DFAI vs. YCS
DFAI (Dimensional International Core Equity Market ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DFAI is a Foreign Large Cap 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 10.24%/yr vs 22.90%/yr for YCS. Their -0.24 correlation means they have often moved in opposite directions in the past. DFAI charges 0.18%/yr vs 1.00%/yr for YCS.
Performance
DFAI vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFAI achieves a 12.47% return, which is significantly higher than YCS's 4.11% return.
DFAI
- 1D
- 0.40%
- 1M
- 1.66%
- 6M
- 6.44%
- YTD
- 12.47%
- 1Y
- 27.22%
- 3Y*
- 18.65%
- 5Y*
- 10.24%
- 10Y*
- —
- ALL TIME*
- 12.29%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $74.51M | $70.03M | $61.85M | |
| $2.37M | $2.29M | $1.56M |
DFAI vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 12.47% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 5.34% |
YCS ProShares UltraShort Yen | 4.11% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -1.85% |
Correlation
The correlation between DFAI and YCS is -0.39, 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. | -0.39 |
Correlation (3Y) Balances recent behavior with more history. | -0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | -0.24 |
The correlation between DFAI and YCS shifts across timeframes, from -0.39 (1 year) to -0.24 (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
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.
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.
| DFAI | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.53 | -0.03 |
| Martin ratioReturn relative to average drawdown | 9.83 | 9.53 | +0.30 |
Loading charts...
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.
Loading charts...
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% | -8.48% | -2.47% |
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 | -0.24% | -8.48% | +8.24% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -19.75% | +14.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.24% | +0.54% |
Volatility
DFAI vs. YCS - Volatility Comparison
The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 4.10%, while ProShares UltraShort Yen (YCS) has a volatility of 5.88%. This indicates that DFAI 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
| DFAI | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.88% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 11.84% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 16.43% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 21.21% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 18.61% | -2.92% |
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 2.29%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.29% | 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 -0.39, 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 DFAI (4.10%). In terms of maximum drawdown, DFAI dropped -27.44% vs YCS's -49.56%.
On 5-year performance, YCS leads with 22.90% vs 10.24% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, DFAI has been the lower-risk option at 4.10%. 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 22.90% return vs 10.24%. 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 2.29%, compared with 0.00% for YCS.
DFAI is categorized as Foreign Large Cap 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.
DFAI currently has the higher Sharpe Ratio (1.87 vs 1.31), 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 DFAI 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