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DFAI vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFAI vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Market ETF (DFAI) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020
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.

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Return for Risk

DFAI vs. YCS — Risk / Return Rank

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

DFAI
DFAI Risk / Return Rank: 7777
Overall Rank
DFAI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DFAI Sortino Ratio Rank: 7979
Sortino Ratio Rank
DFAI Omega Ratio Rank: 7878
Omega Ratio Rank
DFAI Calmar Ratio Rank: 7070
Calmar Ratio Rank
DFAI Martin Ratio Rank: 7676
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.

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.


DFAIYCSDifference
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

DFAI vs. YCS - Sharpe Ratio Comparison

The current DFAI Sharpe Ratio is 1.87, which is higher than the YCS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DFAI 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

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


DFAIYCSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.24%

-8.48%

+8.24%

Average Drawdown

Average peak-to-trough decline

-5.01%

-19.75%

+14.74%

Ulcer Index

Depth 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.


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Volatility by Period


DFAIYCSDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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