CGDG vs. YCS
CGDG (Capital Group Dividend Growers ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - CGDG is a Global Equities fund actively managed by Capital Group, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). CGDG is actively managed, while YCS is passively managed. Over the past year, CGDG returned 15.66% vs 32.82% for YCS. At a correlation of -0.21, they often move in opposite directions. CGDG charges 0.47%/yr vs 1.00%/yr for YCS.
Performance
CGDG vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CGDG achieves a 4.98% return, which is significantly lower than YCS's 7.17% return.
CGDG
- 1D
- -0.45%
- 1M
- 1.00%
- YTD
- 4.98%
- 6M
- 5.58%
- 1Y
- 15.66%
- 3Y*
- —
- 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%
CGDG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGDG Capital Group Dividend Growers ETF | 4.98% | 22.74% | 11.52% | 9.54% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | -7.85% |
Correlation
The correlation between CGDG and YCS is -0.38, 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 | -0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023 | -0.21 |
The correlation between CGDG and YCS shifts across timeframes, from -0.38 (1 year) to -0.21 (all time), 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
CGDG vs. YCS — Risk / Return Rank
CGDG
YCS
CGDG vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Growers ETF (CGDG) 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.
| CGDG | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.97 | -1.93 |
| Martin ratioReturn relative to average drawdown | 7.88 | 12.40 | -4.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CGDG | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.92 | -0.44 |
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 | 1.53 | 0.33 | +1.20 |
Drawdowns
CGDG vs. YCS - Drawdown Comparison
The maximum CGDG drawdown since its inception was -10.52%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for CGDG and YCS.
Loading charts...
Drawdown Indicators
| CGDG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.52% | -49.56% | +39.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -8.30% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -1.41% | 0.00% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -19.93% | +18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.66% | -0.67% |
Volatility
CGDG vs. YCS - Volatility Comparison
Capital Group Dividend Growers ETF (CGDG) has a higher volatility of 3.24% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that CGDG'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
| CGDG | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.75% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 12.32% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 17.27% | -6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.16% | 21.10% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.16% | 19.01% | -6.85% |
CGDG vs. YCS - Expense Ratio Comparison
CGDG has a 0.47% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
CGDG vs. YCS - Dividend Comparison
CGDG's dividend yield for the trailing twelve months is around 1.88%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CGDG Capital Group Dividend Growers ETF | 1.88% | 1.95% | 2.15% | 0.39% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CGDG and YCS have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGDG has higher volatility (3.24%) compared to YCS (2.75%). In terms of maximum drawdown, CGDG dropped -10.52% vs YCS's -49.56%.
On 1-year performance, YCS leads with 32.82% vs 15.66% for CGDG. On fees, CGDG is cheaper at 0.47% 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 1-year period, YCS has performed better with a 32.82% return vs 15.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CGDG is cheaper with a 0.47% expense ratio, compared with 1.00% for YCS.
CGDG has the higher dividend yield at 1.88%, compared with 0.00% for YCS.
CGDG is categorized as Global Equities, while YCS is Leveraged Currency. They also come from different issuers: Capital Group and ProShares. Their fees differ too: 0.47% for CGDG and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 1.48), 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.
Find the right allocation for CGDG 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