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DLS vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLS vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International SmallCap Dividend Fund (DLS) 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, DLS achieves a 10.39% return, which is significantly higher than YCS's 5.40% return. Over the past 10 years, DLS has underperformed YCS with an annualized return of 8.02%, while YCS has yielded a comparatively higher 13.35% annualized return.


DLS

1D
0.41%
1M
2.29%
6M
4.30%
YTD
10.39%
1Y
19.04%
3Y*
17.79%
5Y*
7.44%
10Y*
8.02%
ALL TIME*
6.53%

YCS

1D
-0.02%
1M
-4.94%
6M
4.42%
YTD
5.40%
1Y
22.68%
3Y*
17.44%
5Y*
22.89%
10Y*
13.35%
ALL TIME*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.62M$1.37M$1.52M
$2.59M$2.15M$1.60M

DLS vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLS
WisdomTree International SmallCap Dividend Fund
10.39%34.11%3.06%15.33%-17.31%11.71%-1.28%22.20%-18.95%31.83%
YCS
ProShares UltraShort Yen
5.40%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between DLS and YCS is -0.42, 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.

-0.42

Correlation (3Y)
Balances recent behavior with more history.

-0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.14

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.00

Over the past year, the inverse relationship between DLS and YCS has strengthened: their correlation has moved from -0.00 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DLS vs. YCS — Risk / Return Rank

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

DLS
DLS Risk / Return Rank: 4646
Overall Rank
DLS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DLS Sortino Ratio Rank: 4848
Sortino Ratio Rank
DLS Omega Ratio Rank: 4848
Omega Ratio Rank
DLS Calmar Ratio Rank: 4343
Calmar Ratio Rank
DLS Martin Ratio Rank: 4646
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 5656
Overall Rank
YCS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4343
Sortino Ratio Rank
YCS Omega Ratio Rank: 5252
Omega Ratio Rank
YCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
YCS Martin Ratio Rank: 7070
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.

DLS vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend Fund (DLS) 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.


DLSYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

1.73

2.69

-0.95

Martin ratioReturn relative to average drawdown

5.85

9.73

-3.88

DLS vs. YCS - Sharpe Ratio Comparison

The current DLS Sharpe Ratio is 1.38, which is comparable to the YCS Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DLS 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

DLS vs. YCS - Drawdown Comparison

The maximum DLS drawdown since its inception was -63.13%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DLS and YCS.


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Drawdown Indicators


DLSYCSDifference

Max Drawdown

Largest peak-to-trough decline

-63.13%

-49.56%

-13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-8.48%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-23.05%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.22%

-27.32%

-4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

-27.32%

-17.45%

Current Drawdown

Current decline from peak

0.00%

-7.34%

+7.34%

Average Drawdown

Average peak-to-trough decline

-13.56%

-19.75%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.34%

+0.92%

Volatility

DLS vs. YCS - Volatility Comparison

The current volatility for WisdomTree International SmallCap Dividend Fund (DLS) is 3.96%, while ProShares UltraShort Yen (YCS) has a volatility of 5.95%. This indicates that DLS 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


DLSYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

5.95%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

11.87%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

16.43%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

21.21%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

18.61%

-2.23%

DLS vs. YCS - Expense Ratio Comparison

DLS has a 0.58% expense ratio, which is lower than YCS's 0.95% expense ratio.


Dividends

DLS vs. YCS - Dividend Comparison

DLS's dividend yield for the trailing twelve months is around 3.45%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DLS
WisdomTree International SmallCap Dividend Fund
3.45%3.87%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%
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


DLS and YCS have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (5.95%) compared to DLS (3.96%). In terms of maximum drawdown, DLS dropped -63.13% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.35% vs 8.02% for DLS. On fees, DLS is cheaper at 0.58% per year. On volatility, DLS has been the lower-risk option at 3.96%. 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 13.35% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DLS is cheaper with a 0.58% expense ratio, compared with 0.95% for YCS.

DLS has the higher dividend yield at 3.45%, compared with 0.00% for YCS.

DLS is categorized as Foreign Small & Mid Cap Equities, while YCS is Leveraged Currency. DLS tracks WisdomTree International SmallCap Dividend Index, while YCS tracks JPY/USD 4:00 p.m. ET Cross Rate. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.58% for DLS and 0.95% for YCS.

YCS currently has the higher Sharpe Ratio (1.39 vs 1.38), 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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