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MVV vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVV vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Midcap 400 (MVV) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVV achieves a 29.43% return, which is significantly higher than YCS's 7.88% return. Over the past 10 years, MVV has outperformed YCS with an annualized return of 14.27%, while YCS has yielded a comparatively lower 12.96% annualized return.


MVV

1D
0.68%
1M
10.84%
YTD
29.43%
6M
26.21%
1Y
52.14%
3Y*
20.94%
5Y*
7.54%
10Y*
14.27%

YCS

1D
0.26%
1M
2.50%
YTD
7.88%
6M
10.26%
1Y
33.48%
3Y*
18.92%
5Y*
23.21%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVV vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVV
ProShares Ultra Midcap 400
29.43%3.48%17.75%22.51%-31.96%48.57%6.20%49.50%-25.44%30.81%
YCS
ProShares UltraShort Yen
7.88%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between MVV and YCS is -0.16, 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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.18

The correlation between MVV and YCS shifts across timeframes, from -0.16 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MVV vs. YCS — Risk / Return Rank

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

MVV
MVV Risk / Return Rank: 5555
Overall Rank
MVV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MVV Sortino Ratio Rank: 5151
Sortino Ratio Rank
MVV Omega Ratio Rank: 4747
Omega Ratio Rank
MVV Calmar Ratio Rank: 6464
Calmar Ratio Rank
MVV Martin Ratio Rank: 6161
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6969
Overall Rank
YCS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5757
Sortino Ratio Rank
YCS Omega Ratio Rank: 6767
Omega Ratio Rank
YCS Calmar Ratio Rank: 8383
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
Martin Ratio Rank
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.

MVV vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Midcap 400 (MVV) 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.


MVVYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.96

4.05

-1.09

Martin ratioReturn relative to average drawdown

10.16

12.65

-2.49

MVV vs. YCS - Sharpe Ratio Comparison

The current MVV Sharpe Ratio is 1.65, which is comparable to the YCS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MVV and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MVV vs. YCS - Drawdown Comparison

The maximum MVV drawdown since its inception was -85.54%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for MVV and YCS.


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Drawdown Indicators


MVVYCSDifference

Max Drawdown

Largest peak-to-trough decline

-85.54%

-49.56%

-35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.68%

-8.30%

-9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-44.80%

-23.05%

-21.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.53%

-27.32%

-18.21%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-27.32%

-41.87%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-20.52%

-19.89%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

2.65%

+2.50%

Volatility

MVV vs. YCS - Volatility Comparison

ProShares Ultra Midcap 400 (MVV) has a higher volatility of 9.97% compared to ProShares UltraShort Yen (YCS) at 2.18%. This indicates that MVV'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


MVVYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

2.18%

+7.79%

Volatility (6M)

Calculated over the trailing 6-month period

23.40%

12.25%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

17.05%

+14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.75%

21.10%

+18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.41%

18.98%

+23.43%

MVV vs. YCS - Expense Ratio Comparison

MVV has a 0.95% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

MVV vs. YCS - Dividend Comparison

MVV's dividend yield for the trailing twelve months is around 0.66%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MVV
ProShares Ultra Midcap 400
0.66%0.77%0.39%0.77%0.93%0.16%0.29%0.62%0.62%0.21%0.43%0.17%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVV and YCS have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVV has higher volatility (9.97%) compared to YCS (2.18%). In terms of maximum drawdown, MVV dropped -85.54% vs YCS's -49.56%.

On 10-year performance, MVV leads with 14.27% vs 12.96% for YCS. On fees, MVV is cheaper at 0.95% per year. On volatility, YCS has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MVV has performed better with a 14.27% return vs 12.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MVV is cheaper with a 0.95% expense ratio, compared with 1.00% for YCS.

MVV has the higher dividend yield at 0.66%, compared with 0.00% for YCS.

MVV is categorized as Leveraged Equities, while YCS is Leveraged Currency. MVV tracks S&P MidCap 400 Index (200%), while YCS tracks USD/JPY Exchange Rate (-200%). Their fees differ too: 0.95% for MVV and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.98 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for MVV and YCS

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