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INTF vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INTF vs. YCS

Last updated Jun 3, 2026

INTF (iShares MSCI Intl Multifactor ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - INTF is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Diversified Multi-Factor, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, INTF returned 9.25%/yr vs 12.32%/yr for YCS. At a correlation of -0.03, they often move in opposite directions. INTF charges 0.30%/yr vs 1.00%/yr for YCS.

Performance

INTF vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) 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, INTF achieves a 10.41% return, which is significantly higher than YCS's 6.99% return. Over the past 10 years, INTF has underperformed YCS with an annualized return of 9.25%, while YCS has yielded a comparatively higher 12.32% annualized return.

INTF

1D
0.55%
1M
1.96%
YTD
10.41%
6M
14.13%
1Y
25.27%
3Y*
19.86%
5Y*
9.90%
10Y*
9.25%

YCS

1D
0.03%
1M
4.27%
YTD
6.99%
6M
8.81%
1Y
35.19%
3Y*
19.77%
5Y*
23.16%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTF vs. YCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INTF
iShares MSCI Intl Multifactor ETF		10.41%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%
YCS
ProShares UltraShort Yen		6.99%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between INTF and YCS is -0.45, 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

-0.45

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

-0.29

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

-0.24

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

-0.07

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

-0.03

Over the past year, the inverse relationship between INTF and YCS has strengthened: their correlation has moved from -0.03 to -0.45, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

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

iShares MSCI Intl Multifactor ETF

ProShares UltraShort Yen

Often compared with INTF:
INTF vs. IDHQINTF vs. LRGFINTF vs. VFMFINTF vs. SPYINTF vs. DFAIINTF vs. DFIVINTF vs. IVLU
Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY

Return for Risk

INTF vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INTF
INTF Risk / Return Rank: 5252
Overall Rank
INTF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 4949
Sortino Ratio Rank
INTF Omega Ratio Rank: 4949
Omega Ratio Rank
INTF Calmar Ratio Rank: 5353
Calmar Ratio Rank
INTF Martin Ratio Rank: 5959
Martin Ratio Rank
YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6060
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6666
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.

INTF vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.

INTFYCSDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.05

-0.30

Sortino ratio

Return per unit of downside risk

2.44

2.59

-0.14

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratio

Return relative to maximum drawdown

2.63

3.95

-1.32

Martin ratio

Return relative to average drawdown

10.44

12.35

-1.90

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

INTF vs. YCS - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.75, which is comparable to the YCS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of INTF 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

INTFYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.05

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.10

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.65

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.33

+0.12

Drawdowns

INTF vs. YCS - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for INTF and YCS.

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Drawdown Indicators

INTFYCSDifference

Max Drawdown

Largest peak-to-trough decline

-40.39%

-49.56%

+9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-8.30%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

-23.05%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-27.32%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.39%

-27.32%

-13.07%

Current Drawdown

Current decline from peak

-0.19%

-0.04%

-0.15%

Average Drawdown

Average peak-to-trough decline

-7.70%

-19.94%

+12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.66%

-0.09%

Volatility

INTF vs. YCS - Volatility Comparison

iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.65% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that INTF'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

INTFYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

2.75%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

12.36%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

17.38%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

21.11%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

19.02%

-1.67%

INTF vs. YCS - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

INTF vs. YCS - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.60%, while YCS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
INTF
iShares MSCI Intl Multifactor ETF		2.60%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%
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

INTF and YCS have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTF has higher volatility (4.65%) compared to YCS (2.75%). In terms of maximum drawdown, INTF dropped -40.39% vs YCS's -49.56%.

On 10-year performance, YCS leads with 12.32% vs 9.25% for INTF. On fees, INTF 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 10-year period, YCS has performed better with a 12.32% return vs 9.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INTF is cheaper with a 0.30% expense ratio, compared with 1.00% for YCS.

INTF has the higher dividend yield at 2.60%, compared with 0.00% for YCS.

INTF is categorized as Foreign Large Cap Equities, while YCS is Leveraged Currency. INTF tracks MSCI World ex USA Diversified Multi-Factor, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.30% for INTF and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (2.05 vs 1.75), 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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