SEA vs. YCS
SEA (U.S. Global Sea to Sky Cargo ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - SEA is a Industrials Equities fund tracking the U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 3 years, SEA returned 19.14%/yr vs 20.03%/yr for YCS. At a correlation of -0.13, they often move in opposite directions. SEA charges 0.60%/yr vs 1.00%/yr for YCS.
Performance
SEA vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, SEA achieves a 21.42% return, which is significantly higher than YCS's 7.17% return.
SEA
- 1D
- 0.53%
- 1M
- -1.78%
- YTD
- 21.42%
- 6M
- 20.68%
- 1Y
- 31.28%
- 3Y*
- 19.14%
- 5Y*
- —
- 10Y*
- —
YCS
- 1D
- 0.00%
- 1M
- 3.39%
- YTD
- 7.17%
- 6M
- 10.02%
- 1Y
- 34.99%
- 3Y*
- 20.03%
- 5Y*
- 23.54%
- 10Y*
- 12.16%
SEA vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEA U.S. Global Sea to Sky Cargo ETF | 21.42% | 16.78% | 2.52% | 19.33% | -17.28% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 31.21% |
Correlation
The correlation between SEA and YCS is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2022 | -0.13 |
The correlation between SEA and YCS shifts across timeframes, from -0.22 (1 year) to -0.10 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SEA vs. YCS — Risk / Return Rank
SEA
YCS
SEA vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for U.S. Global Sea to Sky Cargo ETF (SEA) 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.
| SEA | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 4.23 | -1.29 |
| Martin ratioReturn relative to average drawdown | 11.96 | 13.22 | -1.26 |
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
| SEA | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.06 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.33 | +0.07 |
Drawdowns
SEA vs. YCS - Drawdown Comparison
The maximum SEA drawdown since its inception was -39.53%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SEA and YCS.
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Drawdown Indicators
| SEA | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.53% | -49.56% | +10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -8.30% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -32.42% | -23.05% | -9.37% |
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 | -2.56% | 0.00% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -19.93% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.65% | -0.03% |
Volatility
SEA vs. YCS - Volatility Comparison
U.S. Global Sea to Sky Cargo ETF (SEA) has a higher volatility of 4.48% compared to ProShares UltraShort Yen (YCS) at 2.62%. This indicates that SEA'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
| SEA | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 2.62% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 12.31% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 17.18% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 21.09% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 19.01% | +2.65% |
SEA vs. YCS - Expense Ratio Comparison
SEA has a 0.60% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
SEA vs. YCS - Dividend Comparison
SEA's dividend yield for the trailing twelve months is around 5.56%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SEA U.S. Global Sea to Sky Cargo ETF | 5.56% | 6.76% | 18.47% | 9.85% | 18.73% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEA and YCS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEA has higher volatility (4.48%) compared to YCS (2.62%). In terms of maximum drawdown, SEA dropped -39.53% vs YCS's -49.56%.
On 3-year performance, YCS leads with 20.03% vs 19.14% for SEA. On fees, SEA is cheaper at 0.60% per year. On volatility, YCS has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, YCS has performed better with a 20.03% return vs 19.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SEA is cheaper with a 0.60% expense ratio, compared with 1.00% for YCS.
SEA has the higher dividend yield at 5.56%, compared with 0.00% for YCS.
SEA is categorized as Industrials Equities, while YCS is Leveraged Currency. SEA tracks U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: US Global and ProShares. Their fees differ too: 0.60% for SEA and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (2.06 vs 1.93), 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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