FXG vs. YCS
FXG (First Trust Consumer Staples AlphaDEX Fund) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - FXG is a Consumer Staples Equities fund tracking the StrataQuant Consumer Staples Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, FXG returned 4.68%/yr vs 13.62%/yr for YCS. At a 0.11 correlation, their price movements are largely independent. FXG charges 0.63%/yr vs 1.00%/yr for YCS.
Performance
FXG vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, FXG achieves a 2.89% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, FXG has underperformed YCS with an annualized return of 4.68%, while YCS has yielded a comparatively higher 13.62% annualized return.
FXG
- 1D
- 2.07%
- 1M
- 1.23%
- YTD
- 2.89%
- 6M
- 2.89%
- 1Y
- -0.88%
- 3Y*
- 2.22%
- 5Y*
- 3.58%
- 10Y*
- 4.68%
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%
FXG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.89% | -2.66% | 3.21% | 1.97% | 3.28% | 21.73% | 4.85% | 20.65% | -11.49% | 7.87% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between FXG and YCS is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.11 |
The correlation between FXG and YCS shifts across timeframes, from -0.25 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FXG vs. YCS — Risk / Return Rank
FXG
YCS
FXG vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) 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.
| FXG | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.78 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.15 | 11.93 | -12.08 |
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Drawdowns
FXG vs. YCS - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FXG and YCS.
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Drawdown Indicators
| FXG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -49.56% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -8.30% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -12.75% | -23.05% | +10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -27.32% | +11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -27.32% | -0.22% |
Current DrawdownCurrent decline from peak | -10.01% | -0.14% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -19.87% | +13.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.87% | 2.65% | +3.22% |
Volatility
FXG vs. YCS - Volatility Comparison
First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 5.33% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that FXG'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
| FXG | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.25% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 12.19% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 16.93% | -3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 21.10% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.97% | 18.82% | -3.85% |
FXG vs. YCS - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
FXG vs. YCS - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.82%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.82% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
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
FXG and YCS have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FXG has higher volatility (5.33%) compared to YCS (2.25%). In terms of maximum drawdown, FXG dropped -38.69% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 4.68% for FXG. On fees, FXG is cheaper at 0.63% 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 10-year period, YCS has performed better with a 13.62% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FXG is cheaper with a 0.63% expense ratio, compared with 1.00% for YCS.
FXG has the higher dividend yield at 2.82%, compared with 0.00% for YCS.
FXG is categorized as Consumer Staples Equities, while YCS is Leveraged Currency. FXG tracks StrataQuant Consumer Staples Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.63% for FXG and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs -0.07), 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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