GSIG vs. YCS
GSIG (Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - GSIG is a Corporate Bonds fund tracking the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. At a correlation of -0.49, they often move in opposite directions. GSIG charges 0.14%/yr vs 1.00%/yr for YCS.
Performance
GSIG vs. YCS - Performance Comparison
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Returns By Period
GSIG
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCS
- 1D
- 0.38%
- 1M
- 2.89%
- 6M
- 8.26%
- YTD
- 10.72%
- 1Y
- 29.55%
- 3Y*
- 21.25%
- 5Y*
- 24.17%
- 10Y*
- 13.05%
GSIG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 0.68% | 6.69% | 4.72% | 6.06% | -5.80% | -0.81% | 1.59% |
YCS ProShares UltraShort Yen | 10.72% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -7.79% |
Correlation
The correlation between GSIG and YCS is -0.47, 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 | -0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020 | -0.49 |
The correlation between GSIG and YCS has been stable across timeframes, ranging from -0.51 to -0.47 - a consistent structural relationship.
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Return for Risk
GSIG vs. YCS — Risk / Return Rank
GSIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
YCS
GSIG vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) 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.
| GSIG | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.58 | — |
| Martin ratioReturn relative to average drawdown | — | 11.30 | — |
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Drawdowns
GSIG vs. YCS - Drawdown Comparison
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Drawdown Indicators
| GSIG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -49.56% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.30% | — |
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 DrawdownCurrent decline from peak | — | -0.63% | — |
Average DrawdownAverage peak-to-trough decline | — | -19.81% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.62% | — |
Volatility
GSIG vs. YCS - Volatility Comparison
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Volatility by Period
| GSIG | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 16.63% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 21.09% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 18.71% | — |
GSIG vs. YCS - Expense Ratio Comparison
GSIG has a 0.14% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
GSIG vs. YCS - Dividend Comparison
GSIG's dividend yield for the trailing twelve months is around 4.00%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 4.00% | 4.61% | 4.59% | 3.51% | 2.21% | 1.04% | 0.45% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSIG and YCS have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSIG is cheaper with a 0.14% expense ratio, compared with 1.00% for YCS.
GSIG has the higher dividend yield at 4.00%, compared with 0.00% for YCS.
GSIG is categorized as Corporate Bonds, while YCS is Leveraged Currency. GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Goldman Sachs and ProShares. Their fees differ too: 0.14% for GSIG and 1.00% for YCS.
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