SFY vs. YCS
SFY (SoFi Select 500 ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - SFY is a Large Cap Growth Equities fund tracking the Solactive SoFi US 500 Growth Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, SFY returned 14.38%/yr vs 23.65%/yr for YCS. At a 0.04 correlation, their price movements are largely independent. SFY charges 0.00%/yr vs 1.00%/yr for YCS.
Performance
SFY vs. YCS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SFY having a 10.42% return and YCS slightly lower at 10.06%.
SFY
- 1D
- -0.30%
- 1M
- -1.06%
- YTD
- 10.42%
- 6M
- 8.95%
- 1Y
- 27.16%
- 3Y*
- 25.26%
- 5Y*
- 14.38%
- 10Y*
- —
YCS
- 1D
- 0.39%
- 1M
- 3.97%
- YTD
- 10.06%
- 6M
- 11.27%
- 1Y
- 34.18%
- 3Y*
- 18.53%
- 5Y*
- 23.65%
- 10Y*
- 13.66%
SFY vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 10.42% | 22.67% | 29.81% | 29.36% | -22.84% | 28.03% | 24.52% | 13.72% |
YCS ProShares UltraShort Yen | 10.06% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | -0.52% |
Correlation
The correlation between SFY and YCS is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.04 |
The correlation between SFY and YCS shifts across timeframes, from -0.14 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFY vs. YCS — Risk / Return Rank
SFY
YCS
SFY vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) 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.
| SFY | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 4.14 | -1.61 |
| Martin ratioReturn relative to average drawdown | 10.42 | 13.04 | -2.62 |
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Drawdowns
SFY vs. YCS - Drawdown Comparison
The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SFY and YCS.
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Drawdown Indicators
| SFY | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -49.56% | +16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -8.30% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -23.05% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | -27.32% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -4.56% | 0.00% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -19.87% | +13.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.63% | -0.02% |
Volatility
SFY vs. YCS - Volatility Comparison
SoFi Select 500 ETF (SFY) has a higher volatility of 6.87% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that SFY'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
| SFY | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 2.25% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 11.91% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 16.93% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.21% | 21.10% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 18.82% | +1.43% |
SFY vs. YCS - Expense Ratio Comparison
SFY has a 0.00% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
SFY vs. YCS - Dividend Comparison
SFY's dividend yield for the trailing twelve months is around 0.87%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 0.87% | 0.96% | 0.99% | 1.40% | 1.61% | 0.90% | 1.18% | 1.02% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SFY and YCS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFY has higher volatility (6.87%) compared to YCS (2.25%). In terms of maximum drawdown, SFY dropped -33.25% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.65% vs 14.38% for SFY. On fees, SFY is cheaper at 0.00% 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 23.65% return vs 14.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFY is cheaper with a 0.00% expense ratio, compared with 1.00% for YCS.
SFY has the higher dividend yield at 0.87%, compared with 0.00% for YCS.
SFY is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. SFY tracks Solactive SoFi US 500 Growth Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: SoFi and ProShares. Their fees differ too: 0.00% for SFY and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (2.04 vs 1.75), 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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