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

Performance

CRTC vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US National Critical Technologies ETF (CRTC) 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, CRTC achieves a 9.47% return, which is significantly higher than YCS's 4.11% return.


CRTC

1D
2.36%
1M
3.10%
6M
7.08%
YTD
9.47%
1Y
17.24%
3Y*
5Y*
10Y*
ALL TIME*
20.10%

YCS

1D
-2.97%
1M
-5.17%
6M
5.08%
YTD
4.11%
1Y
21.34%
3Y*
16.96%
5Y*
22.90%
10Y*
13.21%
ALL TIME*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$249.56K$623.71K$501.58K
$2.37M$2.29M$1.56M

CRTC vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023
CRTC
Xtrackers US National Critical Technologies ETF
9.47%18.69%18.05%7.16%
YCS
ProShares UltraShort Yen
4.11%9.04%35.41%-12.06%

Correlation

The correlation between CRTC and YCS is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2023

-0.04

The correlation between CRTC and YCS shifts across timeframes, from -0.23 (1 year) to -0.04 (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

CRTC vs. YCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRTC
CRTC Risk / Return Rank: 4747
Overall Rank
CRTC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CRTC Sortino Ratio Rank: 4545
Sortino Ratio Rank
CRTC Omega Ratio Rank: 4444
Omega Ratio Rank
CRTC Calmar Ratio Rank: 5050
Calmar Ratio Rank
CRTC Martin Ratio Rank: 5050
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 5959
Overall Rank
YCS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4545
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7070
Calmar Ratio Rank
YCS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRTC vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US National Critical Technologies ETF (CRTC) 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.


CRTCYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.91

2.53

-0.61

Martin ratioReturn relative to average drawdown

6.01

9.53

-3.52

CRTC vs. YCS - Sharpe Ratio Comparison

The current CRTC Sharpe Ratio is 1.24, which is comparable to the YCS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CRTC 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

CRTC vs. YCS - Drawdown Comparison

The maximum CRTC drawdown since its inception was -19.07%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for CRTC and YCS.


Loading charts...

Drawdown Indicators


CRTCYCSDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-49.56%

+30.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-8.48%

-0.57%

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 Drawdown

Current decline from peak

-0.47%

-8.48%

+8.01%

Average Drawdown

Average peak-to-trough decline

-2.23%

-19.75%

+17.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.24%

+0.64%

Volatility

CRTC vs. YCS - Volatility Comparison

The current volatility for Xtrackers US National Critical Technologies ETF (CRTC) is 4.30%, while ProShares UltraShort Yen (YCS) has a volatility of 5.88%. This indicates that CRTC experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRTCYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.88%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

11.84%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

16.43%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

21.21%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

18.61%

-2.79%

CRTC vs. YCS - Expense Ratio Comparison

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


Dividends

CRTC vs. YCS - Dividend Comparison

CRTC's dividend yield for the trailing twelve months is around 0.87%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023
CRTC
Xtrackers US National Critical Technologies ETF
0.87%1.03%1.13%0.16%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRTC 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.

YCS has higher volatility (5.88%) compared to CRTC (4.30%). In terms of maximum drawdown, CRTC dropped -19.07% vs YCS's -49.56%.

On 1-year performance, YCS leads with 21.34% vs 17.24% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 4.30%. 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 21.34% return vs 17.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

CRTC has the higher dividend yield at 0.87%, compared with 0.00% for YCS.

CRTC is categorized as Technology Equities, while YCS is Leveraged Currency. CRTC tracks Solactive Whitney U.S. Critical Technologies Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Xtrackers and ProShares. Their fees differ too: 0.35% for CRTC and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.31 vs 1.24), 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 CRTC 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