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GEME vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEME vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific North of South Global Emerging Markets Equity Active ETF (GEME) 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, GEME achieves a 38.52% return, which is significantly higher than YCS's 7.17% return.


GEME

1D
-1.23%
1M
10.91%
YTD
38.52%
6M
44.89%
1Y
82.30%
3Y*
5Y*
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEME vs. YCS - Yearly Performance Comparison


Correlation

The correlation between GEME and YCS is -0.29, 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

-0.29

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

-0.16

The correlation between GEME and YCS shifts across timeframes, from -0.29 (1 year) to -0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GEME vs. YCS — Risk / Return Rank

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

GEME
GEME Risk / Return Rank: 9393
Overall Rank
GEME Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GEME Sortino Ratio Rank: 9393
Sortino Ratio Rank
GEME Omega Ratio Rank: 9494
Omega Ratio Rank
GEME Calmar Ratio Rank: 9292
Calmar Ratio Rank
GEME Martin Ratio Rank: 9393
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
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.

GEME vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) 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.


GEMEYCSDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.68

1.35

+0.33

Calmar ratioReturn relative to maximum drawdown

6.15

3.97

+2.18

Martin ratioReturn relative to average drawdown

24.06

12.40

+11.66

GEME vs. YCS - Sharpe Ratio Comparison

The current GEME Sharpe Ratio is 3.90, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GEME 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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Sharpe Ratios by Period


GEMEYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.90

1.92

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

0.33

+2.33

Drawdowns

GEME vs. YCS - Drawdown Comparison

The maximum GEME drawdown since its inception was -16.86%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for GEME and YCS.


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Drawdown Indicators


GEMEYCSDifference

Max Drawdown

Largest peak-to-trough decline

-16.86%

-49.56%

+32.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-8.30%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

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

-1.23%

0.00%

-1.23%

Average Drawdown

Average peak-to-trough decline

-2.30%

-19.93%

+17.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.66%

+0.77%

Volatility

GEME vs. YCS - Volatility Comparison

Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a higher volatility of 8.56% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that GEME'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


GEMEYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

2.75%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

12.32%

+5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

17.27%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

21.10%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

19.01%

+3.94%

GEME vs. YCS - Expense Ratio Comparison

GEME has a 0.75% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

GEME vs. YCS - Dividend Comparison

GEME's dividend yield for the trailing twelve months is around 5.06%, while YCS has not paid dividends to shareholders.


Frequently Asked Questions


GEME and YCS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEME has higher volatility (8.56%) compared to YCS (2.75%). In terms of maximum drawdown, GEME dropped -16.86% vs YCS's -49.56%.

On 1-year performance, GEME leads with 82.30% vs 32.82% for YCS. On fees, GEME is cheaper at 0.75% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GEME has performed better with a 82.30% return vs 32.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GEME is cheaper with a 0.75% expense ratio, compared with 1.00% for YCS.

GEME has the higher dividend yield at 5.06%, compared with 0.00% for YCS.

GEME is categorized as Emerging Markets Equities, while YCS is Leveraged Currency. They also come from different issuers: Pacific AM and ProShares. Their fees differ too: 0.75% for GEME and 1.00% for YCS.

GEME currently has the higher Sharpe Ratio (3.90 vs 1.92), 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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