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SPRE vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRE vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) 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, SPRE achieves a 7.88% return, which is significantly higher than YCS's 6.99% return.


SPRE

1D
0.73%
1M
-1.70%
YTD
7.88%
6M
8.62%
1Y
10.66%
3Y*
6.67%
5Y*
1.62%
10Y*

YCS

1D
0.03%
1M
4.27%
YTD
6.99%
6M
8.81%
1Y
35.19%
3Y*
19.77%
5Y*
23.16%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRE vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
7.88%3.07%2.11%9.40%-29.48%44.78%0.73%
YCS
ProShares UltraShort Yen
6.99%9.04%35.41%28.70%29.09%22.38%0.01%

Correlation

The correlation between SPRE and YCS is -0.39, 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

-0.39

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

-0.24

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2020

-0.19

Over the past year, the inverse relationship between SPRE and YCS has strengthened: their correlation has moved from -0.19 to -0.39, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SPRE vs. YCS — Risk / Return Rank

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

SPRE
SPRE Risk / Return Rank: 2424
Overall Rank
SPRE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2222
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2727
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6060
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6666
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.

SPRE vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) 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.


SPREYCSDifference

Sharpe ratio

Return per unit of total volatility

0.81

2.05

-1.24

Sortino ratio

Return per unit of downside risk

1.19

2.59

-1.40

Omega ratio

Gain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratio

Return relative to maximum drawdown

1.15

3.95

-2.80

Martin ratio

Return relative to average drawdown

3.91

12.35

-8.44

SPRE vs. YCS - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.81, which is lower than the YCS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SPRE 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


SPREYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.05

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

1.10

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Drawdowns

SPRE vs. YCS - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SPRE and YCS.


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Drawdown Indicators


SPREYCSDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-49.56%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-8.30%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

-23.05%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-27.32%

-11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-12.42%

-0.04%

-12.38%

Average Drawdown

Average peak-to-trough decline

-17.93%

-19.94%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.66%

+0.17%

Volatility

SPRE vs. YCS - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) has a higher volatility of 3.87% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that SPRE'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


SPREYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

2.75%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

12.36%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

17.38%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.74%

21.11%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

19.02%

-0.60%

SPRE vs. YCS - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

SPRE vs. YCS - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 3.86%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021
SPRE
SP Funds S&P Global REIT Sharia ETF
3.86%4.10%4.13%4.16%4.17%2.83%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPRE and YCS have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRE has higher volatility (3.87%) compared to YCS (2.75%). In terms of maximum drawdown, SPRE dropped -38.34% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.16% vs 1.62% for SPRE. On fees, SPRE is cheaper at 0.69% 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 5-year period, YCS has performed better with a 23.16% return vs 1.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPRE is cheaper with a 0.69% expense ratio, compared with 1.00% for YCS.

SPRE has the higher dividend yield at 3.86%, compared with 0.00% for YCS.

SPRE is categorized as REIT, while YCS is Leveraged Currency. SPRE tracks S&P Global All Equity REIT Shariah Capped Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Toroso Investments and ProShares. Their fees differ too: 0.69% for SPRE and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (2.05 vs 0.81), 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

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