RDIV vs. YCS
RDIV (Invesco S&P Ultra Dividend Revenue ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - RDIV is a Mid Cap Value Equities fund tracking the S&P 900 Dividend Revenue-Weighted Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, RDIV returned 11.03%/yr vs 13.62%/yr for YCS. At a 0.10 correlation, their price movements are largely independent. RDIV charges 0.39%/yr vs 1.00%/yr for YCS.
Performance
RDIV vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, RDIV achieves a 13.79% return, which is significantly higher than YCS's 9.63% return. Over the past 10 years, RDIV has underperformed YCS with an annualized return of 11.03%, while YCS has yielded a comparatively higher 13.62% annualized return.
RDIV
- 1D
- 1.18%
- 1M
- 0.13%
- YTD
- 13.79%
- 6M
- 13.59%
- 1Y
- 28.68%
- 3Y*
- 19.82%
- 5Y*
- 11.36%
- 10Y*
- 11.03%
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%
RDIV vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 13.79% | 12.36% | 15.17% | 4.66% | 7.16% | 29.12% | -9.31% | 22.62% | -4.78% | 11.63% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between RDIV and YCS is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2013 | 0.10 |
The correlation between RDIV and YCS shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RDIV vs. YCS — Risk / Return Rank
RDIV
YCS
RDIV vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) 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.
| RDIV | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.95 | 3.78 | +2.16 |
| Martin ratioReturn relative to average drawdown | 17.00 | 11.93 | +5.07 |
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Drawdowns
RDIV vs. YCS - Drawdown Comparison
The maximum RDIV drawdown since its inception was -49.97%, roughly equal to the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for RDIV and YCS.
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Drawdown Indicators
| RDIV | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.97% | -49.56% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -8.30% | +3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.91% | -23.05% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -27.32% | +2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -49.97% | -27.32% | -22.65% |
Current DrawdownCurrent decline from peak | -2.54% | -0.14% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -19.87% | +14.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.65% | -0.96% |
Volatility
RDIV vs. YCS - Volatility Comparison
Invesco S&P Ultra Dividend Revenue ETF (RDIV) has a higher volatility of 4.58% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that RDIV'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
| RDIV | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 2.25% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 12.19% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 16.93% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 21.10% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 18.82% | +3.07% |
RDIV vs. YCS - Expense Ratio Comparison
RDIV has a 0.39% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
RDIV vs. YCS - Dividend Comparison
RDIV's dividend yield for the trailing twelve months is around 3.72%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 3.72% | 3.94% | 4.08% | 3.93% | 3.44% | 3.31% | 4.93% | 3.84% | 4.32% | 4.26% | 2.20% | 4.49% |
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
RDIV and YCS have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDIV has higher volatility (4.58%) compared to YCS (2.25%). In terms of maximum drawdown, RDIV dropped -49.97% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 11.03% for RDIV. On fees, RDIV is cheaper at 0.39% 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 10-year period, YCS has performed better with a 13.62% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RDIV is cheaper with a 0.39% expense ratio, compared with 1.00% for YCS.
RDIV has the higher dividend yield at 3.72%, compared with 0.00% for YCS.
RDIV is categorized as Mid Cap Value Equities, while YCS is Leveraged Currency. RDIV tracks S&P 900 Dividend Revenue-Weighted Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.39% for RDIV and 1.00% for YCS.
RDIV currently has the higher Sharpe Ratio (2.15 vs 1.86), 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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