ITDC vs. YCS
ITDC (Ishares Lifepath Target Date 2035 ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ITDC is a Target Retirement Date fund actively managed by iShares, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). ITDC is actively managed, while YCS is passively managed. Over the past year, ITDC returned 19.52% vs 32.82% for YCS. At a correlation of -0.24, they often move in opposite directions. ITDC charges 0.10%/yr vs 1.00%/yr for YCS.
Performance
ITDC vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITDC achieves a 7.85% return, which is significantly higher than YCS's 7.17% return.
ITDC
- 1D
- -0.50%
- 1M
- 3.02%
- YTD
- 7.85%
- 6M
- 8.24%
- 1Y
- 19.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
ITDC vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 7.85% | 16.10% | 11.41% | 12.40% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | -9.33% |
Correlation
The correlation between ITDC and YCS is -0.38, 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 | -0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | -0.24 |
The correlation between ITDC and YCS shifts across timeframes, from -0.38 (1 year) to -0.24 (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
ITDC vs. YCS — Risk / Return Rank
ITDC
YCS
ITDC vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) 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.
| ITDC | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 3.97 | -1.01 |
| Martin ratioReturn relative to average drawdown | 13.15 | 12.40 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITDC | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.92 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.88 | 0.33 | +1.55 |
Drawdowns
ITDC vs. YCS - Drawdown Comparison
The maximum ITDC drawdown since its inception was -10.39%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ITDC and YCS.
Loading charts...
Drawdown Indicators
| ITDC | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.39% | -49.56% | +39.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -8.30% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -0.50% | 0.00% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -19.93% | +18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.66% | -1.17% |
Volatility
ITDC vs. YCS - Volatility Comparison
Ishares Lifepath Target Date 2035 ETF (ITDC) and ProShares UltraShort Yen (YCS) have volatilities of 2.82% and 2.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITDC | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 2.75% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 12.32% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.58% | 17.27% | -8.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.05% | 21.10% | -11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.05% | 19.01% | -8.96% |
ITDC vs. YCS - Expense Ratio Comparison
ITDC has a 0.10% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
ITDC vs. YCS - Dividend Comparison
ITDC's dividend yield for the trailing twelve months is around 1.88%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 1.88% | 2.02% | 1.93% | 0.84% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITDC and YCS have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDC has higher volatility (2.82%) compared to YCS (2.75%). In terms of maximum drawdown, ITDC dropped -10.39% vs YCS's -49.56%.
On 1-year performance, YCS leads with 32.82% vs 19.52% for ITDC. On fees, ITDC is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YCS has performed better with a 32.82% return vs 19.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDC is cheaper with a 0.10% expense ratio, compared with 1.00% for YCS.
ITDC has the higher dividend yield at 1.88%, compared with 0.00% for YCS.
ITDC is categorized as Target Retirement Date, while YCS is Leveraged Currency. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.10% for ITDC and 1.00% for YCS.
ITDC currently has the higher Sharpe Ratio (2.28 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.
Find the right allocation for ITDC 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