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DJD vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DJD vs. YCS

Last updated Jun 3, 2026

DJD (Invesco Dow Jones Industrial Average Dividend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DJD is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average Yield Weight, 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 12.49%/yr vs 12.32%/yr for YCS. At a 0.10 correlation, their price movements are largely independent. DJD charges 0.07%/yr vs 1.00%/yr for YCS.

Performance

DJD vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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, DJD achieves a 11.48% return, which is significantly higher than YCS's 6.99% return. Both investments have delivered pretty close results over the past 10 years, with DJD having a 12.49% annualized return and YCS not far behind at 12.32%.

DJD

1D
0.46%
1M
4.40%
YTD
11.48%
6M
12.09%
1Y
25.31%
3Y*
18.07%
5Y*
10.42%
10Y*
12.49%

YCS

1D
0.03%
1M
4.27%
YTD
6.99%
6M
8.81%
1Y
35.19%
3Y*
19.77%
5Y*
23.16%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJD vs. YCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJD
Invesco Dow Jones Industrial Average Dividend ETF		11.48%15.83%13.66%9.41%-0.73%22.40%0.87%22.00%0.03%21.65%
YCS
ProShares UltraShort Yen		6.99%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 -0.24, 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

-0.24

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

-0.10

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

-0.06

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2015

0.10

The correlation between DJD and YCS shifts across timeframes, from -0.24 (1 year) to 0.10 (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.

Invesco Dow Jones Industrial Average Dividend ETF

ProShares UltraShort Yen

Often compared with DJD:
DJD vs. DIADJD vs. SCHDDJD vs. FDVVDJD vs. VOODJD vs. DDMDJD vs. VYMDJD vs. SCHV
Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY

Return for Risk

DJD vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJD
DJD Risk / Return Rank: 7777
Overall Rank
DJD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DJD Sortino Ratio Rank: 8383
Sortino Ratio Rank
DJD Omega Ratio Rank: 7272
Omega Ratio Rank
DJD Calmar Ratio Rank: 8383
Calmar Ratio Rank
DJD Martin Ratio Rank: 7070
Martin Ratio Rank
YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6060
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6666
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.

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.

DJDYCSDifference

Sharpe ratio

Return per unit of total volatility

2.49

2.05

+0.45

Sortino ratio

Return per unit of downside risk

3.76

2.59

+1.17

Omega ratio

Gain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratio

Return relative to maximum drawdown

4.51

3.95

+0.56

Martin ratio

Return relative to average drawdown

13.27

12.35

+0.92

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

DJD vs. YCS - Sharpe Ratio Comparison

The current DJD Sharpe Ratio is 2.49, which is comparable to the YCS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DJD 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

DJDYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.05

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.10

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.65

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.33

+0.42

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

DJDYCSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-3.75%

-19.94%

+16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.66%

-0.75%

Volatility

DJD vs. YCS - Volatility Comparison

The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 2.59%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. 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

DJDYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.75%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

12.36%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

17.38%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

21.11%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

19.02%

-2.37%

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 2.41%, while YCS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DJD
Invesco Dow Jones Industrial Average Dividend ETF		2.41%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 -0.24, 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 DJD (2.59%). In terms of maximum drawdown, DJD dropped -34.66% vs YCS's -49.56%.

On 10-year performance, DJD leads with 12.49% vs 12.32% for YCS. On fees, DJD is cheaper at 0.07% per year. On volatility, DJD has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DJD has performed better with a 12.49% return vs 12.32%. 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 2.41%, compared with 0.00% for YCS.

DJD is categorized as Large Cap Blend Equities, while YCS is Leveraged Currency. DJD tracks Dow Jones Industrial Average Yield Weight, 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 (2.49 vs 2.05), 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

Find the right allocation for DJD and YCS

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