DYTA vs. YCS
DYTA (SGI Dynamic Tactical ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - DYTA is a Global Allocation fund actively managed by Summit Global Investments, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). DYTA is actively managed, while YCS is passively managed. Over the past 3 years, DYTA returned 11.22%/yr vs 16.96%/yr for YCS. Their -0.08 correlation means they have often moved in opposite directions in the past. DYTA charges 1.04%/yr vs 1.00%/yr for YCS.
Performance
DYTA vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, DYTA achieves a 7.76% return, which is significantly higher than YCS's 4.11% return.
DYTA
- 1D
- 0.56%
- 1M
- 0.31%
- 6M
- 6.68%
- YTD
- 7.76%
- 1Y
- 13.81%
- 3Y*
- 11.22%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.15%
YCS
- 1D
- -2.97%
- 1M
- -5.17%
- 6M
- 5.08%
- YTD
- 4.11%
- 1Y
- 21.34%
- 3Y*
- 16.96%
- 5Y*
- 22.90%
- 10Y*
- 13.21%
- ALL TIME*
- 6.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $316.91K | $305.22K | $290.72K | |
| $2.37M | $2.29M | $1.56M |
DYTA vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DYTA SGI Dynamic Tactical ETF | 7.76% | 6.95% | 13.59% | 8.81% |
YCS ProShares UltraShort Yen | 4.11% | 9.04% | 35.41% | 23.21% |
Correlation
The correlation between DYTA and YCS is -0.22, 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. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | -0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2023 | -0.08 |
The correlation between DYTA and YCS shifts across timeframes, from -0.22 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DYTA vs. YCS — Risk / Return Rank
DYTA
YCS
DYTA vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.
| DYTA | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.53 | -1.04 |
| Martin ratioReturn relative to average drawdown | 7.28 | 9.53 | -2.25 |
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Drawdowns
DYTA vs. YCS - Drawdown Comparison
The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for DYTA and YCS.
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Drawdown Indicators
| DYTA | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.41% | -49.56% | +40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -8.48% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -9.41% | -23.05% | +13.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -1.11% | -8.48% | +7.37% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -19.75% | +17.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.24% | -0.34% |
Volatility
DYTA vs. YCS - Volatility Comparison
The current volatility for SGI Dynamic Tactical ETF (DYTA) is 3.11%, while ProShares UltraShort Yen (YCS) has a volatility of 5.88%. This indicates that DYTA 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
| DYTA | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 5.88% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 11.84% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 16.43% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 21.21% | -10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.91% | 18.61% | -7.70% |
DYTA vs. YCS - Expense Ratio Comparison
DYTA has a 1.04% expense ratio, which is higher than YCS's 1.00% expense ratio.
Dividends
DYTA vs. YCS - Dividend Comparison
DYTA's dividend yield for the trailing twelve months is around 1.52%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DYTA SGI Dynamic Tactical ETF | 1.52% | 1.64% | 10.80% | 0.89% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DYTA and YCS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.88%) compared to DYTA (3.11%). In terms of maximum drawdown, DYTA dropped -9.41% vs YCS's -49.56%.
On 3-year performance, YCS leads with 16.96% vs 11.22% for DYTA. On fees, YCS is cheaper at 1.00% per year. On volatility, DYTA has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, YCS has performed better with a 16.96% return vs 11.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YCS is cheaper with a 1.00% expense ratio, compared with 1.04% for DYTA.
DYTA has the higher dividend yield at 1.52%, compared with 0.00% for YCS.
DYTA is categorized as Global Allocation, while YCS is Leveraged Currency. They also come from different issuers: Summit Global Investments and ProShares. Their fees differ too: 1.04% for DYTA and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.31 vs 1.28), 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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