EUDV vs. YCS
EUDV (ProShares MSCI Europe Dividend Growers ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EUDV is a Europe Equities fund tracking the MSCI Europe Dividend Masters Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, EUDV returned 5.53%/yr vs 13.62%/yr for YCS. At a correlation of -0.08, they often move in opposite directions. EUDV charges 0.55%/yr vs 1.00%/yr for YCS.
Performance
EUDV vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, EUDV achieves a 0.21% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, EUDV has underperformed YCS with an annualized return of 5.53%, while YCS has yielded a comparatively higher 13.62% annualized return.
EUDV
- 1D
- -0.40%
- 1M
- -2.70%
- YTD
- 0.21%
- 6M
- 0.08%
- 1Y
- -1.24%
- 3Y*
- 7.37%
- 5Y*
- 1.81%
- 10Y*
- 5.53%
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%
EUDV vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 0.21% | 14.05% | 0.03% | 20.41% | -24.87% | 19.56% | 5.81% | 25.89% | -11.12% | 21.57% |
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 EUDV and YCS is -0.46, 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 | -0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2015 | -0.08 |
Over the past year, the inverse relationship between EUDV and YCS has strengthened: their correlation has moved from -0.08 to -0.46, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
EUDV vs. YCS — Risk / Return Rank
EUDV
YCS
EUDV vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) 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.
| EUDV | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.78 | -3.90 |
| Martin ratioReturn relative to average drawdown | -0.31 | 11.93 | -12.24 |
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Drawdowns
EUDV vs. YCS - Drawdown Comparison
The maximum EUDV drawdown since its inception was -37.51%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EUDV and YCS.
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Drawdown Indicators
| EUDV | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.51% | -49.56% | +12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -8.30% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -23.05% | +9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.51% | -27.32% | -10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.51% | -27.32% | -10.19% |
Current DrawdownCurrent decline from peak | -5.62% | -0.14% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -19.87% | +11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.65% | +1.32% |
Volatility
EUDV vs. YCS - Volatility Comparison
ProShares MSCI Europe Dividend Growers ETF (EUDV) has a higher volatility of 3.91% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that EUDV'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
| EUDV | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 2.25% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 12.19% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 16.93% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 21.10% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 18.82% | -1.65% |
EUDV vs. YCS - Expense Ratio Comparison
EUDV has a 0.55% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
EUDV vs. YCS - Dividend Comparison
EUDV's dividend yield for the trailing twelve months is around 1.73%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 1.73% | 1.74% | 1.92% | 1.87% | 1.77% | 2.30% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% |
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
EUDV and YCS have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUDV has higher volatility (3.91%) compared to YCS (2.25%). In terms of maximum drawdown, EUDV dropped -37.51% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 5.53% for EUDV. On fees, EUDV is cheaper at 0.55% 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 5.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUDV is cheaper with a 0.55% expense ratio, compared with 1.00% for YCS.
EUDV has the higher dividend yield at 1.73%, compared with 0.00% for YCS.
EUDV is categorized as Europe Equities, while YCS is Leveraged Currency. EUDV tracks MSCI Europe Dividend Masters Index, while YCS tracks USD/JPY Exchange Rate (-200%). Their fees differ too: 0.55% for EUDV and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs -0.09), 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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