KOID vs. YCS

Last updated Jun 4, 2026

KOID (KraneShares Global Humanoid and Embodied Intelligence Index ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - KOID is a Technology Equities fund tracking the MerQube Global Humanoid and Embodied Intelligence Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. At a correlation of -0.19, they often move in opposite directions. KOID charges 0.69%/yr vs 1.00%/yr for YCS.

Performance

KOID vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOID achieves a 34.14% return, which is significantly higher than YCS's 7.17% return.

KOID

• 1D: -0.07%
• 1M: 14.72%
• YTD: 34.14%
• 6M: 42.75%
• 1Y: —
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOID vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	34.14%	26.94%
YCS ProShares UltraShort Yen	7.17%	24.61%

Correlation

The correlation between KOID and YCS is -0.19, 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 (All Time) Calculated using the full available price history since Jun 6, 2025	-0.19

Return for Risk

KOID vs. YCS — Risk / Return Rank

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

YCS

YCS Risk / Return Rank: 61
YCS Sharpe Ratio Rank: 56
YCS Sortino Ratio Rank: 49
YCS Omega Ratio Rank: 56
YCS Calmar Ratio Rank: 78
YCS Martin Ratio Rank: 67

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.

KOID vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KOID	YCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
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	2.91	0.33	+2.58

Drawdowns

KOID vs. YCS - Drawdown Comparison

The maximum KOID drawdown since its inception was -18.19%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for KOID and YCS.

Drawdown Indicators

	KOID	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-18.19%	-49.56%	+31.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
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 Drawdown Current decline from peak	-1.25%	0.00%	-1.25%
Average Drawdown Average peak-to-trough decline	-3.35%	-19.93%	+16.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	KOID	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.55%	17.27%	+7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.55%	21.10%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.55%	19.01%	+5.54%

KOID vs. YCS - Expense Ratio Comparison

KOID has a 0.69% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

KOID vs. YCS - Dividend Comparison

KOID's dividend yield for the trailing twelve months is around 0.63%, while YCS has not paid dividends to shareholders.

Position	TTM	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	0.63%	0.85%
YCS ProShares UltraShort Yen	0.00%	0.00%

Frequently Asked Questions

Can I hold both KOID and YCS in my portfolio?

KOID and YCS have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KOID or YCS?

On fees, KOID is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KOID or YCS?

KOID is cheaper with a 0.69% expense ratio, compared with 1.00% for YCS.

Which ETF pays a higher dividend yield, KOID or YCS?

KOID has the higher dividend yield at 0.63%, compared with 0.00% for YCS.

What is the main difference between KOID and YCS?

KOID is categorized as Technology Equities, while YCS is Leveraged Currency. KOID tracks MerQube Global Humanoid and Embodied Intelligence Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: KraneShares and ProShares. Their fees differ too: 0.69% for KOID and 1.00% for YCS.