MSTW vs. YCS
MSTW (Roundhill MSTR WeeklyPay™ ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - MSTW is a Derivative Income fund actively managed by Roundhill, while YCS is a Leveraged Currency fund tracking the JPY/USD 4:00 p.m. ET Cross Rate. MSTW is actively managed, while YCS is passively managed. Over the past year, MSTW returned -82.53% vs 22.68% for YCS. Their -0.07 correlation means they have often moved in opposite directions in the past. MSTW charges 0.99%/yr vs 0.95%/yr for YCS.
Performance
MSTW vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, MSTW achieves a -45.96% return, which is significantly lower than YCS's 5.40% return.
MSTW
- 1D
- 1.51%
- 1M
- -3.57%
- 6M
- -33.17%
- YTD
- -45.96%
- 1Y
- -82.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -83.62%
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) |
|---|---|---|---|
| $1.29M | $1.31M | $2.87M | |
| $2.59M | $2.15M | $1.60M |
MSTW vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTW Roundhill MSTR WeeklyPay™ ETF | -45.96% | -71.40% |
YCS ProShares UltraShort Yen | 5.40% | 18.20% |
Correlation
The correlation between MSTW and YCS is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | -0.07 |
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Return for Risk
MSTW vs. YCS — Risk / Return Rank
MSTW
YCS
MSTW vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay™ ETF (MSTW) 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.
| MSTW | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.27 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.69 | -3.64 |
| Martin ratioReturn relative to average drawdown | -1.30 | 9.73 | -11.02 |
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Drawdowns
MSTW vs. YCS - Drawdown Comparison
The maximum MSTW drawdown since its inception was -87.29%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for MSTW and YCS.
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Drawdown Indicators
| MSTW | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.29% | -49.56% | -37.73% |
Max Drawdown (1Y)Largest decline over 1 year | -86.75% | -8.48% | -78.27% |
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 | -84.56% | -7.34% | -77.22% |
Average DrawdownAverage peak-to-trough decline | -59.08% | -19.75% | -39.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.67% | 2.34% | +61.33% |
Volatility
MSTW vs. YCS - Volatility Comparison
Roundhill MSTR WeeklyPay™ ETF (MSTW) has a higher volatility of 19.58% compared to ProShares UltraShort Yen (YCS) at 5.95%. This indicates that MSTW'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
| MSTW | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.58% | 5.95% | +13.63% |
Volatility (6M)Calculated over the trailing 6-month period | 72.73% | 11.87% | +60.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.38% | 16.43% | +73.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.96% | 21.21% | +68.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.96% | 18.61% | +71.35% |
MSTW vs. YCS - Expense Ratio Comparison
MSTW has a 0.99% expense ratio, which is higher than YCS's 0.95% expense ratio.
Dividends
MSTW vs. YCS - Dividend Comparison
MSTW's dividend yield for the trailing twelve months is around 379.51%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MSTW Roundhill MSTR WeeklyPay™ ETF | 379.51% | 106.94% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% |
Frequently Asked Questions
MSTW and YCS have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTW has higher volatility (19.58%) compared to YCS (5.95%). In terms of maximum drawdown, MSTW dropped -87.29% vs YCS's -49.56%.
On 1-year performance, YCS leads with 22.68% vs -82.53% for MSTW. On fees, YCS is cheaper at 0.95% per year. On volatility, YCS has been the lower-risk option at 5.95%. 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 22.68% return vs -82.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YCS is cheaper with a 0.95% expense ratio, compared with 0.99% for MSTW.
MSTW has the higher dividend yield at 379.51%, compared with 0.00% for YCS.
MSTW is categorized as Derivative Income, while YCS is Leveraged Currency. They also come from different issuers: Roundhill and ProShares. Their fees differ too: 0.99% for MSTW and 0.95% for YCS.
YCS currently has the higher Sharpe Ratio (1.39 vs -0.92), 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.
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