MOOD vs. YCS
MOOD (Relative Sentiment Tactical Allocation ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - MOOD is a Tactical Allocation fund actively managed by Alpha Architect, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). MOOD is actively managed, while YCS is passively managed. Over the past 3 years, MOOD returned 19.14%/yr vs 17.34%/yr for YCS. Their -0.25 correlation means they have often moved in opposite directions in the past. MOOD charges 0.73%/yr vs 1.00%/yr for YCS.
Performance
MOOD vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, MOOD achieves a 13.27% return, which is significantly higher than YCS's 7.29% return.
MOOD
- 1D
- 0.04%
- 1M
- -0.12%
- 6M
- 5.83%
- YTD
- 13.27%
- 1Y
- 32.12%
- 3Y*
- 19.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.16%
YCS
- 1D
- -0.84%
- 1M
- -2.27%
- 6M
- 9.33%
- YTD
- 7.29%
- 1Y
- 25.05%
- 3Y*
- 17.34%
- 5Y*
- 23.55%
- 10Y*
- 13.76%
- ALL TIME*
- 6.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $594.91K | $566.29K | $735.34K | |
| $1.53M | $2.43M | $1.42M |
MOOD vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 13.27% | 30.39% | 12.53% | 12.56% | -3.31% |
YCS ProShares UltraShort Yen | 7.29% | 9.04% | 35.41% | 28.70% | 4.66% |
Correlation
The correlation between MOOD and YCS is -0.21, 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. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.23 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | -0.25 |
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Return for Risk
MOOD vs. YCS — Risk / Return Rank
MOOD
YCS
MOOD vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) 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.
| MOOD | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.35 | +0.89 |
| Martin ratioReturn relative to average drawdown | 9.79 | 8.93 | +0.86 |
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Drawdowns
MOOD vs. YCS - Drawdown Comparison
The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for MOOD and YCS.
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Drawdown Indicators
| MOOD | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.34% | -49.56% | +35.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -8.30% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -9.71% | -23.05% | +13.34% |
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 | -2.08% | -5.68% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -19.75% | +17.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.64% | +0.56% |
Volatility
MOOD vs. YCS - Volatility Comparison
The current volatility for Relative Sentiment Tactical Allocation ETF (MOOD) is 2.45%, while ProShares UltraShort Yen (YCS) has a volatility of 5.30%. This indicates that MOOD 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
| MOOD | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 5.30% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 11.65% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 16.85% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 21.16% | -9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 18.61% | -6.52% |
MOOD vs. YCS - Expense Ratio Comparison
MOOD has a 0.73% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
MOOD vs. YCS - Dividend Comparison
MOOD's dividend yield for the trailing twelve months is around 0.36%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MOOD and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCS has higher volatility (5.30%) compared to MOOD (2.45%). In terms of maximum drawdown, MOOD dropped -14.34% vs YCS's -49.56%.
On 3-year performance, MOOD leads with 19.14% vs 17.34% for YCS. On fees, MOOD is cheaper at 0.73% per year. On volatility, MOOD has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, MOOD has performed better with a 19.14% return vs 17.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MOOD is cheaper with a 0.73% expense ratio, compared with 1.00% for YCS.
MOOD has the higher dividend yield at 0.36%, compared with 0.00% for YCS.
MOOD is categorized as Tactical Allocation, while YCS is Leveraged Currency. They also come from different issuers: Alpha Architect and ProShares. Their fees differ too: 0.73% for MOOD and 1.00% for YCS.
MOOD currently has the higher Sharpe Ratio (2.14 vs 1.16), 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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