FDIV vs. YCS
FDIV (MarketDesk Focused U.S. Dividend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - FDIV is a Dividend fund actively managed by MarketDesk, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). FDIV is actively managed, while YCS is passively managed. Over the past 10 years, FDIV returned -2.13%/yr vs 12.34%/yr for YCS. At a correlation of -0.06, they often move in opposite directions. FDIV charges 0.35%/yr vs 1.00%/yr for YCS.
Performance
FDIV vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, FDIV achieves a 0.72% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, FDIV has underperformed YCS with an annualized return of -2.13%, while YCS has yielded a comparatively higher 12.34% annualized return.
FDIV
- 1D
- -0.85%
- 1M
- -0.84%
- YTD
- 0.72%
- 6M
- 1.52%
- 1Y
- 7.68%
- 3Y*
- -12.10%
- 5Y*
- -8.67%
- 10Y*
- -2.13%
YCS
- 1D
- 0.17%
- 1M
- 4.42%
- YTD
- 7.17%
- 6M
- 10.05%
- 1Y
- 32.82%
- 3Y*
- 19.84%
- 5Y*
- 23.54%
- 10Y*
- 12.34%
FDIV vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 0.72% | 2.95% | -37.35% | 6.78% | -9.97% | 10.20% | -2.84% | 15.78% | -5.04% | 6.19% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between FDIV and YCS is -0.24, 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 | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.06 |
The correlation between FDIV and YCS shifts across timeframes, from -0.24 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FDIV vs. YCS — Risk / Return Rank
FDIV
YCS
FDIV vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) 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.
| FDIV | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 3.97 | -3.01 |
| Martin ratioReturn relative to average drawdown | 2.56 | 12.40 | -9.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDIV | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.92 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 1.12 | -1.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.65 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.33 | -0.41 |
Drawdowns
FDIV vs. YCS - Drawdown Comparison
The maximum FDIV drawdown since its inception was -47.90%, roughly equal to the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FDIV and YCS.
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Drawdown Indicators
| FDIV | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.90% | -49.56% | +1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -8.30% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -45.64% | -23.05% | -22.59% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -27.32% | -20.58% |
Max Drawdown (10Y)Largest decline over 10 years | -47.90% | -27.32% | -20.58% |
Current DrawdownCurrent decline from peak | -38.05% | 0.00% | -38.05% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -19.93% | +8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.66% | +0.35% |
Volatility
FDIV vs. YCS - Volatility Comparison
MarketDesk Focused U.S. Dividend ETF (FDIV) has a higher volatility of 2.99% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that FDIV'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
| FDIV | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.75% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 12.32% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 17.27% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.81% | 21.10% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 19.01% | -1.47% |
FDIV vs. YCS - Expense Ratio Comparison
FDIV has a 0.35% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
FDIV vs. YCS - Dividend Comparison
FDIV's dividend yield for the trailing twelve months is around 2.89%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 2.89% | 2.95% | 4.12% | 4.63% | 3.81% | 3.79% | 4.17% | 3.93% | 5.13% | 3.81% | 3.84% | 4.13% |
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
FDIV and YCS have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDIV has higher volatility (2.99%) compared to YCS (2.75%). In terms of maximum drawdown, FDIV dropped -47.90% vs YCS's -49.56%.
On 10-year performance, YCS leads with 12.34% vs -2.13% for FDIV. On fees, FDIV is cheaper at 0.35% per year. On volatility, YCS has been the lower-risk option at 2.75%. 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 12.34% return vs -2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FDIV is cheaper with a 0.35% expense ratio, compared with 1.00% for YCS.
FDIV has the higher dividend yield at 2.89%, compared with 0.00% for YCS.
FDIV is categorized as Dividend, while YCS is Leveraged Currency. They also come from different issuers: MarketDesk and ProShares. Their fees differ too: 0.35% for FDIV and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 0.61), 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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