EYLD vs. YCS
EYLD (Cambria Emerging Shareholder Yield ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - EYLD is a Emerging Markets Equities fund actively managed by Cambria, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). EYLD is actively managed, while YCS is passively managed. Over the past 5 years, EYLD returned 10.67%/yr vs 23.50%/yr for YCS. At a correlation of -0.06, they often move in opposite directions. EYLD charges 0.65%/yr vs 1.00%/yr for YCS.
Performance
EYLD vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, EYLD achieves a 25.88% return, which is significantly higher than YCS's 9.78% return.
EYLD
- 1D
- -0.54%
- 1M
- 5.42%
- YTD
- 25.88%
- 6M
- 27.14%
- 1Y
- 44.58%
- 3Y*
- 25.83%
- 5Y*
- 10.67%
- 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%
EYLD vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 25.88% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
YCS ProShares UltraShort Yen | 9.78% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between EYLD and YCS is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | -0.06 |
Over the past year, the inverse relationship between EYLD and YCS has strengthened: their correlation has moved from -0.06 to -0.31, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
EYLD vs. YCS — Risk / Return Rank
EYLD
YCS
EYLD vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) 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.
| EYLD | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 3.79 | +0.46 |
| Martin ratioReturn relative to average drawdown | 15.40 | 11.86 | +3.54 |
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Drawdowns
EYLD vs. YCS - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for EYLD and YCS.
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Drawdown Indicators
| EYLD | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -49.56% | +7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -8.30% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -20.89% | -23.05% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.02% | -27.32% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -1.57% | 0.00% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -19.88% | +9.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.65% | +0.25% |
Volatility
EYLD vs. YCS - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 8.78% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that EYLD'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
| EYLD | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 2.22% | +6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.58% | 12.19% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 16.96% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 21.10% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 18.96% | +2.79% |
EYLD vs. YCS - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
EYLD vs. YCS - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 4.83%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 4.83% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
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% |
Frequently Asked Questions
EYLD and YCS have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EYLD has higher volatility (8.78%) compared to YCS (2.22%). In terms of maximum drawdown, EYLD dropped -41.82% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.50% vs 10.67% for EYLD. On fees, EYLD is cheaper at 0.65% 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 10.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EYLD is cheaper with a 0.65% expense ratio, compared with 1.00% for YCS.
EYLD has the higher dividend yield at 4.83%, compared with 0.00% for YCS.
EYLD is categorized as Emerging Markets Equities, while YCS is Leveraged Currency. They also come from different issuers: Cambria and ProShares. Their fees differ too: 0.65% for EYLD and 1.00% for YCS.
EYLD currently has the higher Sharpe Ratio (2.34 vs 1.86), 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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