PortfoliosLab logoPortfoliosLab logo
EYLD vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EYLD vs. YCS - Performance Comparison

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

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYLD vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EYLD vs. YCS — Risk / Return Rank

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

EYLD
EYLD Risk / Return Rank: 7777
Overall Rank
EYLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 7070
Sortino Ratio Rank
EYLD Omega Ratio Rank: 7676
Omega Ratio Rank
EYLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
EYLD Martin Ratio Rank: 8181
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5757
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

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.


EYLDYCSDifference
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

EYLD vs. YCS - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 2.34, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of EYLD 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


EYLDYCSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.57%

0.00%

-1.57%

Average Drawdown

Average peak-to-trough decline

-10.25%

-19.88%

+9.63%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


EYLDYCSDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

Find the right allocation for EYLD and YCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer