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SDVY vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDVY vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) 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, SDVY achieves a 10.50% return, which is significantly higher than YCS's 9.63% return.


SDVY

1D
-0.26%
1M
1.69%
YTD
10.50%
6M
7.94%
1Y
22.71%
3Y*
17.76%
5Y*
9.74%
10Y*

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)

SDVY vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDVY
First Trust SMID Cap Rising Dividend Achievers ETF
10.50%8.83%11.19%28.58%-11.98%29.13%11.72%25.62%-15.26%5.62%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-2.00%

Correlation

The correlation between SDVY and YCS is -0.15, 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

-0.15

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

-0.07

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2017

0.05

The correlation between SDVY and YCS shifts across timeframes, from -0.15 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDVY vs. YCS — Risk / Return Rank

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

SDVY
SDVY Risk / Return Rank: 4848
Overall Rank
SDVY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SDVY Sortino Ratio Rank: 4848
Sortino Ratio Rank
SDVY Omega Ratio Rank: 4242
Omega Ratio Rank
SDVY Calmar Ratio Rank: 5353
Calmar Ratio Rank
SDVY Martin Ratio Rank: 5252
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.

SDVY vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) 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.


SDVYYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

2.46

3.78

-1.32

Martin ratioReturn relative to average drawdown

8.44

11.93

-3.49

SDVY vs. YCS - Sharpe Ratio Comparison

The current SDVY Sharpe Ratio is 1.49, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SDVY 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

SDVY vs. YCS - Drawdown Comparison

The maximum SDVY drawdown since its inception was -44.70%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SDVY and YCS.


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Drawdown Indicators


SDVYYCSDifference

Max Drawdown

Largest peak-to-trough decline

-44.70%

-49.56%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-8.30%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-25.92%

-23.05%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.92%

-27.32%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.56%

-0.14%

-0.42%

Average Drawdown

Average peak-to-trough decline

-7.67%

-19.87%

+12.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.65%

+0.05%

Volatility

SDVY vs. YCS - Volatility Comparison

First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a higher volatility of 3.73% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that SDVY'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


SDVYYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.25%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

12.19%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

16.93%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

21.10%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

18.82%

+5.94%

SDVY vs. YCS - Expense Ratio Comparison

SDVY has a 0.60% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

SDVY vs. YCS - Dividend Comparison

SDVY's dividend yield for the trailing twelve months is around 1.17%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
SDVY
First Trust SMID Cap Rising Dividend Achievers ETF
1.17%1.69%1.60%1.90%2.28%1.09%1.48%1.69%1.57%0.29%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDVY and YCS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDVY has higher volatility (3.73%) compared to YCS (2.25%). In terms of maximum drawdown, SDVY dropped -44.70% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 9.74% for SDVY. On fees, SDVY is cheaper at 0.60% 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 5-year period, YCS has performed better with a 23.52% return vs 9.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDVY is cheaper with a 0.60% expense ratio, compared with 1.00% for YCS.

SDVY has the higher dividend yield at 1.17%, compared with 0.00% for YCS.

SDVY is categorized as Small Cap Blend Equities, while YCS is Leveraged Currency. SDVY tracks NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.60% for SDVY and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 1.49), 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

Find the right allocation for SDVY and YCS

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