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EUSC vs. YCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSC vs. YCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and ProShares Ultra Yen (YCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

YCL

1D
-0.34%
1M
-3.82%
YTD
-5.83%
6M
-7.72%
1Y
-24.77%
3Y*
-15.08%
5Y*
-19.19%
10Y*
-12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSC vs. YCL - Yearly Performance Comparison


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Return for Risk

EUSC vs. YCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUSC

YCL
YCL Risk / Return Rank: 11
Overall Rank
YCL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
YCL Sortino Ratio Rank: 00
Sortino Ratio Rank
YCL Omega Ratio Rank: 11
Omega Ratio Rank
YCL Calmar Ratio Rank: 11
Calmar Ratio Rank
YCL Martin Ratio Rank: 11
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.

EUSC vs. YCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Hedged SmallCap Equity Fund (EUSC) and ProShares Ultra Yen (YCL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EUSC vs. YCL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSCYCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

Drawdowns

EUSC vs. YCL - Drawdown Comparison

The maximum EUSC drawdown since its inception was 0.00%, smaller than the maximum YCL drawdown of -88.15%. Use the drawdown chart below to compare losses from any high point for EUSC and YCL.


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Drawdown Indicators


EUSCYCLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-88.15%

+88.15%

Max Drawdown (1Y)

Largest decline over 1 year

-24.55%

Max Drawdown (3Y)

Largest decline over 3 years

-39.91%

Max Drawdown (5Y)

Largest decline over 5 years

-66.19%

Max Drawdown (10Y)

Largest decline over 10 years

-76.71%

Current Drawdown

Current decline from peak

0.00%

-88.15%

+88.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-53.11%

+53.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.96%

Volatility

EUSC vs. YCL - Volatility Comparison


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Volatility by Period


EUSCYCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.88%

-16.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.53%

-20.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.61%

-18.61%

EUSC vs. YCL - Expense Ratio Comparison

EUSC has a 0.58% expense ratio, which is lower than YCL's 0.95% expense ratio.


Dividends

EUSC vs. YCL - Dividend Comparison

Neither EUSC nor YCL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, EUSC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSC is cheaper with a 0.58% expense ratio, compared with 0.95% for YCL.

EUSC and YCL have nearly identical dividend yields, around 0.00%.

EUSC is categorized as Europe Equities, while YCL is Leveraged Currency. EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index, while YCL tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.58% for EUSC and 0.95% for YCL.

Portfolio Optimizer

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