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DBEU vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBEU vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Europe Hedged Equity Fund (DBEU) 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, DBEU achieves a 10.66% return, which is significantly higher than YCS's 9.63% return. Over the past 10 years, DBEU has underperformed YCS with an annualized return of 12.00%, while YCS has yielded a comparatively higher 13.62% annualized return.


DBEU

1D
-0.79%
1M
2.53%
YTD
10.66%
6M
11.19%
1Y
23.41%
3Y*
16.46%
5Y*
11.52%
10Y*
12.00%

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)

DBEU vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
10.66%22.18%9.17%17.43%-6.25%23.99%-1.42%27.32%-8.49%14.60%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between DBEU and YCS is -0.18, 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

-0.18

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

-0.03

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.23

The correlation between DBEU and YCS shifts across timeframes, from -0.18 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBEU vs. YCS — Risk / Return Rank

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

DBEU
DBEU Risk / Return Rank: 5656
Overall Rank
DBEU Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBEU Omega Ratio Rank: 5555
Omega Ratio Rank
DBEU Calmar Ratio Rank: 5252
Calmar Ratio Rank
DBEU Martin Ratio Rank: 5858
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.

DBEU vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) 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.


DBEUYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.40

3.78

-1.38

Martin ratioReturn relative to average drawdown

9.76

11.93

-2.16

DBEU vs. YCS - Sharpe Ratio Comparison

The current DBEU Sharpe Ratio is 1.81, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of DBEU 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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Drawdowns

DBEU vs. YCS - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DBEU and YCS.


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Drawdown Indicators


DBEUYCSDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-49.56%

+15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-8.30%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-23.05%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-27.32%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-27.32%

-7.18%

Current Drawdown

Current decline from peak

-0.79%

-0.14%

-0.65%

Average Drawdown

Average peak-to-trough decline

-4.43%

-19.87%

+15.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.65%

-0.25%

Volatility

DBEU vs. YCS - Volatility Comparison

Xtrackers MSCI Europe Hedged Equity Fund (DBEU) has a higher volatility of 4.00% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that DBEU'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


DBEUYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

2.25%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

12.19%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

16.93%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

21.10%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

18.82%

-2.55%

DBEU vs. YCS - Expense Ratio Comparison

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


Dividends

DBEU vs. YCS - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 1.43%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
1.43%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBEU and YCS have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBEU has higher volatility (4.00%) compared to YCS (2.25%). In terms of maximum drawdown, DBEU dropped -34.50% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.62% vs 12.00% for DBEU. On fees, DBEU is cheaper at 0.45% 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 10-year period, YCS has performed better with a 13.62% return vs 12.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DBEU has the higher dividend yield at 1.43%, compared with 0.00% for YCS.

DBEU is categorized as Europe Equities, while YCS is Leveraged Currency. DBEU tracks MSCI Europe US Dollar Hedged Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: DWS and ProShares. Their fees differ too: 0.45% for DBEU and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 1.81), 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 DBEU and YCS

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