EBI vs. YCS

Last updated Aug 6, 2026

EBI (Longview Advantage ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EBI is a Large Cap Blend Equities fund actively managed by Longview, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). EBI is actively managed, while YCS is passively managed. Over the past year, EBI returned 31.69% vs 22.68% for YCS. Their 0.01 correlation means their historical movements had little consistent relationship. EBI charges 0.24%/yr vs 1.00%/yr for YCS.

Performance

EBI vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longview Advantage ETF (EBI) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EBI achieves a 19.37% return, which is significantly higher than YCS's 5.40% return.

EBI

• 1D: -0.50%
• 1M: 3.50%
• 6M: 12.88%
• YTD: 19.37%
• 1Y: 31.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.33%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EBI Longview Advantage ETF	$600.93K	$756.59K	$440.08K
YCS ProShares UltraShort Yen	$2.59M	$2.15M	$1.60M

EBI vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025
EBI Longview Advantage ETF	19.37%	15.82%
YCS ProShares UltraShort Yen	5.40%	17.31%

Correlation

The correlation between EBI and YCS is -0.14, 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.	-0.14
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.01

The correlation between EBI and YCS shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EBI vs. YCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EBI

EBI Risk / Return Rank: 92
EBI Sharpe Ratio Rank: 92
EBI Sortino Ratio Rank: 92
EBI Omega Ratio Rank: 91
EBI Calmar Ratio Rank: 92
EBI Martin Ratio Rank: 93

YCS

YCS Risk / Return Rank: 56
YCS Sharpe Ratio Rank: 49
YCS Sortino Ratio Rank: 43
YCS Omega Ratio Rank: 52
YCS Calmar Ratio Rank: 68
YCS Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EBI vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage ETF (EBI) 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.

	EBI	YCS	Difference
Sharpe ratio: Return per unit of total volatility	2.58	1.39	+1.20
Sortino ratio: Return per unit of downside risk	3.56	1.80	+1.76
Omega ratio: Gain probability vs. loss probability	1.46	1.27	+0.19
Calmar ratio: Return relative to maximum drawdown	4.49	2.69	+1.80
Martin ratio: Return relative to average drawdown	18.42	9.73	+8.70

EBI vs. YCS - Sharpe Ratio Comparison

The current EBI Sharpe Ratio is 2.58, which is higher than the YCS Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EBI and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EBI vs. YCS - Drawdown Comparison

The maximum EBI drawdown since its inception was -17.05%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EBI and YCS.

Drawdown Indicators

	EBI	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-17.05%	-49.56%	+32.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	-8.48%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.32%	—
Current Drawdown Current decline from peak	-0.50%	-7.34%	+6.84%
Average Drawdown Average peak-to-trough decline	-1.89%	-19.75%	+17.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	2.34%	-0.62%

Volatility

EBI vs. YCS - Volatility Comparison

The current volatility for Longview Advantage ETF (EBI) is 3.17%, while ProShares UltraShort Yen (YCS) has a volatility of 5.95%. This indicates that EBI 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.

Volatility by Period

	EBI	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	5.95%	-2.78%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	11.87%	-2.80%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	16.43%	-4.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	21.21%	-3.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	18.61%	-1.27%

EBI vs. YCS - Expense Ratio Comparison

EBI has a 0.24% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

EBI vs. YCS - Dividend Comparison

EBI's dividend yield for the trailing twelve months is around 1.08%, while YCS has not paid dividends to shareholders.

Position	TTM	2025
EBI Longview Advantage ETF	1.08%	1.05%
YCS ProShares UltraShort Yen	0.00%	0.00%

Frequently Asked Questions

Can I hold both EBI and YCS in my portfolio?

EBI and YCS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EBI or YCS?

YCS has higher volatility (5.95%) compared to EBI (3.17%). In terms of maximum drawdown, EBI dropped -17.05% vs YCS's -49.56%.

Which ETF is better, EBI or YCS?

On 1-year performance, EBI leads with 31.69% vs 22.68% for YCS. On fees, EBI is cheaper at 0.24% per year. On volatility, EBI has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EBI or YCS?

Over the 1-year period, EBI has performed better with a 31.69% return vs 22.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EBI or YCS?

EBI is cheaper with a 0.24% expense ratio, compared with 1.00% for YCS.

Which ETF pays a higher dividend yield, EBI or YCS?

EBI has the higher dividend yield at 1.08%, compared with 0.00% for YCS.

What is the main difference between EBI and YCS?

EBI is categorized as Large Cap Blend Equities, while YCS is Leveraged Currency. They also come from different issuers: Longview and ProShares. Their fees differ too: 0.24% for EBI and 1.00% for YCS.

Which has better risk-adjusted returns?

EBI currently has the higher Sharpe Ratio (2.58 vs 1.39), 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.