EIDO vs. YCS
EIDO (iShares MSCI Indonesia ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EIDO is a Asia Pacific Equities fund tracking the MSCI Indonesia Investable Market Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, EIDO returned -3.60%/yr vs 13.62%/yr for YCS. At a 0.02 correlation, their price movements are largely independent. EIDO charges 0.59%/yr vs 1.00%/yr for YCS.
Performance
EIDO vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, EIDO achieves a -33.53% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, EIDO has underperformed YCS with an annualized return of -3.60%, while YCS has yielded a comparatively higher 13.62% annualized return.
EIDO
- 1D
- 0.41%
- 1M
- -5.05%
- YTD
- -33.53%
- 6M
- -32.96%
- 1Y
- -25.70%
- 3Y*
- -15.88%
- 5Y*
- -7.01%
- 10Y*
- -3.60%
YCS
- 1D
- -0.14%
- 1M
- 3.57%
- YTD
- 9.63%
- 6M
- 10.44%
- 1Y
- 31.27%
- 3Y*
- 18.37%
- 5Y*
- 23.52%
- 10Y*
- 13.62%
EIDO vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | -33.53% | 4.90% | -13.02% | 2.56% | -0.16% | -0.60% | -7.13% | 5.30% | -10.88% | 19.40% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between EIDO and YCS is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | 0.02 |
The correlation between EIDO and YCS shifts across timeframes, from -0.19 (3 years) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EIDO vs. YCS — Risk / Return Rank
EIDO
YCS
EIDO vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) 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.
| EIDO | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.34 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.78 | -4.37 |
| Martin ratioReturn relative to average drawdown | -1.77 | 11.93 | -13.70 |
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Drawdowns
EIDO vs. YCS - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EIDO and YCS.
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Drawdown Indicators
| EIDO | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.21% | -49.56% | -13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -43.81% | -8.30% | -35.51% |
Max Drawdown (3Y)Largest decline over 3 years | -51.77% | -23.05% | -28.72% |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | -27.32% | -24.45% |
Max Drawdown (10Y)Largest decline over 10 years | -59.41% | -27.32% | -32.09% |
Current DrawdownCurrent decline from peak | -54.63% | -0.14% | -54.49% |
Average DrawdownAverage peak-to-trough decline | -24.72% | -19.87% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 2.65% | +11.86% |
Volatility
EIDO vs. YCS - Volatility Comparison
iShares MSCI Indonesia ETF (EIDO) has a higher volatility of 14.34% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that EIDO'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
| EIDO | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 2.25% | +12.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.25% | 12.19% | +10.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.45% | 16.93% | +8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 21.10% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 18.82% | +6.16% |
EIDO vs. YCS - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
EIDO vs. YCS - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 3.35%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 3.35% | 3.56% | 5.20% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% |
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
EIDO and YCS have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIDO has higher volatility (14.34%) compared to YCS (2.25%). In terms of maximum drawdown, EIDO dropped -63.21% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs -3.60% for EIDO. On fees, EIDO is cheaper at 0.59% per year. On volatility, YCS has been the lower-risk option at 2.25%. 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 13.62% return vs -3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EIDO is cheaper with a 0.59% expense ratio, compared with 1.00% for YCS.
EIDO has the higher dividend yield at 3.35%, compared with 0.00% for YCS.
EIDO is categorized as Asia Pacific Equities, while YCS is Leveraged Currency. EIDO tracks MSCI Indonesia Investable Market Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.59% for EIDO and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs -1.01), 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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