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DGRO vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRO vs. YCS

Last updated Jun 4, 2026

DGRO (iShares Core Dividend Growth ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, DGRO returned 13.30%/yr vs 12.34%/yr for YCS. At a 0.15 correlation, their price movements are largely independent. DGRO charges 0.08%/yr vs 1.00%/yr for YCS.

Performance

DGRO vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) 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, DGRO achieves a 8.76% return, which is significantly higher than YCS's 7.17% return. Over the past 10 years, DGRO has outperformed YCS with an annualized return of 13.30%, while YCS has yielded a comparatively lower 12.34% annualized return.

DGRO

1D
-0.28%
1M
3.14%
YTD
8.76%
6M
8.75%
1Y
22.54%
3Y*
16.99%
5Y*
10.54%
10Y*
13.30%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. YCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DGRO
iShares Core Dividend Growth ETF		8.76%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%
YCS
ProShares UltraShort Yen		7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between DGRO and YCS is -0.22, 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

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.15

The correlation between DGRO and YCS shifts across timeframes, from -0.22 (1 year) to 0.15 (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.

iShares Core Dividend Growth ETF

ProShares UltraShort Yen

Often compared with DGRO:
DGRO vs. SCHDDGRO vs. VIGDGRO vs. VYMDGRO vs. VOODGRO vs. DGRWDGRO vs. DIVODGRO vs. HDV
Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY

Return for Risk

DGRO vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
Martin Ratio Rank
YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRO vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) 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.

DGROYCSDifference
Sharpe ratioReturn per unit of total volatility
2.39
1.92

+0.47

Sortino ratioReturn per unit of downside risk
3.49
2.44

+1.05

Omega ratioGain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratioReturn relative to maximum drawdown

3.50

3.97

-0.47

Martin ratioReturn relative to average drawdown

13.52

12.40

+1.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRO vs. YCS - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.39, which is comparable to the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DGRO 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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Sharpe Ratios by Period

DGROYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.92

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.12

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.65

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.33

+0.43

Drawdowns

DGRO vs. YCS - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DGRO and YCS.

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Drawdown Indicators

DGROYCSDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-49.56%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-8.30%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-23.05%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-27.32%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-27.32%

-7.78%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-3.44%

-19.93%

+16.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.66%

-0.99%

Volatility

DGRO vs. YCS - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.21%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. This indicates that DGRO 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

DGROYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

2.75%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

6.91%

12.32%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.48%

17.27%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

21.10%

-7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

19.01%

-2.39%

DGRO vs. YCS - Expense Ratio Comparison

DGRO has a 0.08% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

DGRO vs. YCS - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.96%, while YCS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF		1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
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%0.00%

Frequently Asked Questions

DGRO and YCS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.75%) compared to DGRO (2.21%). In terms of maximum drawdown, DGRO dropped -35.10% vs YCS's -49.56%.

On 10-year performance, DGRO leads with 13.30% vs 12.34% for YCS. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGRO has performed better with a 13.30% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRO is cheaper with a 0.08% expense ratio, compared with 1.00% for YCS.

DGRO has the higher dividend yield at 1.96%, compared with 0.00% for YCS.

DGRO is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. DGRO tracks Morningstar US Dividend Growth Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.08% for DGRO and 1.00% for YCS.

DGRO currently has the higher Sharpe Ratio (2.39 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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