EAOK vs. YCS
EAOK (iShares ESG Aware Conservative Allocation ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EAOK is a Diversified Portfolio fund tracking the BlackRock ESG Aware Conservative Allocation Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, EAOK returned 3.20%/yr vs 23.54%/yr for YCS. At a correlation of -0.34, they often move in opposite directions. EAOK charges 0.18%/yr vs 1.00%/yr for YCS.
Performance
EAOK vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, EAOK achieves a 3.85% return, which is significantly lower than YCS's 7.17% return.
EAOK
- 1D
- -0.39%
- 1M
- 1.83%
- YTD
- 3.85%
- 6M
- 3.87%
- 1Y
- 12.25%
- 3Y*
- 8.79%
- 5Y*
- 3.20%
- 10Y*
- —
YCS
- 1D
- 0.17%
- 1M
- 4.42%
- YTD
- 7.17%
- 6M
- 10.05%
- 1Y
- 32.82%
- 3Y*
- 19.84%
- 5Y*
- 23.54%
- 10Y*
- 12.34%
EAOK vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.85% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -7.56% |
Correlation
The correlation between EAOK and YCS is -0.47, 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 | -0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | -0.34 |
The correlation between EAOK and YCS shifts across timeframes, from -0.47 (1 year) to -0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EAOK vs. YCS — Risk / Return Rank
EAOK
YCS
EAOK vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) 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.
| EAOK | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.97 | -1.19 |
| Martin ratioReturn relative to average drawdown | 12.14 | 12.40 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAOK | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.92 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.12 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.33 | +0.32 |
Drawdowns
EAOK vs. YCS - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EAOK and YCS.
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Drawdown Indicators
| EAOK | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -49.56% | +29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -8.30% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -7.08% | -23.05% | +15.97% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -27.32% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -19.93% | +14.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.66% | -1.65% |
Volatility
EAOK vs. YCS - Volatility Comparison
The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 2.05%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. This indicates that EAOK 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
| EAOK | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.75% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 4.48% | 12.32% | -7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 17.27% | -11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 21.10% | -14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 19.01% | -12.18% |
EAOK vs. YCS - Expense Ratio Comparison
EAOK has a 0.18% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
EAOK vs. YCS - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.17%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.17% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOK and YCS have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (2.75%) compared to EAOK (2.05%). In terms of maximum drawdown, EAOK dropped -19.91% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs 3.20% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.05%. 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 23.54% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 1.00% for YCS.
EAOK has the higher dividend yield at 3.17%, compared with 0.00% for YCS.
EAOK is categorized as Diversified Portfolio, while YCS is Leveraged Currency. EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.18% for EAOK and 1.00% for YCS.
EAOK currently has the higher Sharpe Ratio (2.24 vs 1.92), 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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