JHID vs. YCS
JHID (John Hancock International High Dividend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). JHID is actively managed, while YCS is passively managed. Over the past 3 years, JHID returned 21.44%/yr vs 17.44%/yr for YCS. Their -0.24 correlation means they have often moved in opposite directions in the past. JHID charges 0.46%/yr vs 1.00%/yr for YCS.
Performance
JHID vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, JHID achieves a 18.15% return, which is significantly higher than YCS's 5.40% return.
JHID
- 1D
- -0.16%
- 1M
- 3.63%
- 6M
- 8.94%
- YTD
- 18.15%
- 1Y
- 33.97%
- 3Y*
- 21.44%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.09%
YCS
- 1D
- -0.02%
- 1M
- -4.94%
- 6M
- 4.42%
- YTD
- 5.40%
- 1Y
- 22.68%
- 3Y*
- 17.44%
- 5Y*
- 22.89%
- 10Y*
- 13.35%
- ALL TIME*
- 6.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $70.32K | $37.91K | $32.84K | |
| $2.59M | $2.15M | $1.60M |
JHID vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JHID John Hancock International High Dividend ETF | 18.15% | 41.47% | 3.62% | 19.47% | -0.42% |
YCS ProShares UltraShort Yen | 5.40% | 9.04% | 35.41% | 28.70% | -0.55% |
Correlation
The correlation between JHID and YCS is -0.36, 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. | -0.36 |
Correlation (3Y) Balances recent behavior with more history. | -0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022 | -0.24 |
The correlation between JHID and YCS shifts across timeframes, from -0.36 (1 year) to -0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JHID vs. YCS — Risk / Return Rank
JHID
YCS
JHID vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) 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.
| JHID | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.27 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.69 | +1.37 |
| Martin ratioReturn relative to average drawdown | 15.85 | 9.73 | +6.12 |
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Drawdowns
JHID vs. YCS - Drawdown Comparison
The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for JHID and YCS.
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Drawdown Indicators
| JHID | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.42% | -49.56% | +37.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -8.48% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.42% | -23.05% | +10.63% |
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 | -0.16% | -7.34% | +7.18% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -19.75% | +17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.34% | -0.19% |
Volatility
JHID vs. YCS - Volatility Comparison
The current volatility for John Hancock International High Dividend ETF (JHID) is 3.17%, while ProShares UltraShort Yen (YCS) has a volatility of 5.95%. This indicates that JHID 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
| JHID | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 5.95% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 11.87% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 16.43% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 21.21% | -7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 18.61% | -4.74% |
JHID vs. YCS - Expense Ratio Comparison
JHID has a 0.46% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
JHID vs. YCS - Dividend Comparison
JHID's dividend yield for the trailing twelve months is around 3.32%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JHID John Hancock International High Dividend ETF | 3.32% | 3.13% | 5.15% | 5.23% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHID and YCS have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.95%) compared to JHID (3.17%). In terms of maximum drawdown, JHID dropped -12.42% vs YCS's -49.56%.
On 3-year performance, JHID leads with 21.44% vs 17.44% for YCS. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JHID has performed better with a 21.44% return vs 17.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JHID is cheaper with a 0.46% expense ratio, compared with 1.00% for YCS.
JHID has the higher dividend yield at 3.32%, compared with 0.00% for YCS.
JHID is categorized as Foreign Large Cap Equities, while YCS is Leveraged Currency. They also come from different issuers: John Hancock and ProShares. Their fees differ too: 0.46% for JHID and 1.00% for YCS.
JHID currently has the higher Sharpe Ratio (2.66 vs 1.39), 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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