DFAI vs. YCS
DFAI (Dimensional International Core Equity Market ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DFAI is a Global Equities fund actively managed by Dimensional, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). DFAI is actively managed, while YCS is passively managed. Over the past 5 years, DFAI returned 9.36%/yr vs 23.54%/yr for YCS. At a correlation of -0.24, they often move in opposite directions. DFAI charges 0.18%/yr vs 1.00%/yr for YCS.
Performance
DFAI vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, DFAI achieves a 9.16% return, which is significantly higher than YCS's 7.17% return.
DFAI
- 1D
- -0.84%
- 1M
- 2.67%
- YTD
- 9.16%
- 6M
- 11.79%
- 1Y
- 24.65%
- 3Y*
- 18.12%
- 5Y*
- 9.36%
- 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%
DFAI vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 9.16% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -1.19% |
Correlation
The correlation between DFAI and YCS is -0.44, 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 | -0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2020 | -0.24 |
The correlation between DFAI and YCS shifts across timeframes, from -0.44 (1 year) to -0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFAI vs. YCS — Risk / Return Rank
DFAI
YCS
DFAI vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) 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.
| DFAI | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.97 | -1.71 |
| Martin ratioReturn relative to average drawdown | 8.87 | 12.40 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAI | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.92 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.12 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.33 | +0.45 |
Drawdowns
DFAI vs. YCS - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DFAI and YCS.
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Drawdown Indicators
| DFAI | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -49.56% | +22.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -8.30% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -23.05% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -27.32% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -1.61% | 0.00% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -19.93% | +14.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.66% | +0.13% |
Volatility
DFAI vs. YCS - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) has a higher volatility of 4.45% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that DFAI'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
| DFAI | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 2.75% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 12.32% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 17.27% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 21.10% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 19.01% | -3.31% |
DFAI vs. YCS - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DFAI vs. YCS - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.26%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.26% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFAI and YCS have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFAI has higher volatility (4.45%) compared to YCS (2.75%). In terms of maximum drawdown, DFAI dropped -27.44% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs 9.36% for DFAI. On fees, DFAI is cheaper at 0.18% 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 5-year period, YCS has performed better with a 23.54% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAI is cheaper with a 0.18% expense ratio, compared with 1.00% for YCS.
DFAI has the higher dividend yield at 2.26%, compared with 0.00% for YCS.
DFAI is categorized as Global Equities, while YCS is Leveraged Currency. They also come from different issuers: Dimensional and ProShares. Their fees differ too: 0.18% for DFAI and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 1.76), 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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