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IBHG vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHG vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2027 Term High Yield and Income ETF (IBHG) 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, IBHG achieves a 1.17% return, which is significantly lower than YCS's 9.78% return.


IBHG

1D
0.00%
1M
0.03%
YTD
1.17%
6M
1.43%
1Y
4.55%
3Y*
7.63%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHG vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
1.17%6.90%7.42%11.27%-8.88%0.93%
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%9.06%

Correlation

The correlation between IBHG 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

-0.22

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2021

-0.23

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Return for Risk

IBHG vs. YCS — Risk / Return Rank

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

IBHG
IBHG Risk / Return Rank: 8282
Overall Rank
IBHG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHG Omega Ratio Rank: 7373
Omega Ratio Rank
IBHG Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBHG Martin Ratio Rank: 9393
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.

IBHG vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) 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.


IBHGYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

6.29

3.79

+2.50

Martin ratioReturn relative to average drawdown

22.89

11.86

+11.03

IBHG vs. YCS - Sharpe Ratio Comparison

The current IBHG Sharpe Ratio is 2.19, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IBHG 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

IBHG vs. YCS - Drawdown Comparison

The maximum IBHG drawdown since its inception was -13.85%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for IBHG and YCS.


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Drawdown Indicators


IBHGYCSDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-49.56%

+35.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-8.30%

+7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-23.05%

+19.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.64%

-19.88%

+17.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

2.65%

-2.45%

Volatility

IBHG vs. YCS - Volatility Comparison

The current volatility for iShares iBonds 2027 Term High Yield and Income ETF (IBHG) is 0.44%, while ProShares UltraShort Yen (YCS) has a volatility of 2.22%. This indicates that IBHG experiences smaller price fluctuations and is considered to be less risky 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


IBHGYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

2.22%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

12.19%

-10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

16.96%

-14.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

21.10%

-14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

18.96%

-12.63%

IBHG vs. YCS - Expense Ratio Comparison

IBHG has a 0.35% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

IBHG vs. YCS - Dividend Comparison

IBHG's dividend yield for the trailing twelve months is around 6.07%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.07%6.33%7.02%6.66%5.62%2.13%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHG 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.

YCS has higher volatility (2.22%) compared to IBHG (0.44%). In terms of maximum drawdown, IBHG dropped -13.85% vs YCS's -49.56%.

On 3-year performance, YCS leads with 18.43% vs 7.63% for IBHG. On fees, IBHG is cheaper at 0.35% per year. On volatility, IBHG has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, YCS has performed better with a 18.43% return vs 7.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHG is cheaper with a 0.35% expense ratio, compared with 1.00% for YCS.

IBHG has the higher dividend yield at 6.07%, compared with 0.00% for YCS.

IBHG is categorized as High Yield Bonds, while YCS is Leveraged Currency. IBHG tracks Bloomberg 2027 Term High Yield and Income Index - Benchmark TR Gross, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.35% for IBHG and 1.00% for YCS.

IBHG currently has the higher Sharpe Ratio (2.19 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 IBHG and YCS

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