HELX vs. YCS
HELX (Franklin Genomic Advancements ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). HELX is actively managed, while YCS is passively managed. Over the past 5 years, HELX returned -5.20%/yr vs 23.50%/yr for YCS. At a correlation of -0.09, they often move in opposite directions. HELX charges 0.50%/yr vs 1.00%/yr for YCS.
Performance
HELX vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HELX achieves a 0.05% return, which is significantly lower than YCS's 9.78% return.
HELX
- 1D
- -0.45%
- 1M
- 6.20%
- YTD
- 0.05%
- 6M
- -2.14%
- 1Y
- 33.73%
- 3Y*
- 6.84%
- 5Y*
- -5.20%
- 10Y*
- —
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%
HELX vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.05% | 26.34% | -5.32% | 1.14% | -37.89% | 9.80% | 83.98% |
YCS ProShares UltraShort Yen | 9.78% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -14.37% |
Correlation
The correlation between HELX and YCS is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020 | -0.09 |
The correlation between HELX and YCS shifts across timeframes, from -0.28 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HELX vs. YCS — Risk / Return Rank
HELX
YCS
HELX vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) 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.
| HELX | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 3.79 | -1.91 |
| Martin ratioReturn relative to average drawdown | 4.77 | 11.86 | -7.09 |
Loading charts...
Drawdowns
HELX vs. YCS - Drawdown Comparison
The maximum HELX drawdown since its inception was -58.75%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for HELX and YCS.
Loading charts...
Drawdown Indicators
| HELX | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.75% | -49.56% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -8.30% | -9.71% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -23.05% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -58.75% | -27.32% | -31.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -37.22% | 0.00% | -37.22% |
Average DrawdownAverage peak-to-trough decline | -34.33% | -19.88% | -14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 2.65% | +4.44% |
Volatility
HELX vs. YCS - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.94% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that HELX'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.
Loading charts...
Volatility by Period
| HELX | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 2.22% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 12.19% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.40% | 16.96% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 21.10% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.37% | 18.96% | +8.41% |
HELX vs. YCS - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
HELX vs. YCS - Dividend Comparison
HELX's dividend yield for the trailing twelve months is around 0.39%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.39% | 0.39% | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HELX and YCS have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HELX has higher volatility (6.94%) compared to YCS (2.22%). In terms of maximum drawdown, HELX dropped -58.75% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.50% vs -5.20% for HELX. On fees, HELX is cheaper at 0.50% 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 5-year period, YCS has performed better with a 23.50% return vs -5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HELX is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.
HELX has the higher dividend yield at 0.39%, compared with 0.00% for YCS.
HELX is categorized as Health & Biotech Equities, while YCS is Leveraged Currency. They also come from different issuers: Franklin Templeton and ProShares. Their fees differ too: 0.50% for HELX and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs 1.59), 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.
Find the right allocation for HELX and YCS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer