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ECON vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ECON vs. YCS

Last updated Jun 3, 2026

ECON (Columbia Emerging Markets Consumer ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ECON is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Consumer Titans Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, ECON returned 6.24%/yr vs 12.32%/yr for YCS. At a 0.04 correlation, their price movements are largely independent. ECON charges 0.49%/yr vs 1.00%/yr for YCS.

Performance

ECON vs. YCS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECON achieves a 36.71% return, which is significantly higher than YCS's 6.99% return. Over the past 10 years, ECON has underperformed YCS with an annualized return of 6.24%, while YCS has yielded a comparatively higher 12.32% annualized return.

ECON

1D
1.28%
1M
14.62%
YTD
36.71%
6M
39.84%
1Y
67.91%
3Y*
24.38%
5Y*
7.57%
10Y*
6.24%

YCS

1D
0.03%
1M
4.27%
YTD
6.99%
6M
8.81%
1Y
35.19%
3Y*
19.77%
5Y*
23.16%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECON vs. YCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ECON
Columbia Emerging Markets Consumer ETF		36.71%34.15%0.22%7.51%-16.00%-14.11%20.83%17.22%-26.87%27.46%
YCS
ProShares UltraShort Yen		6.99%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between ECON and YCS is -0.29, 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

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.18

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.04

The correlation between ECON and YCS shifts across timeframes, from -0.29 (1 year) to 0.04 (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.

Columbia Emerging Markets Consumer ETF

ProShares UltraShort Yen

Often compared with ECON:
ECON vs. FLCHECON vs. SPYECON vs. VWOECON vs. IDMOECON vs. ESGNECON vs. REVSECON vs. AVEE
Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY

Return for Risk

ECON vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECON
ECON Risk / Return Rank: 8989
Overall Rank
ECON Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ECON Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECON Omega Ratio Rank: 9191
Omega Ratio Rank
ECON Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECON Martin Ratio Rank: 8787
Martin Ratio Rank
YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6060
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECON vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) 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.

ECONYCSDifference

Sharpe ratio

Return per unit of total volatility

3.36

2.05

+1.31

Sortino ratio

Return per unit of downside risk

4.31

2.59

+1.72

Omega ratio

Gain probability vs. loss probability

1.60

1.37

+0.23

Calmar ratio

Return relative to maximum drawdown

5.01

3.95

+1.06

Martin ratio

Return relative to average drawdown

18.79

12.35

+6.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECON vs. YCS - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 3.36, which is higher than the YCS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ECON 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.

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Sharpe Ratios by Period

ECONYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

2.05

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.10

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.65

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.33

-0.09

Drawdowns

ECON vs. YCS - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ECON and YCS.

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Drawdown Indicators

ECONYCSDifference

Max Drawdown

Largest peak-to-trough decline

-45.37%

-49.56%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-8.30%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-23.05%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

-27.32%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.37%

-27.32%

-18.05%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-16.65%

-19.94%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.66%

+1.01%

Volatility

ECON vs. YCS - Volatility Comparison

Columbia Emerging Markets Consumer ETF (ECON) has a higher volatility of 8.95% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that ECON'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

ECONYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

2.75%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

12.36%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

17.38%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

21.11%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

19.02%

+2.01%

ECON vs. YCS - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

ECON vs. YCS - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.30%, while YCS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ECON
Columbia Emerging Markets Consumer ETF		1.30%1.77%0.76%1.57%2.06%1.08%0.63%1.68%0.98%0.35%0.74%1.10%
YCS
ProShares UltraShort Yen		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ECON and YCS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECON has higher volatility (8.95%) compared to YCS (2.75%). In terms of maximum drawdown, ECON dropped -45.37% vs YCS's -49.56%.

On 10-year performance, YCS leads with 12.32% vs 6.24% for ECON. On fees, ECON is cheaper at 0.49% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YCS has performed better with a 12.32% return vs 6.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ECON is cheaper with a 0.49% expense ratio, compared with 1.00% for YCS.

ECON has the higher dividend yield at 1.30%, compared with 0.00% for YCS.

ECON is categorized as Emerging Markets Equities, while YCS is Leveraged Currency. ECON tracks Dow Jones Emerging Markets Consumer Titans Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Ameriprise Financial and ProShares. Their fees differ too: 0.49% for ECON and 1.00% for YCS.

ECON currently has the higher Sharpe Ratio (3.36 vs 2.05), 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.

Portfolio Optimizer

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