DFIS vs. YCS
DFIS (Dimensional International Small Cap ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DFIS is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). DFIS is actively managed, while YCS is passively managed. Over the past 3 years, DFIS returned 19.32%/yr vs 19.84%/yr for YCS. At a correlation of -0.32, they often move in opposite directions. DFIS charges 0.39%/yr vs 1.00%/yr for YCS.
Performance
DFIS vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, DFIS achieves a 10.27% return, which is significantly higher than YCS's 7.17% return.
DFIS
- 1D
- -1.12%
- 1M
- 2.92%
- YTD
- 10.27%
- 6M
- 13.97%
- 1Y
- 28.03%
- 3Y*
- 19.32%
- 5Y*
- —
- 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%
DFIS vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 10.27% | 37.49% | 3.80% | 15.19% | -12.94% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 14.18% |
Correlation
The correlation between DFIS and YCS is -0.43, 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 | -0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | -0.32 |
The correlation between DFIS and YCS shifts across timeframes, from -0.43 (1 year) to -0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFIS vs. YCS — Risk / Return Rank
DFIS
YCS
DFIS vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) 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.
| DFIS | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.97 | -1.71 |
| Martin ratioReturn relative to average drawdown | 8.73 | 12.40 | -3.66 |
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
| DFIS | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.92 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.33 | +0.34 |
Drawdowns
DFIS vs. YCS - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DFIS and YCS.
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Drawdown Indicators
| DFIS | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -49.56% | +22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -8.30% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -23.05% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -1.91% | 0.00% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -19.93% | +13.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.66% | +0.56% |
Volatility
DFIS vs. YCS - Volatility Comparison
Dimensional International Small Cap ETF (DFIS) has a higher volatility of 4.71% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that DFIS'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
| DFIS | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 2.75% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 12.32% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 17.27% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 21.10% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 19.01% | -1.69% |
DFIS vs. YCS - Expense Ratio Comparison
DFIS has a 0.39% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DFIS vs. YCS - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.02%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFIS and YCS have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIS has higher volatility (4.71%) compared to YCS (2.75%). In terms of maximum drawdown, DFIS dropped -27.23% vs YCS's -49.56%.
On 3-year performance, YCS leads with 19.84% vs 19.32% for DFIS. On fees, DFIS is cheaper at 0.39% 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 3-year period, YCS has performed better with a 19.84% return vs 19.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIS is cheaper with a 0.39% expense ratio, compared with 1.00% for YCS.
DFIS has the higher dividend yield at 2.02%, compared with 0.00% for YCS.
DFIS is categorized as Foreign Small & Mid Cap Equities, while YCS is Leveraged Currency. They also come from different issuers: Dimensional and ProShares. Their fees differ too: 0.39% for DFIS and 1.00% for YCS.
DFIS currently has the higher Sharpe Ratio (1.94 vs 1.92), 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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