SFYX vs. YCS

Last updated Jun 4, 2026

SFYX (SoFi Next 500 ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - SFYX is a Mid Cap Growth Equities fund tracking the Solactive SoFi US Next 500 Growth Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. At a 0.05 correlation, their price movements are largely independent. SFYX charges 0.00%/yr vs 1.00%/yr for YCS.

Performance

SFYX vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Next 500 ETF (SFYX) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SFYX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YCS

• 1D: 0.17%
• 1M: 4.42%
• YTD: 7.17%
• 6M: 10.05%
• 1Y: 32.82%
• 3Y*: 19.84%
• 5Y*: 23.54%
• 10Y*: 12.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFYX vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFYX SoFi Next 500 ETF	5.66%	14.25%	14.45%	17.70%	-22.88%	18.89%	17.63%	6.95%
YCS ProShares UltraShort Yen	7.17%	9.04%	35.41%	28.70%	29.09%	22.38%	-11.18%	-1.75%

Correlation

The correlation between SFYX and YCS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Apr 12, 2019	0.05

The correlation between SFYX and YCS shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFYX vs. YCS — Risk / Return Rank

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

YCS

YCS Risk / Return Rank: 61
YCS Sharpe Ratio Rank: 56
YCS Sortino Ratio Rank: 49
YCS Omega Ratio Rank: 56
YCS Calmar Ratio Rank: 78
YCS Martin Ratio Rank: 67

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.

SFYX vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Next 500 ETF (SFYX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SFYX	YCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.33	—

Drawdowns

Drawdown Indicators

	SFYX	YCS	Difference
Max Drawdown Largest peak-to-trough decline	—	-49.56%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.32%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-19.93%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	SFYX	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.27%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.10%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.01%	—

SFYX vs. YCS - Expense Ratio Comparison

SFYX has a 0.00% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

SFYX vs. YCS - Dividend Comparison

SFYX's dividend yield for the trailing twelve months is around 1.36%, while YCS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SFYX SoFi Next 500 ETF	1.36%	1.44%	1.25%	1.51%	1.56%	0.90%	1.16%	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

Can I hold both SFYX and YCS in my portfolio?

SFYX and YCS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SFYX or YCS?

On fees, SFYX is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFYX or YCS?

SFYX is cheaper with a 0.00% expense ratio, compared with 1.00% for YCS.

Which ETF pays a higher dividend yield, SFYX or YCS?

SFYX has the higher dividend yield at 1.36%, compared with 0.00% for YCS.

What is the main difference between SFYX and YCS?

SFYX is categorized as Mid Cap Growth Equities, while YCS is Leveraged Currency. SFYX tracks Solactive SoFi US Next 500 Growth Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Toroso Investments and ProShares. Their fees differ too: 0.00% for SFYX and 1.00% for YCS.