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IDGT vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDGT vs. YCS

Last updated Jun 4, 2026

IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - IDGT is a Technology Equities fund tracking the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, IDGT returned 14.38%/yr vs 12.34%/yr for YCS. At a 0.15 correlation, their price movements are largely independent. IDGT charges 0.41%/yr vs 1.00%/yr for YCS.

Performance

IDGT vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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, IDGT achieves a 53.90% return, which is significantly higher than YCS's 7.17% return. Over the past 10 years, IDGT has outperformed YCS with an annualized return of 14.38%, while YCS has yielded a comparatively lower 12.34% annualized return.

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDGT vs. YCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		53.90%6.79%26.71%-6.09%-17.90%42.14%8.78%17.39%-1.97%11.81%
YCS
ProShares UltraShort Yen		7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between IDGT and YCS is -0.21, 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

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.15

The correlation between IDGT and YCS shifts across timeframes, from -0.21 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares U.S. Digital Infrastructure and Real Estate ETF

ProShares UltraShort Yen

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Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY

Return for Risk

IDGT vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDGT
IDGT Risk / Return Rank: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
Martin Ratio Rank
YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
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.

IDGT vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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.

IDGTYCSDifference
Sharpe ratioReturn per unit of total volatility
3.13
1.92

+1.21

Sortino ratioReturn per unit of downside risk
3.96
2.44

+1.52

Omega ratioGain probability vs. loss probability

1.52

1.35

+0.17

Calmar ratioReturn relative to maximum drawdown

7.54

3.97

+3.57

Martin ratioReturn relative to average drawdown

22.58

12.40

+10.19

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDGT vs. YCS - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 3.13, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDGT 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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Sharpe Ratios by Period

IDGTYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.13

1.92

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.12

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.65

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.33

-0.15

Drawdowns

IDGT vs. YCS - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for IDGT and YCS.

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Drawdown Indicators

IDGTYCSDifference

Max Drawdown

Largest peak-to-trough decline

-77.95%

-49.56%

-28.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-8.30%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-23.05%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

-27.32%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-27.32%

-9.56%

Current Drawdown

Current decline from peak

-1.58%

0.00%

-1.58%

Average Drawdown

Average peak-to-trough decline

-19.91%

-19.93%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.66%

+0.15%

Volatility

IDGT vs. YCS - Volatility Comparison

iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) has a higher volatility of 7.87% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that IDGT'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

IDGTYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

2.75%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

12.32%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

17.27%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

21.10%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

19.01%

+4.28%

IDGT vs. YCS - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

IDGT vs. YCS - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, while YCS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
YCS
ProShares UltraShort Yen		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IDGT and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDGT has higher volatility (7.87%) compared to YCS (2.75%). In terms of maximum drawdown, IDGT dropped -77.95% vs YCS's -49.56%.

On 10-year performance, IDGT leads with 14.38% vs 12.34% for YCS. On fees, IDGT is cheaper at 0.41% 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 10-year period, IDGT has performed better with a 14.38% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.41% expense ratio, compared with 1.00% for YCS.

IDGT has the higher dividend yield at 0.72%, compared with 0.00% for YCS.

IDGT is categorized as Technology Equities, while YCS is Leveraged Currency. IDGT tracks S&P Data Center, Tower REIT and Communications Equipment 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: 0.41% for IDGT and 1.00% for YCS.

IDGT currently has the higher Sharpe Ratio (3.13 vs 1.92), 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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