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REGL vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REGL vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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, REGL achieves a 8.22% return, which is significantly lower than YCS's 9.63% return. Over the past 10 years, REGL has underperformed YCS with an annualized return of 9.68%, while YCS has yielded a comparatively higher 13.62% annualized return.


REGL

1D
0.50%
1M
1.92%
YTD
8.22%
6M
6.56%
1Y
13.68%
3Y*
12.57%
5Y*
7.41%
10Y*
9.68%

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)

REGL vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
8.22%6.89%12.26%5.41%-0.62%20.38%7.50%18.79%-3.25%10.17%
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 REGL and YCS is -0.21, 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

-0.21

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

-0.10

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

-0.06

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.11

The correlation between REGL and YCS shifts across timeframes, from -0.21 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

REGL vs. YCS — Risk / Return Rank

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

REGL
REGL Risk / Return Rank: 3030
Overall Rank
REGL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 3131
Sortino Ratio Rank
REGL Omega Ratio Rank: 2828
Omega Ratio Rank
REGL Calmar Ratio Rank: 2929
Calmar Ratio Rank
REGL Martin Ratio Rank: 3232
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.

REGL vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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.


REGLYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.18

1.34

-0.16

Calmar ratioReturn relative to maximum drawdown

1.42

3.78

-2.36

Martin ratioReturn relative to average drawdown

4.41

11.93

-7.52

REGL vs. YCS - Sharpe Ratio Comparison

The current REGL Sharpe Ratio is 1.04, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of REGL 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

REGL vs. YCS - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for REGL and YCS.


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Drawdown Indicators


REGLYCSDifference

Max Drawdown

Largest peak-to-trough decline

-36.37%

-49.56%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-8.30%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

-23.05%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

-27.32%

+10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

-27.32%

-9.05%

Current Drawdown

Current decline from peak

-1.97%

-0.14%

-1.83%

Average Drawdown

Average peak-to-trough decline

-4.08%

-19.87%

+15.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.65%

+0.46%

Volatility

REGL vs. YCS - Volatility Comparison

ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) has a higher volatility of 3.57% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that REGL'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


REGLYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

2.25%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

12.19%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

16.93%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

21.10%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

18.82%

-0.50%

REGL vs. YCS - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

REGL vs. YCS - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.15%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.15%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%
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


REGL and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REGL has higher volatility (3.57%) compared to YCS (2.25%). In terms of maximum drawdown, REGL dropped -36.37% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.62% vs 9.68% for REGL. On fees, REGL is cheaper at 0.40% 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 9.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REGL is cheaper with a 0.40% expense ratio, compared with 1.00% for YCS.

REGL has the higher dividend yield at 2.15%, compared with 0.00% for YCS.

REGL is categorized as Mid Cap Value Equities, while YCS is Leveraged Currency. REGL tracks S&P MidCap 400 Dividend Aristocrats Index, while YCS tracks USD/JPY Exchange Rate (-200%). Their fees differ too: 0.40% for REGL and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 1.04), 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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