SATO vs. YCS
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 3 years, SATO returned 36.84%/yr vs 18.65%/yr for YCS. At a correlation of -0.04, they often move in opposite directions. SATO charges 0.60%/yr vs 1.00%/yr for YCS.
Performance
SATO vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -7.58% return, which is significantly lower than YCS's 10.02% return.
SATO
- 1D
- -2.63%
- 1M
- -13.09%
- YTD
- -7.58%
- 6M
- -12.57%
- 1Y
- -3.99%
- 3Y*
- 36.84%
- 5Y*
- —
- 10Y*
- —
YCS
- 1D
- -0.03%
- 1M
- 3.72%
- YTD
- 10.02%
- 6M
- 11.23%
- 1Y
- 33.37%
- 3Y*
- 18.65%
- 5Y*
- 23.64%
- 10Y*
- 13.69%
SATO vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -7.58% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
YCS ProShares UltraShort Yen | 10.02% | 9.04% | 35.41% | 28.70% | 29.09% | 6.29% |
Correlation
The correlation between SATO 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 (All Time) Calculated using the full available price history since Oct 7, 2021 | -0.04 |
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Return for Risk
SATO vs. YCS — Risk / Return Rank
SATO
YCS
SATO vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) 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.
| SATO | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 4.04 | -4.11 |
| Martin ratioReturn relative to average drawdown | -0.13 | 12.75 | -12.88 |
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Drawdowns
SATO vs. YCS - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SATO and YCS.
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Drawdown Indicators
| SATO | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -49.56% | -38.44% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -8.30% | -45.19% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -23.05% | -30.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -43.37% | -0.03% | -43.34% |
Average DrawdownAverage peak-to-trough decline | -50.81% | -19.86% | -30.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.68% | 2.63% | +28.05% |
Volatility
SATO vs. YCS - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 14.53% compared to ProShares UltraShort Yen (YCS) at 2.26%. This indicates that SATO'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
| SATO | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 2.26% | +12.27% |
Volatility (6M)Calculated over the trailing 6-month period | 38.75% | 11.87% | +26.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.24% | 16.83% | +35.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.17% | 21.10% | +42.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.17% | 18.82% | +44.35% |
SATO vs. YCS - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
SATO vs. YCS - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.26%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.26% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SATO 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.
SATO has higher volatility (14.53%) compared to YCS (2.26%). In terms of maximum drawdown, SATO dropped -88.00% vs YCS's -49.56%.
On 3-year performance, SATO leads with 36.84% vs 18.65% for YCS. On fees, SATO is cheaper at 0.60% per year. On volatility, YCS has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 36.84% return vs 18.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SATO is cheaper with a 0.60% expense ratio, compared with 1.00% for YCS.
SATO has the higher dividend yield at 7.26%, compared with 0.00% for YCS.
SATO is categorized as Cryptocurrency, while YCS is Leveraged Currency. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.60% for SATO and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.99 vs -0.08), 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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