IDV vs. YCS
IDV (iShares International Select Dividend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, IDV returned 10.47%/yr vs 13.21%/yr for YCS. Their 0.02 correlation means their historical movements had little consistent relationship. IDV charges 0.49%/yr vs 1.00%/yr for YCS.
Performance
IDV vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 15.90% return, which is significantly higher than YCS's 4.11% return. Over the past 10 years, IDV has underperformed YCS with an annualized return of 10.47%, while YCS has yielded a comparatively higher 13.21% annualized return.
IDV
- 1D
- 0.00%
- 1M
- 6.15%
- 6M
- 8.60%
- YTD
- 15.90%
- 1Y
- 34.55%
- 3Y*
- 25.78%
- 5Y*
- 13.32%
- 10Y*
- 10.47%
- ALL TIME*
- 4.99%
YCS
- 1D
- -2.97%
- 1M
- -5.17%
- 6M
- 5.08%
- YTD
- 4.11%
- 1Y
- 21.34%
- 3Y*
- 16.96%
- 5Y*
- 22.90%
- 10Y*
- 13.21%
- ALL TIME*
- 6.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.06M | $33.76M | $40.01M | |
| $2.37M | $2.29M | $1.56M |
IDV vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 15.90% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
YCS ProShares UltraShort Yen | 4.11% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between IDV and YCS is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.34 |
Correlation (3Y) Balances recent behavior with more history. | -0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.02 |
The correlation between IDV and YCS shifts across timeframes, from -0.34 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDV vs. YCS — Risk / Return Rank
IDV
YCS
IDV vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.
| IDV | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.26 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.53 | +1.55 |
| Martin ratioReturn relative to average drawdown | 12.65 | 9.53 | +3.11 |
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Drawdowns
IDV vs. YCS - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for IDV and YCS.
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Drawdown Indicators
| IDV | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -49.56% | -20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -8.48% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -23.05% | +11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -27.32% | -1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -27.32% | -15.18% |
Current DrawdownCurrent decline from peak | -0.12% | -8.48% | +8.36% |
Average DrawdownAverage peak-to-trough decline | -15.30% | -19.75% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.24% | +0.50% |
Volatility
IDV vs. YCS - Volatility Comparison
The current volatility for iShares International Select Dividend ETF (IDV) is 2.79%, while ProShares UltraShort Yen (YCS) has a volatility of 5.88%. This indicates that IDV 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
| IDV | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 5.88% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 11.84% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 16.43% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 21.21% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 18.61% | -0.99% |
IDV vs. YCS - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
IDV vs. YCS - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 5.13%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 5.13% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
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
IDV and YCS have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.88%) compared to IDV (2.79%). In terms of maximum drawdown, IDV dropped -70.14% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.21% vs 10.47% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, YCS has performed better with a 13.21% return vs 10.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 1.00% for YCS.
IDV has the higher dividend yield at 5.13%, compared with 0.00% for YCS.
IDV is categorized as Global Equities, while YCS is Leveraged Currency. IDV tracks Dow Jones EPAC Select Dividend, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.49% for IDV and 1.00% for YCS.
IDV currently has the higher Sharpe Ratio (2.66 vs 1.31), 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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