OGIG vs. YCS
OGIG (O’Shares Global Internet Giants ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - OGIG is a Large Cap Growth Equities fund tracking the O’Shares Global Internet Giants Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, OGIG returned -5.48%/yr vs 23.52%/yr for YCS. At a 0.02 correlation, their price movements are largely independent. OGIG charges 0.48%/yr vs 1.00%/yr for YCS.
Performance
OGIG vs. YCS - Performance Comparison
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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%
OGIG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
OGIG
YCS
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.
| OGIG | YCS | Difference | |
|---|---|---|---|
| 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 |
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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
| OGIG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -32.46% | -0.14% | -32.32% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -19.87% | -5.81% |
Ulcer IndexDepth 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
| OGIG | YCS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
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.
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