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GREK vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GREK vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Greece ETF (GREK) 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, GREK achieves a 17.98% return, which is significantly higher than YCS's 9.78% return. Over the past 10 years, GREK has outperformed YCS with an annualized return of 17.24%, while YCS has yielded a comparatively lower 13.63% annualized return.


GREK

1D
0.74%
1M
10.24%
YTD
17.98%
6M
16.09%
1Y
47.31%
3Y*
33.16%
5Y*
26.02%
10Y*
17.24%

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)

GREK vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GREK
Global X MSCI Greece ETF
17.98%76.11%9.53%42.72%3.64%6.14%-13.89%50.20%-31.25%34.80%
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between GREK 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

-0.16

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2011

0.05

The correlation between GREK and YCS shifts across timeframes, from -0.25 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GREK vs. YCS — Risk / Return Rank

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

GREK
GREK Risk / Return Rank: 5454
Overall Rank
GREK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GREK Sortino Ratio Rank: 6262
Sortino Ratio Rank
GREK Omega Ratio Rank: 5757
Omega Ratio Rank
GREK Calmar Ratio Rank: 4646
Calmar Ratio Rank
GREK Martin Ratio Rank: 4444
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.

GREK vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Greece ETF (GREK) 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.


GREKYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.34

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.23

3.79

-1.56

Martin ratioReturn relative to average drawdown

6.89

11.86

-4.97

GREK vs. YCS - Sharpe Ratio Comparison

The current GREK Sharpe Ratio is 1.96, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of GREK 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

GREK vs. YCS - Drawdown Comparison

The maximum GREK drawdown since its inception was -79.50%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for GREK and YCS.


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Drawdown Indicators


GREKYCSDifference

Max Drawdown

Largest peak-to-trough decline

-79.50%

-49.56%

-29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

-8.30%

-13.02%

Max Drawdown (3Y)

Largest decline over 3 years

-22.63%

-23.05%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-27.32%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-57.04%

-27.32%

-29.72%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-45.19%

-19.88%

-25.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

2.65%

+4.24%

Volatility

GREK vs. YCS - Volatility Comparison

Global X MSCI Greece ETF (GREK) has a higher volatility of 6.87% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that GREK'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


GREKYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

2.22%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

20.66%

12.19%

+8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.34%

16.96%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.45%

21.10%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

18.96%

+10.65%

GREK vs. YCS - Expense Ratio Comparison

GREK has a 0.58% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

GREK vs. YCS - Dividend Comparison

GREK's dividend yield for the trailing twelve months is around 2.94%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GREK
Global X MSCI Greece ETF
2.94%3.46%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%
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


GREK 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.

GREK has higher volatility (6.87%) compared to YCS (2.22%). In terms of maximum drawdown, GREK dropped -79.50% vs YCS's -49.56%.

On 10-year performance, GREK leads with 17.24% vs 13.63% for YCS. On fees, GREK is cheaper at 0.58% 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 10-year period, GREK has performed better with a 17.24% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GREK is cheaper with a 0.58% expense ratio, compared with 1.00% for YCS.

GREK has the higher dividend yield at 2.94%, compared with 0.00% for YCS.

GREK is categorized as Emerging Markets Equities, while YCS is Leveraged Currency. GREK tracks MSCI All Greece Select 25-50, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.58% for GREK and 1.00% for YCS.

GREK currently has the higher Sharpe Ratio (1.96 vs 1.86), 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 GREK and YCS

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