DEUS vs. YCS
DEUS (Xtrackers Russell US Multifactor ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, DEUS returned 11.66%/yr vs 13.62%/yr for YCS. At a 0.09 correlation, their price movements are largely independent. DEUS charges 0.17%/yr vs 1.00%/yr for YCS.
Performance
DEUS vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, DEUS achieves a 11.57% return, which is significantly higher than YCS's 9.63% return. Over the past 10 years, DEUS has underperformed YCS with an annualized return of 11.66%, while YCS has yielded a comparatively higher 13.62% annualized return.
DEUS
- 1D
- -0.33%
- 1M
- 1.48%
- YTD
- 11.57%
- 6M
- 10.83%
- 1Y
- 18.59%
- 3Y*
- 15.98%
- 5Y*
- 9.71%
- 10Y*
- 11.66%
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%
DEUS vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 11.57% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 20.20% |
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 DEUS and YCS is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.09 |
The correlation between DEUS and YCS shifts across timeframes, from -0.21 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DEUS vs. YCS — Risk / Return Rank
DEUS
YCS
DEUS vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) 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.
| DEUS | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.78 | -1.05 |
| Martin ratioReturn relative to average drawdown | 10.35 | 11.93 | -1.58 |
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Drawdowns
DEUS vs. YCS - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DEUS and YCS.
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Drawdown Indicators
| DEUS | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -49.56% | +9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -8.30% | +1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -23.05% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -27.32% | +6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -27.32% | -13.15% |
Current DrawdownCurrent decline from peak | -1.12% | -0.14% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -19.87% | +15.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.65% | -0.85% |
Volatility
DEUS vs. YCS - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 3.20% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that DEUS'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
| DEUS | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 2.25% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 12.19% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 16.93% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 21.10% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.82% | -0.85% |
DEUS vs. YCS - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DEUS vs. YCS - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.43%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.43% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
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% |
Frequently Asked Questions
DEUS and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEUS has higher volatility (3.20%) compared to YCS (2.25%). In terms of maximum drawdown, DEUS dropped -40.47% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 11.66% for DEUS. On fees, DEUS is cheaper at 0.17% 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 11.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DEUS is cheaper with a 0.17% expense ratio, compared with 1.00% for YCS.
DEUS has the higher dividend yield at 1.43%, compared with 0.00% for YCS.
DEUS is categorized as Mid Cap Blend Equities, while YCS is Leveraged Currency. DEUS tracks Russell 1000 Comprehensive Factor Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Xtrackers and ProShares. Their fees differ too: 0.17% for DEUS and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs 1.67), 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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