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SLV vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLV vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) 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, SLV achieves a 2.78% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, SLV has outperformed YCS with an annualized return of 15.55%, while YCS has yielded a comparatively lower 12.34% annualized return.


SLV

1D
-2.62%
1M
0.41%
YTD
2.78%
6M
24.76%
1Y
110.59%
3Y*
45.06%
5Y*
20.76%
10Y*
15.55%

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)

SLV vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
2.78%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between SLV and YCS is -0.12, 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

-0.12

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

-0.18

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

-0.27

Correlation (10Y)
Calculated over the trailing 10-year period

-0.30

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

-0.24

The correlation between SLV and YCS shifts across timeframes, from -0.30 (10 years) to -0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SLV vs. YCS — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4747
Overall Rank
SLV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SLV Omega Ratio Rank: 5656
Omega Ratio Rank
SLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
SLV Martin Ratio Rank: 3636
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

SLV vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) 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.


SLVYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.62

3.97

-1.35

Martin ratioReturn relative to average drawdown

5.64

12.40

-6.75

SLV vs. YCS - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.89, which is comparable to the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SLV 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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Sharpe Ratios by Period


SLVYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.92

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.12

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.65

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.09

Drawdowns

SLV vs. YCS - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SLV and YCS.


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Drawdown Indicators


SLVYCSDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-49.56%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-8.30%

-34.15%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-23.05%

-19.40%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

-27.32%

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-27.32%

-15.49%

Current Drawdown

Current decline from peak

-37.30%

0.00%

-37.30%

Average Drawdown

Average peak-to-trough decline

-44.67%

-19.93%

-24.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.67%

2.66%

+17.01%

Volatility

SLV vs. YCS - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.30% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that SLV'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


SLVYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.30%

2.75%

+13.55%

Volatility (6M)

Calculated over the trailing 6-month period

58.31%

12.32%

+45.99%

Volatility (1Y)

Calculated over the trailing 1-year period

58.90%

17.27%

+41.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

21.10%

+15.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

19.01%

+12.83%

SLV vs. YCS - Expense Ratio Comparison

SLV has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

SLV vs. YCS - Dividend Comparison

Neither SLV nor YCS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLV and YCS have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.30%) compared to YCS (2.75%). In terms of maximum drawdown, SLV dropped -76.28% vs YCS's -49.56%.

On 10-year performance, SLV leads with 15.55% vs 12.34% for YCS. On fees, SLV is cheaper at 0.50% per year. On volatility, YCS has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLV has performed better with a 15.55% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLV is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.

SLV and YCS have nearly identical dividend yields, around 0.00%.

SLV is categorized as Silver, while YCS is Leveraged Currency. SLV tracks LBMA Silver Price, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.50% for SLV and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 1.89), 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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