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FLIN vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLIN vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) 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, FLIN achieves a -8.37% return, which is significantly lower than YCS's 9.63% return.


FLIN

1D
-1.64%
1M
1.99%
YTD
-8.37%
6M
-8.98%
1Y
-8.50%
3Y*
6.53%
5Y*
4.72%
10Y*

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLIN vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIN
Franklin FTSE India ETF
-8.37%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-7.13%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%3.97%

Correlation

The correlation between FLIN and YCS is -0.20, 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

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2018

-0.05

The correlation between FLIN and YCS shifts across timeframes, from -0.20 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLIN vs. YCS — Risk / Return Rank

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

FLIN
FLIN Risk / Return Rank: 44
Overall Rank
FLIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 44
Sortino Ratio Rank
FLIN Omega Ratio Rank: 44
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 44
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

FLIN vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) 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.


FLINYCSDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.92

1.34

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.45

3.78

-4.24

Martin ratioReturn relative to average drawdown

-1.05

11.93

-12.98

FLIN vs. YCS - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is -0.56, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of FLIN 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

FLIN vs. YCS - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FLIN and YCS.


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Drawdown Indicators


FLINYCSDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-49.56%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-8.30%

-10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-23.05%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-27.32%

+4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-15.64%

-0.14%

-15.50%

Average Drawdown

Average peak-to-trough decline

-8.06%

-19.87%

+11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

2.65%

+5.45%

Volatility

FLIN vs. YCS - Volatility Comparison

Franklin FTSE India ETF (FLIN) has a higher volatility of 4.61% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that FLIN'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


FLINYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

2.25%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

12.19%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

16.93%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

21.10%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

18.82%

+1.61%

FLIN vs. YCS - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

FLIN vs. YCS - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.43%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FLIN
Franklin FTSE India ETF
0.43%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%
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


FLIN and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLIN has higher volatility (4.61%) compared to YCS (2.25%). In terms of maximum drawdown, FLIN dropped -41.90% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 4.72% for FLIN. On fees, FLIN is cheaper at 0.19% per year. On volatility, YCS has been the lower-risk option at 2.25%. 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 23.52% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLIN is cheaper with a 0.19% expense ratio, compared with 1.00% for YCS.

FLIN has the higher dividend yield at 0.43%, compared with 0.00% for YCS.

FLIN is categorized as Asia Pacific Equities, while YCS is Leveraged Currency. FLIN tracks FTSE India RIC Capped Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Franklin Templeton and ProShares. Their fees differ too: 0.19% for FLIN and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs -0.56), 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 FLIN 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.

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