HOMZ vs. YCS
HOMZ (Hoya Capital Housing ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - HOMZ is a Materials fund tracking the Hoya Capital Housing 100 Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, HOMZ returned 3.51%/yr vs 23.54%/yr for YCS. At a correlation of -0.07, they often move in opposite directions. HOMZ charges 0.30%/yr vs 1.00%/yr for YCS.
Performance
HOMZ vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, HOMZ achieves a -3.23% return, which is significantly lower than YCS's 7.17% return.
HOMZ
- 1D
- -0.61%
- 1M
- -0.25%
- YTD
- -3.23%
- 6M
- -6.20%
- 1Y
- 4.91%
- 3Y*
- 9.05%
- 5Y*
- 3.51%
- 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%
HOMZ vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HOMZ Hoya Capital Housing ETF | -3.23% | 2.72% | 9.49% | 36.49% | -28.14% | 41.02% | 15.80% | 17.71% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 0.49% |
Correlation
The correlation between HOMZ and YCS is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019 | -0.07 |
Over the past year, the inverse relationship between HOMZ and YCS has strengthened: their correlation has moved from -0.07 to -0.32, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
HOMZ vs. YCS — Risk / Return Rank
HOMZ
YCS
HOMZ vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hoya Capital Housing ETF (HOMZ) 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.
| HOMZ | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 3.97 | -3.68 |
| Martin ratioReturn relative to average drawdown | 0.67 | 12.40 | -11.73 |
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
| HOMZ | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.92 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.12 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.33 | +0.09 |
Drawdowns
HOMZ vs. YCS - Drawdown Comparison
The maximum HOMZ drawdown since its inception was -48.10%, roughly equal to the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for HOMZ and YCS.
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Drawdown Indicators
| HOMZ | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.10% | -49.56% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.71% | -8.30% | -8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -23.05% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -33.76% | -27.32% | -6.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -12.58% | 0.00% | -12.58% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -19.93% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 2.66% | +4.69% |
Volatility
HOMZ vs. YCS - Volatility Comparison
Hoya Capital Housing ETF (HOMZ) has a higher volatility of 5.34% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that HOMZ'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
| HOMZ | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 2.75% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 12.32% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 17.27% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 21.10% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.99% | 19.01% | +5.98% |
HOMZ vs. YCS - Expense Ratio Comparison
HOMZ has a 0.30% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
HOMZ vs. YCS - Dividend Comparison
HOMZ's dividend yield for the trailing twelve months is around 2.74%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HOMZ Hoya Capital Housing ETF | 2.74% | 2.54% | 2.13% | 2.08% | 2.03% | 1.21% | 3.18% | 1.24% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HOMZ and YCS have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOMZ has higher volatility (5.34%) compared to YCS (2.75%). In terms of maximum drawdown, HOMZ dropped -48.10% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs 3.51% for HOMZ. On fees, HOMZ is cheaper at 0.30% 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 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HOMZ is cheaper with a 0.30% expense ratio, compared with 1.00% for YCS.
HOMZ has the higher dividend yield at 2.74%, compared with 0.00% for YCS.
HOMZ is categorized as Materials, while YCS is Leveraged Currency. HOMZ tracks Hoya Capital Housing 100 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Pettee Investors and ProShares. Their fees differ too: 0.30% for HOMZ and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.92 vs 0.25), 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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