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 JPY/USD 4:00 p.m. ET Cross Rate. Both are passively managed. Over the past 5 years, DTEC returned 0.77%/yr vs 22.89%/yr for YCS. Their 0.01 correlation means their historical movements had little consistent relationship. DTEC charges 0.50%/yr vs 0.95%/yr for YCS.
Performance
DTEC vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTEC achieves a 6.04% return, which is significantly higher than YCS's 5.40% return.
DTEC
- 1D
- -0.96%
- 1M
- 3.76%
- 6M
- 13.71%
- YTD
- 6.04%
- 1Y
- 6.26%
- 3Y*
- 10.48%
- 5Y*
- 0.77%
- 10Y*
- —
- ALL TIME*
- 8.94%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $210.44K | $219.67K | $309.99K | |
| $2.59M | $2.15M | $1.60M |
DTEC vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEC ALPS Disruptive Technologies ETF | 6.04% | 7.21% | 9.89% | 25.03% | -31.29% | 4.89% | 44.12% | 35.44% | -4.96% | 0.04% |
YCS ProShares UltraShort Yen | 5.40% | 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 -0.17, 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. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.10 |
Correlation (5Y) Shows whether the relationship held over a longer 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 -0.17 (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 | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.69 | -2.38 |
| Martin ratioReturn relative to average drawdown | 0.67 | 9.73 | -9.06 |
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% | -8.48% | -11.83% |
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 | -2.32% | -7.34% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -19.75% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.35% | 2.34% | +7.01% |
Volatility
DTEC vs. YCS - Volatility Comparison
ALPS Disruptive Technologies ETF (DTEC) and ProShares UltraShort Yen (YCS) have volatilities of 5.99% and 5.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 5.99% | 5.95% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 11.87% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 16.43% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 21.21% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.84% | 18.61% | +4.23% |
DTEC vs. YCS - Expense Ratio Comparison
DTEC has a 0.50% expense ratio, which is lower than YCS's 0.95% expense ratio.
Dividends
DTEC vs. YCS - Dividend Comparison
DTEC's dividend yield for the trailing twelve months is around 0.03%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DTEC ALPS Disruptive Technologies ETF | 0.03% | 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 -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEC has higher volatility (5.99%) compared to YCS (5.95%). In terms of maximum drawdown, DTEC dropped -42.00% vs YCS's -49.56%.
On 5-year performance, YCS leads with 22.89% vs 0.77% for DTEC. On fees, DTEC is cheaper at 0.50% per year. Their volatility is very similar. 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 22.89% return vs 0.77%. 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 0.95% for YCS.
DTEC has the higher dividend yield at 0.03%, 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 JPY/USD 4:00 p.m. ET Cross Rate. They also come from different issuers: SS&C and ProShares. Their fees differ too: 0.50% for DTEC and 0.95% for YCS.
YCS currently has the higher Sharpe Ratio (1.39 vs 0.33), 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