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SNSR vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNSR vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) 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, SNSR achieves a 39.52% return, which is significantly higher than YCS's 9.78% return.


SNSR

1D
0.55%
1M
2.34%
YTD
39.52%
6M
37.28%
1Y
44.55%
3Y*
16.61%
5Y*
8.67%
10Y*

YCS

1D
0.40%
1M
3.71%
YTD
9.78%
6M
9.63%
1Y
31.36%
3Y*
18.43%
5Y*
23.50%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNSR
Global X Internet of Things ETF
39.52%6.46%-0.45%23.06%-25.50%23.66%35.05%47.90%-17.66%28.59%
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between SNSR and YCS is -0.19, 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

-0.19

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

-0.06

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.07

The correlation between SNSR and YCS shifts across timeframes, from -0.19 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SNSR vs. YCS — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 5353
Overall Rank
SNSR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 4848
Sortino Ratio Rank
SNSR Omega Ratio Rank: 4848
Omega Ratio Rank
SNSR Calmar Ratio Rank: 6565
Calmar Ratio Rank
SNSR Martin Ratio Rank: 5555
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5757
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
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.

SNSR vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


SNSRYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

3.13

3.79

-0.66

Martin ratioReturn relative to average drawdown

9.32

11.86

-2.53

SNSR vs. YCS - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 1.72, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SNSR 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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Drawdowns

SNSR vs. YCS - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SNSR and YCS.


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Drawdown Indicators


SNSRYCSDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-49.56%

+11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-8.30%

-6.00%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-23.05%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-27.32%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-4.16%

0.00%

-4.16%

Average Drawdown

Average peak-to-trough decline

-9.48%

-19.88%

+10.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

2.65%

+2.14%

Volatility

SNSR vs. YCS - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 13.29% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that SNSR'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


SNSRYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

2.22%

+11.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

12.19%

+8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

26.02%

16.96%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.60%

21.10%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

18.96%

+5.89%

SNSR vs. YCS - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

SNSR vs. YCS - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.39%, while YCS has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.39%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNSR and YCS have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNSR has higher volatility (13.29%) compared to YCS (2.22%). In terms of maximum drawdown, SNSR dropped -38.46% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.50% vs 8.67% for SNSR. On fees, SNSR is cheaper at 0.68% per year. On volatility, YCS has been the lower-risk option at 2.22%. 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 23.50% return vs 8.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNSR is cheaper with a 0.68% expense ratio, compared with 1.00% for YCS.

SNSR has the higher dividend yield at 0.39%, compared with 0.00% for YCS.

SNSR is categorized as Technology Equities, while YCS is Leveraged Currency. SNSR tracks Indxx Global Internet of Things Thematic Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.68% for SNSR and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 1.72), 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.

Portfolio Optimizer

Find the right allocation for SNSR and YCS

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