HERO vs. YCS
HERO (Global X Video Games & Esports ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - HERO is a Large Cap Growth Equities fund tracking the Solactive Video Games & Esports Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, HERO returned -3.62%/yr vs 23.54%/yr for YCS. At a correlation of -0.15, they often move in opposite directions. HERO charges 0.50%/yr vs 1.00%/yr for YCS.
Performance
HERO vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, HERO achieves a -13.80% return, which is significantly lower than YCS's 7.17% return.
HERO
- 1D
- -2.41%
- 1M
- -2.63%
- YTD
- -13.80%
- 6M
- -16.14%
- 1Y
- -12.41%
- 3Y*
- 9.75%
- 5Y*
- -3.62%
- 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%
HERO vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HERO Global X Video Games & Esports ETF | -13.80% | 28.74% | 17.65% | 8.36% | -33.42% | -8.37% | 91.02% | 9.12% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 1.99% |
Correlation
The correlation between HERO and YCS is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2019 | -0.15 |
The correlation between HERO and YCS shifts across timeframes, from -0.27 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HERO vs. YCS — Risk / Return Rank
HERO
YCS
HERO vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) 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.
| HERO | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.35 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.97 | -4.44 |
| Martin ratioReturn relative to average drawdown | -0.88 | 12.40 | -13.28 |
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
| HERO | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 1.92 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 1.12 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.33 | +0.05 |
Drawdowns
HERO vs. YCS - Drawdown Comparison
The maximum HERO drawdown since its inception was -54.02%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for HERO and YCS.
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Drawdown Indicators
| HERO | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -49.56% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -26.64% | -8.30% | -18.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.64% | -23.05% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -48.44% | -27.32% | -21.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -27.46% | 0.00% | -27.46% |
Average DrawdownAverage peak-to-trough decline | -25.97% | -19.93% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.11% | 2.66% | +11.45% |
Volatility
HERO vs. YCS - Volatility Comparison
Global X Video Games & Esports ETF (HERO) has a higher volatility of 5.13% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that HERO'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
| HERO | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.75% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 12.32% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 17.27% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 21.10% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.50% | 19.01% | +5.49% |
HERO vs. YCS - Expense Ratio Comparison
HERO has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
HERO vs. YCS - Dividend Comparison
HERO's dividend yield for the trailing twelve months is around 1.88%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HERO Global X Video Games & Esports ETF | 1.88% | 1.62% | 1.06% | 0.73% | 0.28% | 0.79% | 0.71% | 0.17% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HERO and YCS have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HERO has higher volatility (5.13%) compared to YCS (2.75%). In terms of maximum drawdown, HERO dropped -54.02% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs -3.62% for HERO. On fees, HERO is cheaper at 0.50% 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 5-year period, YCS has performed better with a 23.54% return vs -3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HERO is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.
HERO has the higher dividend yield at 1.88%, compared with 0.00% for YCS.
HERO is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. HERO tracks Solactive Video Games & Esports Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.50% for HERO and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs -0.64), 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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