GDMN vs. YCS
GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - GDMN is a Commodities fund actively managed by WisdomTree, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). GDMN is actively managed, while YCS is passively managed. Over the past 3 years, GDMN returned 53.76%/yr vs 20.30%/yr for YCS. At a correlation of -0.36, they often move in opposite directions. GDMN charges 0.45%/yr vs 1.00%/yr for YCS.
Performance
GDMN vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, GDMN achieves a -20.49% return, which is significantly lower than YCS's 10.29% return.
GDMN
- 1D
- -0.60%
- 1M
- -7.79%
- 6M
- -28.34%
- YTD
- -20.49%
- 1Y
- 49.31%
- 3Y*
- 53.76%
- 5Y*
- —
- 10Y*
- —
YCS
- 1D
- -0.78%
- 1M
- 2.50%
- 6M
- 8.31%
- YTD
- 10.29%
- 1Y
- 29.06%
- 3Y*
- 20.30%
- 5Y*
- 24.01%
- 10Y*
- 13.13%
GDMN vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -20.49% | 237.09% | 28.23% | 12.97% | -14.62% | 6.93% |
YCS ProShares UltraShort Yen | 10.29% | 9.04% | 35.41% | 28.70% | 29.09% | 1.88% |
Correlation
The correlation between GDMN and YCS is -0.23, 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 | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | -0.36 |
The correlation between GDMN and YCS shifts across timeframes, from -0.36 (all time) to -0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GDMN vs. YCS — Risk / Return Rank
GDMN
YCS
GDMN vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) 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.
| GDMN | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.76 | -2.68 |
| Martin ratioReturn relative to average drawdown | 2.47 | 11.88 | -9.41 |
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Drawdowns
GDMN vs. YCS - Drawdown Comparison
The maximum GDMN drawdown since its inception was -52.82%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for GDMN and YCS.
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Drawdown Indicators
| GDMN | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.82% | -49.56% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -49.72% | -8.30% | -41.42% |
Max Drawdown (3Y)Largest decline over 3 years | -49.72% | -23.05% | -26.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -47.81% | -1.01% | -46.80% |
Average DrawdownAverage peak-to-trough decline | -19.44% | -19.82% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.66% | 2.62% | +19.04% |
Volatility
GDMN vs. YCS - Volatility Comparison
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a higher volatility of 20.59% compared to ProShares UltraShort Yen (YCS) at 3.05%. This indicates that GDMN'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
| GDMN | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.59% | 3.05% | +17.54% |
Volatility (6M)Calculated over the trailing 6-month period | 54.69% | 11.94% | +42.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.39% | 16.66% | +47.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.29% | 21.09% | +27.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.29% | 18.75% | +29.54% |
GDMN vs. YCS - Expense Ratio Comparison
GDMN has a 0.45% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
GDMN vs. YCS - Dividend Comparison
GDMN's dividend yield for the trailing twelve months is around 3.40%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 3.40% | 2.70% | 9.44% | 7.69% | 1.44% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GDMN and YCS have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (20.59%) compared to YCS (3.05%). In terms of maximum drawdown, GDMN dropped -52.82% vs YCS's -49.56%.
On 3-year performance, GDMN leads with 53.76% vs 20.30% for YCS. On fees, GDMN is cheaper at 0.45% per year. On volatility, YCS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDMN has performed better with a 53.76% return vs 20.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDMN is cheaper with a 0.45% expense ratio, compared with 1.00% for YCS.
GDMN has the higher dividend yield at 3.40%, compared with 0.00% for YCS.
GDMN is categorized as Commodities, while YCS is Leveraged Currency. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.45% for GDMN and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.87 vs 0.83), 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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