GLTR vs. YCS
GLTR (Aberdeen Standard Physical Precious Metals Basket Shares ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - GLTR is a Precious Metals fund tracking the ETFS Physical Precious Metals Basket Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, GLTR returned 13.17%/yr vs 12.34%/yr for YCS. At a correlation of -0.32, they often move in opposite directions. GLTR charges 0.60%/yr vs 1.00%/yr for YCS.
Performance
GLTR vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, GLTR achieves a 1.47% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, GLTR has outperformed YCS with an annualized return of 13.17%, while YCS has yielded a comparatively lower 12.34% annualized return.
GLTR
- 1D
- -1.81%
- 1M
- -1.45%
- YTD
- 1.47%
- 6M
- 10.73%
- 1Y
- 53.06%
- 3Y*
- 32.36%
- 5Y*
- 15.32%
- 10Y*
- 13.17%
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%
GLTR vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 1.47% | 87.25% | 20.63% | 2.01% | -0.25% | -9.60% | 29.52% | 20.96% | -2.85% | 12.94% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between GLTR and YCS is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2010 | -0.32 |
The correlation between GLTR and YCS shifts across timeframes, from -0.37 (10 years) to -0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GLTR vs. YCS — Risk / Return Rank
GLTR
YCS
GLTR vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) 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.
| GLTR | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.97 | -2.17 |
| Martin ratioReturn relative to average drawdown | 4.13 | 12.40 | -8.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLTR | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.92 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.12 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.33 | -0.01 |
Drawdowns
GLTR vs. YCS - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for GLTR and YCS.
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Drawdown Indicators
| GLTR | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -49.56% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -29.70% | -8.30% | -21.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.70% | -23.05% | -6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -27.32% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -27.32% | -2.38% |
Current DrawdownCurrent decline from peak | -26.86% | 0.00% | -26.86% |
Average DrawdownAverage peak-to-trough decline | -28.83% | -19.93% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.88% | 2.66% | +10.22% |
Volatility
GLTR vs. YCS - Volatility Comparison
Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 9.13% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that GLTR'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
| GLTR | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 2.75% | +6.38% |
Volatility (6M)Calculated over the trailing 6-month period | 35.41% | 12.32% | +23.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.58% | 17.27% | +20.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 21.10% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 19.01% | +1.49% |
GLTR vs. YCS - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
GLTR vs. YCS - Dividend Comparison
Neither GLTR nor YCS has paid dividends to shareholders.
Frequently Asked Questions
GLTR and YCS have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLTR has higher volatility (9.13%) compared to YCS (2.75%). In terms of maximum drawdown, GLTR dropped -55.70% vs YCS's -49.56%.
On 10-year performance, GLTR leads with 13.17% vs 12.34% for YCS. On fees, GLTR is cheaper at 0.60% 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 10-year period, GLTR has performed better with a 13.17% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GLTR is cheaper with a 0.60% expense ratio, compared with 1.00% for YCS.
GLTR and YCS have nearly identical dividend yields, around 0.00%.
GLTR is categorized as Precious Metals, while YCS is Leveraged Currency. GLTR tracks ETFS Physical Precious Metals Basket Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Aberdeen and ProShares. Their fees differ too: 0.60% for GLTR and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 1.42), 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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