ROKT vs. YCS
ROKT (SPDR S&P Kensho Final Frontiers ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - ROKT is a Industrials Equities fund tracking the S&P Kensho Final Frontiers Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, ROKT returned 24.68%/yr vs 23.54%/yr for YCS. At a 0.04 correlation, their price movements are largely independent. ROKT charges 0.45%/yr vs 1.00%/yr for YCS.
Performance
ROKT vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, ROKT achieves a 46.55% return, which is significantly higher than YCS's 7.17% return.
ROKT
- 1D
- -3.71%
- 1M
- 12.62%
- YTD
- 46.55%
- 6M
- 60.20%
- 1Y
- 111.37%
- 3Y*
- 44.75%
- 5Y*
- 24.68%
- 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%
ROKT vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROKT SPDR S&P Kensho Final Frontiers ETF | 46.55% | 50.56% | 27.89% | 14.41% | -0.81% | 4.63% | 7.99% | 40.90% | -13.20% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -3.70% |
Correlation
The correlation between ROKT 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 | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.04 |
The correlation between ROKT and YCS shifts across timeframes, from -0.12 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROKT vs. YCS — Risk / Return Rank
ROKT
YCS
ROKT vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) 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.
| ROKT | YCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.88 | 1.92 | +1.96 |
Sortino ratioReturn per unit of downside risk | 4.47 | 2.44 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.35 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 9.82 | 3.97 | +5.85 |
Martin ratioReturn relative to average drawdown | 35.81 | 12.40 | +23.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROKT | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.88 | 1.92 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 1.12 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.33 | +0.53 |
Drawdowns
ROKT vs. YCS - Drawdown Comparison
The maximum ROKT drawdown since its inception was -43.16%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for ROKT and YCS.
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Drawdown Indicators
| ROKT | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -49.56% | +6.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -8.30% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -23.05% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -27.32% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -8.82% | 0.00% | -8.82% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -19.93% | +13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.66% | +0.46% |
Volatility
ROKT vs. YCS - Volatility Comparison
SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 13.10% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that ROKT'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
| ROKT | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 2.75% | +10.35% |
Volatility (6M)Calculated over the trailing 6-month period | 24.98% | 12.32% | +12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.89% | 17.27% | +11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.78% | 21.10% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 19.01% | +6.13% |
ROKT vs. YCS - Expense Ratio Comparison
ROKT has a 0.45% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
ROKT vs. YCS - Dividend Comparison
ROKT's dividend yield for the trailing twelve months is around 0.27%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.27% | 0.41% | 0.57% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% |
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
ROKT 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.
ROKT has higher volatility (13.10%) compared to YCS (2.75%). In terms of maximum drawdown, ROKT dropped -43.16% vs YCS's -49.56%.
On 5-year performance, ROKT leads with 24.68% vs 23.54% for YCS. On fees, ROKT is cheaper at 0.45% 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, ROKT has performed better with a 24.68% return vs 23.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROKT is cheaper with a 0.45% expense ratio, compared with 1.00% for YCS.
ROKT has the higher dividend yield at 0.27%, compared with 0.00% for YCS.
ROKT is categorized as Industrials Equities, while YCS is Leveraged Currency. ROKT tracks S&P Kensho Final Frontiers Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.45% for ROKT and 1.00% for YCS.
ROKT currently has the higher Sharpe Ratio (3.88 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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