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FMQQ vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMQQ vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMQQ The Next Frontier Internet & Ecommerce ETF (FMQQ) 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, FMQQ achieves a -16.00% return, which is significantly lower than YCS's 9.78% return.


FMQQ

1D
-0.35%
1M
1.84%
YTD
-16.00%
6M
-15.95%
1Y
-18.84%
3Y*
3.16%
5Y*
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)

FMQQ vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FMQQ
FMQQ The Next Frontier Internet & Ecommerce ETF
-16.00%10.77%12.45%15.15%-54.03%-16.57%
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%7.01%

Correlation

The correlation between FMQQ and YCS is -0.22, 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

-0.22

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

-0.12

The correlation between FMQQ and YCS shifts across timeframes, from -0.22 (1 year) to -0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FMQQ vs. YCS — Risk / Return Rank

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

FMQQ
FMQQ Risk / Return Rank: 22
Overall Rank
FMQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FMQQ Sortino Ratio Rank: 22
Sortino Ratio Rank
FMQQ Omega Ratio Rank: 22
Omega Ratio Rank
FMQQ Calmar Ratio Rank: 44
Calmar Ratio Rank
FMQQ Martin Ratio Rank: 33
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.

FMQQ vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FMQQ The Next Frontier Internet & Ecommerce ETF (FMQQ) 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.


FMQQYCSDifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-3.73

Omega ratioGain probability vs. loss probability

0.85

1.35

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.61

3.79

-4.41

Martin ratioReturn relative to average drawdown

-1.16

11.86

-13.02

FMQQ vs. YCS - Sharpe Ratio Comparison

The current FMQQ Sharpe Ratio is -0.99, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of FMQQ 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

FMQQ vs. YCS - Drawdown Comparison

The maximum FMQQ drawdown since its inception was -64.51%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FMQQ and YCS.


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Drawdown Indicators


FMQQYCSDifference

Max Drawdown

Largest peak-to-trough decline

-64.51%

-49.56%

-14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-30.82%

-8.30%

-22.52%

Max Drawdown (3Y)

Largest decline over 3 years

-30.82%

-23.05%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-54.59%

0.00%

-54.59%

Average Drawdown

Average peak-to-trough decline

-49.41%

-19.88%

-29.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.25%

2.65%

+13.60%

Volatility

FMQQ vs. YCS - Volatility Comparison

FMQQ The Next Frontier Internet & Ecommerce ETF (FMQQ) has a higher volatility of 5.87% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that FMQQ'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


FMQQYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

2.22%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

12.19%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

16.96%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.10%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

18.96%

+5.84%

FMQQ vs. YCS - Expense Ratio Comparison

FMQQ has a 0.86% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

FMQQ vs. YCS - Dividend Comparison

FMQQ's dividend yield for the trailing twelve months is around 0.73%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023
FMQQ
FMQQ The Next Frontier Internet & Ecommerce ETF
0.73%0.61%0.45%0.11%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMQQ and YCS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMQQ has higher volatility (5.87%) compared to YCS (2.22%). In terms of maximum drawdown, FMQQ dropped -64.51% vs YCS's -49.56%.

On 3-year performance, YCS leads with 18.43% vs 3.16% for FMQQ. On fees, FMQQ is cheaper at 0.86% 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 3-year period, YCS has performed better with a 18.43% return vs 3.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMQQ is cheaper with a 0.86% expense ratio, compared with 1.00% for YCS.

FMQQ has the higher dividend yield at 0.73%, compared with 0.00% for YCS.

FMQQ is categorized as Emerging Markets Diversified, while YCS is Leveraged Currency. FMQQ tracks FMQQ The Next Frontier Internet & Ecommerce Index - Benchmark TR Net, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: EMQQ and ProShares. Their fees differ too: 0.86% for FMQQ and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs -0.99), 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 FMQQ and YCS

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