PortfoliosLab logoPortfoliosLab logo
INDL vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDL vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily India Bull 3x Shares (INDL) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INDL achieves a -21.27% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, INDL has underperformed YCS with an annualized return of 1.06%, while YCS has yielded a comparatively higher 13.62% annualized return.


INDL

1D
-3.73%
1M
1.96%
YTD
-21.27%
6M
-22.49%
1Y
-24.89%
3Y*
0.97%
5Y*
-1.23%
10Y*
1.06%

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDL vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDL
Direxion Daily India Bull 3x Shares
-21.27%-3.21%7.56%26.06%-22.88%40.26%-36.43%3.15%-34.29%127.98%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between INDL and YCS is -0.20, 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

-0.20

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

-0.10

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

-0.09

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.09

The correlation between INDL and YCS shifts across timeframes, from -0.20 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INDL vs. YCS — Risk / Return Rank

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

INDL
INDL Risk / Return Rank: 33
Overall Rank
INDL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDL Sortino Ratio Rank: 33
Sortino Ratio Rank
INDL Omega Ratio Rank: 33
Omega Ratio Rank
INDL Calmar Ratio Rank: 33
Calmar Ratio Rank
INDL Martin Ratio Rank: 22
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

INDL vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily India Bull 3x Shares (INDL) 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.


INDLYCSDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.50

Omega ratioGain probability vs. loss probability

0.87

1.34

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.66

3.78

-4.44

Martin ratioReturn relative to average drawdown

-1.32

11.93

-13.25

INDL vs. YCS - Sharpe Ratio Comparison

The current INDL Sharpe Ratio is -0.83, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of INDL 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.


Loading charts...

Drawdowns

INDL vs. YCS - Drawdown Comparison

The maximum INDL drawdown since its inception was -95.67%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for INDL and YCS.


Loading charts...

Drawdown Indicators


INDLYCSDifference

Max Drawdown

Largest peak-to-trough decline

-95.67%

-49.56%

-46.11%

Max Drawdown (1Y)

Largest decline over 1 year

-37.82%

-8.30%

-29.52%

Max Drawdown (3Y)

Largest decline over 3 years

-47.64%

-23.05%

-24.59%

Max Drawdown (5Y)

Largest decline over 5 years

-47.64%

-27.32%

-20.32%

Max Drawdown (10Y)

Largest decline over 10 years

-91.96%

-27.32%

-64.64%

Current Drawdown

Current decline from peak

-77.84%

-0.14%

-77.70%

Average Drawdown

Average peak-to-trough decline

-66.38%

-19.87%

-46.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.84%

2.65%

+16.19%

Volatility

INDL vs. YCS - Volatility Comparison

Direxion Daily India Bull 3x Shares (INDL) has a higher volatility of 9.26% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that INDL'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.


Loading charts...

Volatility by Period


INDLYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

2.25%

+7.01%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

12.19%

+14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

30.04%

16.93%

+13.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.72%

21.10%

+9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.52%

18.82%

+33.70%

INDL vs. YCS - Expense Ratio Comparison

INDL has a 1.33% expense ratio, which is higher than YCS's 1.00% expense ratio.


Dividends

INDL vs. YCS - Dividend Comparison

INDL's dividend yield for the trailing twelve months is around 1.60%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
INDL
Direxion Daily India Bull 3x Shares
1.60%1.42%2.79%1.65%0.09%2.35%0.00%0.68%0.18%0.31%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INDL and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDL has higher volatility (9.26%) compared to YCS (2.25%). In terms of maximum drawdown, INDL dropped -95.67% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.62% vs 1.06% for INDL. On fees, YCS is cheaper at 1.00% per year. On volatility, YCS has been the lower-risk option at 2.25%. 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 13.62% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YCS is cheaper with a 1.00% expense ratio, compared with 1.33% for INDL.

INDL has the higher dividend yield at 1.60%, compared with 0.00% for YCS.

INDL is categorized as Leveraged Equities, while YCS is Leveraged Currency. INDL tracks Indus India Index (300%), while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.33% for INDL and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs -0.83), 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 INDL and YCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer