DJD vs. YCS
DJD (Invesco Dow Jones Industrial Average Dividend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DJD is a Large Cap Value Equities fund tracking the Dow Jones Industrial Average Yield Weighted Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, DJD returned 12.39%/yr vs 13.76%/yr for YCS. Their 0.10 correlation means their historical movements had little consistent relationship. DJD charges 0.07%/yr vs 1.00%/yr for YCS.
Performance
DJD vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, DJD achieves a 14.63% return, which is significantly higher than YCS's 7.29% return. Over the past 10 years, DJD has underperformed YCS with an annualized return of 12.39%, while YCS has yielded a comparatively higher 13.76% annualized return.
DJD
- 1D
- 0.09%
- 1M
- -0.05%
- 6M
- 9.67%
- YTD
- 14.63%
- 1Y
- 25.62%
- 3Y*
- 17.22%
- 5Y*
- 11.42%
- 10Y*
- 12.39%
- ALL TIME*
- 12.52%
YCS
- 1D
- -0.84%
- 1M
- -2.27%
- 6M
- 9.33%
- YTD
- 7.29%
- 1Y
- 25.05%
- 3Y*
- 17.34%
- 5Y*
- 23.55%
- 10Y*
- 13.76%
- ALL TIME*
- 6.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.54M | $2.87M | $2.55M | |
| $1.53M | $2.43M | $1.42M |
DJD vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 14.63% | 15.83% | 13.66% | 9.41% | -0.73% | 22.40% | 0.87% | 22.00% | 0.03% | 21.65% |
YCS ProShares UltraShort Yen | 7.29% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between DJD and YCS is -0.21, 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. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2015 | 0.10 |
The correlation between DJD and YCS shifts across timeframes, from -0.21 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJD vs. YCS — Risk / Return Rank
DJD
YCS
DJD vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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.
| DJD | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 2.35 | +2.13 |
| Martin ratioReturn relative to average drawdown | 13.25 | 8.93 | +4.32 |
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Drawdowns
DJD vs. YCS - Drawdown Comparison
The maximum DJD drawdown since its inception was -34.66%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DJD and YCS.
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Drawdown Indicators
| DJD | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -49.56% | +14.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -8.30% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | -23.05% | +10.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -27.32% | +7.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -27.32% | -7.34% |
Current DrawdownCurrent decline from peak | -1.36% | -5.68% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -19.75% | +16.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.64% | -0.74% |
Volatility
DJD vs. YCS - Volatility Comparison
The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 4.12%, while ProShares UltraShort Yen (YCS) has a volatility of 5.30%. This indicates that DJD 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
| DJD | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.30% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 11.65% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 16.85% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 21.16% | -7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.61% | -2.02% |
DJD vs. YCS - Expense Ratio Comparison
DJD has a 0.07% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DJD vs. YCS - Dividend Comparison
DJD's dividend yield for the trailing twelve months is around 2.42%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 2.42% | 2.62% | 3.00% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 2.75% | 2.46% | 0.08% |
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
DJD and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.30%) compared to DJD (4.12%). In terms of maximum drawdown, DJD dropped -34.66% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.76% vs 12.39% for DJD. On fees, DJD is cheaper at 0.07% per year. On volatility, DJD has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YCS has performed better with a 13.76% return vs 12.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJD is cheaper with a 0.07% expense ratio, compared with 1.00% for YCS.
DJD has the higher dividend yield at 2.42%, compared with 0.00% for YCS.
DJD is categorized as Large Cap Value Equities, while YCS is Leveraged Currency. DJD tracks Dow Jones Industrial Average Yield Weighted Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.07% for DJD and 1.00% for YCS.
DJD currently has the higher Sharpe Ratio (2.40 vs 1.16), 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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