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OGIG vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OGIG vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) 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, OGIG achieves a -18.24% return, which is significantly lower than YCS's 9.63% return.


OGIG

1D
-0.32%
1M
-5.75%
YTD
-18.24%
6M
-19.41%
1Y
-16.68%
3Y*
11.17%
5Y*
-5.48%
10Y*

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OGIG vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OGIG
O’Shares Global Internet Giants ETF
-18.24%14.39%25.97%50.25%-50.64%-9.30%107.92%36.90%-24.48%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%2.54%

Correlation

The correlation between OGIG and YCS is -0.13, 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

-0.13

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

-0.02

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.02

The correlation between OGIG and YCS shifts across timeframes, from -0.13 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OGIG vs. YCS — Risk / Return Rank

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

OGIG
OGIG Risk / Return Rank: 44
Overall Rank
OGIG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 33
Sortino Ratio Rank
OGIG Omega Ratio Rank: 33
Omega Ratio Rank
OGIG Calmar Ratio Rank: 55
Calmar Ratio Rank
OGIG Martin Ratio Rank: 44
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

OGIG vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.


OGIGYCSDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.89

1.34

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.50

3.78

-4.29

Martin ratioReturn relative to average drawdown

-1.00

11.93

-12.93

OGIG vs. YCS - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.73, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of OGIG 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

OGIG vs. YCS - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for OGIG and YCS.


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Drawdown Indicators


OGIGYCSDifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-49.56%

-16.49%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-8.30%

-24.93%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-23.05%

-10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

-27.32%

-35.47%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-32.46%

-0.14%

-32.32%

Average Drawdown

Average peak-to-trough decline

-25.68%

-19.87%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.69%

2.65%

+14.04%

Volatility

OGIG vs. YCS - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 9.72% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that OGIG'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


OGIGYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

2.25%

+7.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

12.19%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

16.93%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.68%

21.10%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

18.82%

+12.18%

OGIG vs. YCS - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

OGIG vs. YCS - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.09%, while YCS has not paid dividends to shareholders.


PositionTTM2025
OGIG
O’Shares Global Internet Giants ETF
0.09%0.07%
YCS
ProShares UltraShort Yen
0.00%0.00%

Frequently Asked Questions


OGIG and YCS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OGIG has higher volatility (9.72%) compared to YCS (2.25%). In terms of maximum drawdown, OGIG dropped -66.05% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs -5.48% for OGIG. On fees, OGIG is cheaper at 0.48% per year. On volatility, YCS has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.52% return vs -5.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OGIG is cheaper with a 0.48% expense ratio, compared with 1.00% for YCS.

OGIG has the higher dividend yield at 0.09%, compared with 0.00% for YCS.

OGIG is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. OGIG tracks O’Shares Global Internet Giants Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: O'Shares Investments and ProShares. Their fees differ too: 0.48% for OGIG and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs -0.73), 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

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