SDVY vs. YCS
SDVY (First Trust SMID Cap Rising Dividend Achievers ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - SDVY is a Small Cap Blend Equities fund tracking the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, SDVY returned 9.74%/yr vs 23.52%/yr for YCS. At a 0.05 correlation, their price movements are largely independent. SDVY charges 0.60%/yr vs 1.00%/yr for YCS.
Performance
SDVY vs. YCS - Performance Comparison
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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%
SDVY vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SDVY
YCS
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.
| SDVY | YCS | Difference | |
|---|---|---|---|
| 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 |
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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
| SDVY | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.56% | -0.14% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -19.87% | +12.20% |
Ulcer IndexDepth 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
| SDVY | YCS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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