EBIZ vs. YCS
EBIZ (Global X E-commerce ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EBIZ is a Consumer Discretionary Equities fund tracking the Solactive E-commerce Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, EBIZ returned -4.08%/yr vs 23.50%/yr for YCS. At a correlation of -0.02, they often move in opposite directions. EBIZ charges 0.50%/yr vs 1.00%/yr for YCS.
Performance
EBIZ vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, EBIZ achieves a -16.82% return, which is significantly lower than YCS's 9.78% return.
EBIZ
- 1D
- -1.71%
- 1M
- -2.21%
- YTD
- -16.82%
- 6M
- -17.98%
- 1Y
- -8.65%
- 3Y*
- 15.11%
- 5Y*
- -4.08%
- 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%
EBIZ vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | -16.82% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -10.56% |
YCS ProShares UltraShort Yen | 9.78% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -5.93% |
Correlation
The correlation between EBIZ 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 | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | -0.02 |
The correlation between EBIZ and YCS shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EBIZ vs. YCS — Risk / Return Rank
EBIZ
YCS
EBIZ vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) 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.
| EBIZ | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.35 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.79 | -4.11 |
| Martin ratioReturn relative to average drawdown | -0.60 | 11.86 | -12.46 |
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Drawdowns
EBIZ vs. YCS - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EBIZ and YCS.
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Drawdown Indicators
| EBIZ | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.58% | -49.56% | -12.02% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -8.30% | -19.43% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -23.05% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -58.21% | -27.32% | -30.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -27.11% | 0.00% | -27.11% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -19.88% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.35% | 2.65% | +11.70% |
Volatility
EBIZ vs. YCS - Volatility Comparison
Global X E-commerce ETF (EBIZ) has a higher volatility of 5.24% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that EBIZ'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.
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Volatility by Period
| EBIZ | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 2.22% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.50% | 12.19% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 16.96% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.95% | 21.10% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.63% | 18.96% | +9.67% |
EBIZ vs. YCS - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
EBIZ vs. YCS - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.61%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.61% | 0.51% | 0.23% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EBIZ 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.
EBIZ has higher volatility (5.24%) compared to YCS (2.22%). In terms of maximum drawdown, EBIZ dropped -61.58% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.50% vs -4.08% for EBIZ. On fees, EBIZ 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 -4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EBIZ is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.
EBIZ has the higher dividend yield at 0.61%, compared with 0.00% for YCS.
EBIZ is categorized as Consumer Discretionary Equities, while YCS is Leveraged Currency. EBIZ tracks Solactive E-commerce Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.50% for EBIZ and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs -0.44), 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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