DTEC vs. YCS
DTEC (ALPS Disruptive Technologies ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DTEC is a Technology Equities fund tracking the Indxx Disruptive Technologies Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, DTEC returned -0.42%/yr vs 23.50%/yr for YCS. At a 0.01 correlation, their price movements are largely independent. DTEC charges 0.50%/yr vs 1.00%/yr for YCS.
Performance
DTEC vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTEC achieves a -4.12% return, which is significantly lower than YCS's 9.78% return.
DTEC
- 1D
- -1.06%
- 1M
- -4.41%
- YTD
- -4.12%
- 6M
- -6.02%
- 1Y
- -0.73%
- 3Y*
- 7.23%
- 5Y*
- -0.42%
- 10Y*
- —
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%
DTEC vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEC ALPS Disruptive Technologies ETF | -4.12% | 7.21% | 9.89% | 25.03% | -31.29% | 4.89% | 44.12% | 35.44% | -4.96% | 0.04% |
YCS ProShares UltraShort Yen | 9.78% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -0.25% |
Correlation
The correlation between DTEC and YCS is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017 | 0.01 |
The correlation between DTEC and YCS shifts across timeframes, from -0.20 (1 year) to 0.01 (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.
Return for Risk
DTEC vs. YCS — Risk / Return Rank
DTEC
YCS
DTEC vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) 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.
| DTEC | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.35 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.79 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.08 | 11.86 | -11.94 |
Loading charts...
Drawdowns
DTEC vs. YCS - Drawdown Comparison
The maximum DTEC drawdown since its inception was -42.00%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DTEC and YCS.
Loading charts...
Drawdown Indicators
| DTEC | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.00% | -49.56% | +7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -8.30% | -12.01% |
Max Drawdown (3Y)Largest decline over 3 years | -21.47% | -23.05% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -42.00% | -27.32% | -14.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -11.68% | 0.00% | -11.68% |
Average DrawdownAverage peak-to-trough decline | -13.28% | -19.88% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 2.65% | +6.30% |
Volatility
DTEC vs. YCS - Volatility Comparison
ALPS Disruptive Technologies ETF (DTEC) has a higher volatility of 8.05% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that DTEC'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.
Loading charts...
Volatility by Period
| DTEC | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 2.22% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 12.19% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 16.96% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.16% | 21.10% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 18.96% | +3.93% |
DTEC vs. YCS - Expense Ratio Comparison
DTEC has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
DTEC vs. YCS - Dividend Comparison
DTEC's dividend yield for the trailing twelve months is around 0.04%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DTEC ALPS Disruptive Technologies ETF | 0.04% | 0.04% | 0.45% | 0.27% | 0.02% | 0.26% | 0.37% | 0.43% | 0.33% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTEC and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEC has higher volatility (8.05%) compared to YCS (2.22%). In terms of maximum drawdown, DTEC dropped -42.00% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.50% vs -0.42% for DTEC. On fees, DTEC is cheaper at 0.50% 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 5-year period, YCS has performed better with a 23.50% return vs -0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DTEC is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.
DTEC has the higher dividend yield at 0.04%, compared with 0.00% for YCS.
DTEC is categorized as Technology Equities, while YCS is Leveraged Currency. DTEC tracks Indxx Disruptive Technologies Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: SS&C and ProShares. Their fees differ too: 0.50% for DTEC and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs -0.04), 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.
Find the right allocation for DTEC and YCS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer