ITDD vs. YCS
ITDD (Ishares Lifepath Target Date 2040 ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ITDD is a Target Retirement Date fund actively managed by iShares, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). ITDD is actively managed, while YCS is passively managed. Over the past year, ITDD returned 22.34% vs 34.99% for YCS. At a correlation of -0.21, they often move in opposite directions. ITDD charges 0.11%/yr vs 1.00%/yr for YCS.
Performance
ITDD vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, ITDD achieves a 9.60% return, which is significantly higher than YCS's 7.17% return.
ITDD
- 1D
- 0.47%
- 1M
- 3.05%
- YTD
- 9.60%
- 6M
- 9.97%
- 1Y
- 22.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCS
- 1D
- 0.00%
- 1M
- 3.39%
- YTD
- 7.17%
- 6M
- 10.02%
- 1Y
- 34.99%
- 3Y*
- 20.03%
- 5Y*
- 23.54%
- 10Y*
- 12.16%
ITDD vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 9.60% | 17.66% | 13.08% | 12.87% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | -9.33% |
Correlation
The correlation between ITDD and YCS is -0.35, 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 | -0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | -0.21 |
The correlation between ITDD and YCS shifts across timeframes, from -0.35 (1 year) to -0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITDD vs. YCS — Risk / Return Rank
ITDD
YCS
ITDD vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) 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.
| ITDD | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 4.23 | -1.27 |
| Martin ratioReturn relative to average drawdown | 12.99 | 13.22 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITDD | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.06 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.84 | 0.33 | +1.51 |
Drawdowns
ITDD vs. YCS - Drawdown Comparison
The maximum ITDD drawdown since its inception was -12.46%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ITDD and YCS.
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Drawdown Indicators
| ITDD | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.46% | -49.56% | +37.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -8.30% | +0.74% |
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 | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -19.93% | +18.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.65% | -0.93% |
Volatility
ITDD vs. YCS - Volatility Comparison
Ishares Lifepath Target Date 2040 ETF (ITDD) has a higher volatility of 3.16% compared to ProShares UltraShort Yen (YCS) at 2.62%. This indicates that ITDD'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
| ITDD | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.62% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 12.31% | -4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 17.18% | -7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.44% | 21.09% | -9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.44% | 19.01% | -7.57% |
ITDD vs. YCS - Expense Ratio Comparison
ITDD has a 0.11% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
ITDD vs. YCS - Dividend Comparison
ITDD's dividend yield for the trailing twelve months is around 1.66%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 1.66% | 1.82% | 1.56% | 0.89% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITDD and YCS have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDD has higher volatility (3.16%) compared to YCS (2.62%). In terms of maximum drawdown, ITDD dropped -12.46% vs YCS's -49.56%.
On 1-year performance, YCS leads with 34.99% vs 22.34% for ITDD. On fees, ITDD is cheaper at 0.11% per year. On volatility, YCS has been the lower-risk option at 2.62%. 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 34.99% return vs 22.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDD is cheaper with a 0.11% expense ratio, compared with 1.00% for YCS.
ITDD has the higher dividend yield at 1.66%, compared with 0.00% for YCS.
ITDD is categorized as Target Retirement Date, while YCS is Leveraged Currency. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.11% for ITDD and 1.00% for YCS.
ITDD currently has the higher Sharpe Ratio (2.30 vs 2.06), 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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