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RAAX vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAAX vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Inflation Allocation ETF (RAAX) 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, RAAX achieves a 19.15% return, which is significantly higher than YCS's 7.17% return.


RAAX

1D
0.39%
1M
-1.28%
YTD
19.15%
6M
19.65%
1Y
37.19%
3Y*
22.13%
5Y*
13.54%
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAAX vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RAAX
VanEck Inflation Allocation ETF
19.15%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%8.36%

Correlation

The correlation between RAAX and YCS is -0.10, 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

-0.10

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

-0.12

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2018

-0.10

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Return for Risk

RAAX vs. YCS — Risk / Return Rank

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

RAAX
RAAX Risk / Return Rank: 8585
Overall Rank
RAAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RAAX Omega Ratio Rank: 8282
Omega Ratio Rank
RAAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
RAAX Martin Ratio Rank: 9090
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

RAAX vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Inflation Allocation ETF (RAAX) 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.


RAAXYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.50

1.35

+0.15

Calmar ratioReturn relative to maximum drawdown

5.64

3.97

+1.67

Martin ratioReturn relative to average drawdown

21.06

12.40

+8.67

RAAX vs. YCS - Sharpe Ratio Comparison

The current RAAX Sharpe Ratio is 2.75, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RAAX 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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Sharpe Ratios by Period


RAAXYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

1.92

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.12

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.33

+0.29

Drawdowns

RAAX vs. YCS - Drawdown Comparison

The maximum RAAX drawdown since its inception was -33.91%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for RAAX and YCS.


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Drawdown Indicators


RAAXYCSDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-49.56%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-8.30%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-23.05%

+11.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-27.32%

+3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-2.53%

0.00%

-2.53%

Average Drawdown

Average peak-to-trough decline

-6.78%

-19.93%

+13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.66%

-0.89%

Volatility

RAAX vs. YCS - Volatility Comparison

VanEck Inflation Allocation ETF (RAAX) has a higher volatility of 2.95% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that RAAX'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


RAAXYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.75%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

12.32%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

17.27%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

21.10%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

19.01%

-3.25%

RAAX vs. YCS - Expense Ratio Comparison

RAAX has a 0.78% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

RAAX vs. YCS - Dividend Comparison

RAAX's dividend yield for the trailing twelve months is around 1.96%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
RAAX
VanEck Inflation Allocation ETF
1.96%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RAAX and YCS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAAX has higher volatility (2.95%) compared to YCS (2.75%). In terms of maximum drawdown, RAAX dropped -33.91% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.54% vs 13.54% for RAAX. On fees, RAAX is cheaper at 0.78% per year. On volatility, YCS has been the lower-risk option at 2.75%. 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 23.54% return vs 13.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAAX is cheaper with a 0.78% expense ratio, compared with 1.00% for YCS.

RAAX has the higher dividend yield at 1.96%, compared with 0.00% for YCS.

RAAX is categorized as Diversified Portfolio, while YCS is Leveraged Currency. They also come from different issuers: VanEck and ProShares. Their fees differ too: 0.78% for RAAX and 1.00% for YCS.

RAAX currently has the higher Sharpe Ratio (2.75 vs 1.92), 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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