FID vs. YCS
FID (First Trust S&P International Dividend Aristocrats ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - FID is a Foreign Large Cap Equities fund tracking the S&P International Dividend Aristocrats Index, while YCS is a Leveraged Currency fund tracking the JPY/USD 4:00 p.m. ET Cross Rate. Both are passively managed. Over the past 5 years, FID returned 9.12%/yr vs 22.89%/yr for YCS. Their -0.16 correlation means they have often moved in opposite directions in the past. FID charges 0.60%/yr vs 0.95%/yr for YCS.
Performance
FID vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, FID achieves a 12.42% return, which is significantly higher than YCS's 5.40% return.
FID
- 1D
- -0.22%
- 1M
- 4.50%
- 6M
- 6.00%
- YTD
- 12.42%
- 1Y
- 21.06%
- 3Y*
- 18.63%
- 5Y*
- 9.12%
- 10Y*
- —
- ALL TIME*
- 7.80%
YCS
- 1D
- -0.02%
- 1M
- -4.94%
- 6M
- 4.42%
- YTD
- 5.40%
- 1Y
- 22.68%
- 3Y*
- 17.44%
- 5Y*
- 22.89%
- 10Y*
- 13.35%
- ALL TIME*
- 6.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $225.62K | $252.05K | $347.70K | |
| $2.59M | $2.15M | $1.60M |
FID vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 12.42% | 32.07% | 5.42% | 9.92% | -9.69% | 12.90% | -7.56% | 20.82% | -7.38% |
YCS ProShares UltraShort Yen | 5.40% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -0.99% |
Correlation
The correlation between FID and YCS is -0.41, 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. | -0.41 |
Correlation (3Y) Balances recent behavior with more history. | -0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2018 | -0.16 |
Over the past year, the inverse relationship between FID and YCS has strengthened: their correlation has moved from -0.16 to -0.41, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
FID vs. YCS — Risk / Return Rank
FID
YCS
FID vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) 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.
| FID | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.69 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.01 | 9.73 | -1.72 |
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Drawdowns
FID vs. YCS - Drawdown Comparison
The maximum FID drawdown since its inception was -39.79%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FID and YCS.
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Drawdown Indicators
| FID | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.79% | -49.56% | +9.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -8.48% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -23.05% | +13.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -27.32% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -0.35% | -7.34% | +6.99% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -19.75% | +11.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.34% | +0.30% |
Volatility
FID vs. YCS - Volatility Comparison
The current volatility for First Trust S&P International Dividend Aristocrats ETF (FID) is 2.52%, while ProShares UltraShort Yen (YCS) has a volatility of 5.95%. This indicates that FID 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
| FID | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 5.95% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 11.87% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 16.43% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 21.21% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 18.61% | +0.20% |
FID vs. YCS - Expense Ratio Comparison
FID has a 0.60% expense ratio, which is lower than YCS's 0.95% expense ratio.
Dividends
FID vs. YCS - Dividend Comparison
FID's dividend yield for the trailing twelve months is around 4.03%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.03% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FID and YCS have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.95%) compared to FID (2.52%). In terms of maximum drawdown, FID dropped -39.79% vs YCS's -49.56%.
On 5-year performance, YCS leads with 22.89% vs 9.12% for FID. On fees, FID is cheaper at 0.60% per year. On volatility, FID has been the lower-risk option at 2.52%. 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 22.89% return vs 9.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FID is cheaper with a 0.60% expense ratio, compared with 0.95% for YCS.
FID has the higher dividend yield at 4.03%, compared with 0.00% for YCS.
FID is categorized as Foreign Large Cap Equities, while YCS is Leveraged Currency. FID tracks S&P International Dividend Aristocrats Index, while YCS tracks JPY/USD 4:00 p.m. ET Cross Rate. They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.60% for FID and 0.95% for YCS.
FID currently has the higher Sharpe Ratio (2.09 vs 1.39), 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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