAPE vs. YCS — Risk / Return Rank

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

CAPE
CAPE Risk / Return Rank: 1313
Overall Rank
CAPE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CAPE Sortino Ratio Rank: 1212
Sortino Ratio Rank
CAPE Omega Ratio Rank: 1212
Omega Ratio Rank
CAPE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CAPE Martin Ratio Rank: 1515
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.

CAPE vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Shiller CAPE ETN (CAPE) 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.


CAPEYCSDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.29

Calmar ratioReturn relative to maximum drawdown

0.34

3.97

-3.63

Martin ratioReturn relative to average drawdown

1.24

12.40

-11.15

CAPE vs. YCS - Sharpe Ratio Comparison

The current CAPE Sharpe Ratio is 0.30, which is lower than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CAPE 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


CAPEYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.92

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.33

+0.09

Drawdowns

CAPE vs. YCS - Drawdown Comparison

The maximum CAPE drawdown since its inception was -22.07%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for CAPE and YCS.


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Drawdown Indicators


CAPEYCSDifference

Max Drawdown

Largest peak-to-trough decline

-22.07%

-49.56%

+27.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-8.30%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-23.05%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-4.83%

0.00%

-4.83%

Average Drawdown

Average peak-to-trough decline

-4.93%

-19.93%

+15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.66%

-0.01%

Volatility

CAPE vs. YCS - Volatility Comparison

iPath Shiller CAPE ETN (CAPE) and ProShares UltraShort Yen (YCS) have volatilities of 2.63% and 2.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPEYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.75%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

12.32%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

17.27%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

21.10%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

19.01%

-2.08%

CAPE vs. YCS - Expense Ratio Comparison

CAPE has a 0.45% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

CAPE vs. YCS - Dividend Comparison

CAPE's dividend yield for the trailing twelve months is around 1.41%, while YCS has not paid dividends to shareholders.


PositionTTM2025202420232022
CAPE
iPath Shiller CAPE ETN
1.41%1.39%1.23%1.01%0.80%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CAPE and YCS have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.75%) compared to CAPE (2.63%). In terms of maximum drawdown, CAPE dropped -22.07% vs YCS's -49.56%.

On 3-year performance, YCS leads with 19.84% vs 12.19% for CAPE. On fees, CAPE is cheaper at 0.45% per year. On volatility, CAPE has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, YCS has performed better with a 19.84% return vs 12.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CAPE is cheaper with a 0.45% expense ratio, compared with 1.00% for YCS.

CAPE has the higher dividend yield at 1.41%, compared with 0.00% for YCS.

CAPE is categorized as Global Equities, while YCS is Leveraged Currency. CAPE tracks Shiller Barclays CAPE US Core Sector Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Barclays Capital and ProShares. Their fees differ too: 0.45% for CAPE and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 0.30), 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 CAPE and YCS

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