DSI vs. YCS
DSI (iShares MSCI KLD 400 Social ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, DSI returned 15.68%/yr vs 13.63%/yr for YCS. At a 0.19 correlation, their price movements are largely independent. DSI charges 0.25%/yr vs 1.00%/yr for YCS.
Performance
DSI vs. YCS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DSI having a 10.16% return and YCS slightly lower at 9.78%. Over the past 10 years, DSI has outperformed YCS with an annualized return of 15.68%, while YCS has yielded a comparatively lower 13.63% annualized return.
DSI
- 1D
- -0.37%
- 1M
- 0.21%
- YTD
- 10.16%
- 6M
- 9.45%
- 1Y
- 28.02%
- 3Y*
- 20.99%
- 5Y*
- 12.85%
- 10Y*
- 15.68%
YCS
- 1D
- 0.40%
- 1M
- 3.71%
- YTD
- 9.78%
- 6M
- 9.63%
- 1Y
- 31.36%
- 3Y*
- 18.43%
- 5Y*
- 23.50%
- 10Y*
- 13.63%
DSI vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 10.16% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
YCS ProShares UltraShort Yen | 9.78% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between DSI and YCS is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.19 |
The correlation between DSI and YCS shifts across timeframes, from -0.18 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DSI vs. YCS — Risk / Return Rank
DSI
YCS
DSI vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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.
| DSI | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.79 | -1.25 |
| Martin ratioReturn relative to average drawdown | 10.51 | 11.86 | -1.35 |
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Drawdowns
DSI vs. YCS - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DSI and YCS.
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Drawdown Indicators
| DSI | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -49.56% | -4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -8.30% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -23.05% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -27.32% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | -27.32% | -6.78% |
Current DrawdownCurrent decline from peak | -2.01% | 0.00% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -19.88% | +12.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.65% | +0.02% |
Volatility
DSI vs. YCS - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.37% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that DSI'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
| DSI | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 2.22% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 12.19% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 16.96% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 21.10% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.77% | 18.96% | -0.19% |
DSI vs. YCS - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DSI vs. YCS - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.87%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.87% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
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
DSI and YCS have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSI has higher volatility (5.37%) compared to YCS (2.22%). In terms of maximum drawdown, DSI dropped -54.23% vs YCS's -49.56%.
On 10-year performance, DSI leads with 15.68% vs 13.63% for YCS. On fees, DSI is cheaper at 0.25% per year. On volatility, YCS has been the lower-risk option at 2.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DSI has performed better with a 15.68% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSI is cheaper with a 0.25% expense ratio, compared with 1.00% for YCS.
DSI has the higher dividend yield at 0.87%, compared with 0.00% for YCS.
DSI is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. DSI tracks MSCI KLD 400 Social Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.25% for DSI and 1.00% for YCS.
DSI currently has the higher Sharpe Ratio (2.05 vs 1.86), 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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