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FEMB vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMB vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Emerging Markets Local Currency Bond ETF (FEMB) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEMB achieves a 2.20% return, which is significantly lower than YCS's 7.29% return. Over the past 10 years, FEMB has underperformed YCS with an annualized return of 1.90%, while YCS has yielded a comparatively higher 13.76% annualized return.


FEMB

1D
-0.10%
1M
0.67%
6M
-0.39%
YTD
2.20%
1Y
9.79%
3Y*
6.39%
5Y*
2.76%
10Y*
1.90%
ALL TIME*
1.09%

YCS

1D
-0.84%
1M
-2.27%
6M
9.33%
YTD
7.29%
1Y
25.05%
3Y*
17.34%
5Y*
23.55%
10Y*
13.76%
ALL TIME*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.81M$3.29M$2.60M
$1.53M$2.43M$1.42M

FEMB vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMB
First Trust Emerging Markets Local Currency Bond ETF
2.20%21.77%-5.61%17.12%-10.50%-13.40%3.16%11.52%-7.19%11.92%
YCS
ProShares UltraShort Yen
7.29%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between FEMB and YCS is -0.44, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.44

Correlation (3Y)
Balances recent behavior with more history.

-0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.41

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.28

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2014

-0.25

The correlation between FEMB and YCS shifts across timeframes, from -0.44 (1 year) to -0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FEMB vs. YCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FEMB
FEMB Risk / Return Rank: 4646
Overall Rank
FEMB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 5252
Sortino Ratio Rank
FEMB Omega Ratio Rank: 5151
Omega Ratio Rank
FEMB Calmar Ratio Rank: 3939
Calmar Ratio Rank
FEMB Martin Ratio Rank: 3838
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 5656
Overall Rank
YCS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4141
Sortino Ratio Rank
YCS Omega Ratio Rank: 5252
Omega Ratio Rank
YCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FEMB vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Local Currency Bond ETF (FEMB) 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.


FEMBYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.35

2.35

-1.00

Martin ratioReturn relative to average drawdown

3.90

8.93

-5.02

FEMB vs. YCS - Sharpe Ratio Comparison

The current FEMB Sharpe Ratio is 1.25, which is comparable to the YCS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FEMB 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.


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Drawdowns

FEMB vs. YCS - Drawdown Comparison

The maximum FEMB drawdown since its inception was -30.44%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FEMB and YCS.


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Drawdown Indicators


FEMBYCSDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-49.56%

+19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-8.30%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

-23.05%

+12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-27.32%

+2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-27.32%

-3.12%

Current Drawdown

Current decline from peak

-2.39%

-5.68%

+3.29%

Average Drawdown

Average peak-to-trough decline

-9.84%

-19.75%

+9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.64%

-0.02%

Volatility

FEMB vs. YCS - Volatility Comparison

The current volatility for First Trust Emerging Markets Local Currency Bond ETF (FEMB) is 1.79%, while ProShares UltraShort Yen (YCS) has a volatility of 5.30%. This indicates that FEMB experiences smaller price fluctuations and is considered to be less risky 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


FEMBYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

5.30%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

11.65%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.20%

16.85%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

21.16%

-10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

18.61%

-7.95%

FEMB vs. YCS - Expense Ratio Comparison

FEMB has a 0.85% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

FEMB vs. YCS - Dividend Comparison

FEMB's dividend yield for the trailing twelve months is around 6.19%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.19%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%
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


FEMB and YCS have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (5.30%) compared to FEMB (1.79%). In terms of maximum drawdown, FEMB dropped -30.44% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.76% vs 1.90% for FEMB. On fees, FEMB is cheaper at 0.85% per year. On volatility, FEMB has been the lower-risk option at 1.79%. 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 13.76% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEMB is cheaper with a 0.85% expense ratio, compared with 1.00% for YCS.

FEMB has the higher dividend yield at 6.19%, compared with 0.00% for YCS.

FEMB is categorized as Emerging Markets Bonds, while YCS is Leveraged Currency. They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.85% for FEMB and 1.00% for YCS.

FEMB currently has the higher Sharpe Ratio (1.25 vs 1.16), 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 FEMB and YCS

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