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SPSM vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPSM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) 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, SPSM achieves a 19.74% return, which is significantly higher than YCS's 9.78% return. Over the past 10 years, SPSM has underperformed YCS with an annualized return of 11.51%, while YCS has yielded a comparatively higher 13.63% annualized return.


SPSM

1D
0.09%
1M
4.62%
YTD
19.74%
6M
16.75%
1Y
36.81%
3Y*
16.39%
5Y*
6.72%
10Y*
11.51%

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)

SPSM vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPSM
State Street SPDR Portfolio S&P 600 Small Cap ETF
19.74%6.11%8.55%16.11%-16.12%26.67%11.69%25.85%-11.17%15.44%
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 SPSM 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

-0.09

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

-0.05

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2013

0.16

The correlation between SPSM and YCS shifts across timeframes, from -0.19 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPSM vs. YCS — Risk / Return Rank

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

SPSM
SPSM Risk / Return Rank: 7171
Overall Rank
SPSM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPSM Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPSM Omega Ratio Rank: 6161
Omega Ratio Rank
SPSM Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPSM Martin Ratio Rank: 7777
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.

SPSM vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) 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.


SPSMYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

4.24

3.79

+0.45

Martin ratioReturn relative to average drawdown

14.31

11.86

+2.45

SPSM vs. YCS - Sharpe Ratio Comparison

The current SPSM Sharpe Ratio is 2.10, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SPSM 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

SPSM vs. YCS - Drawdown Comparison

The maximum SPSM drawdown since its inception was -42.89%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SPSM and YCS.


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Drawdown Indicators


SPSMYCSDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-49.56%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-8.30%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-27.94%

-23.05%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.94%

-27.32%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.89%

-27.32%

-15.57%

Current Drawdown

Current decline from peak

-0.07%

0.00%

-0.07%

Average Drawdown

Average peak-to-trough decline

-7.90%

-19.88%

+11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.65%

-0.07%

Volatility

SPSM vs. YCS - Volatility Comparison

State Street SPDR Portfolio S&P 600 Small Cap ETF (SPSM) has a higher volatility of 4.90% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that SPSM'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


SPSMYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

2.22%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

12.19%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

16.96%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

21.10%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

18.96%

+4.05%

SPSM vs. YCS - Expense Ratio Comparison

SPSM has a 0.03% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

SPSM vs. YCS - Dividend Comparison

SPSM's dividend yield for the trailing twelve months is around 1.74%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPSM
State Street SPDR Portfolio S&P 600 Small Cap ETF
1.74%1.62%1.85%1.61%1.38%1.40%1.34%1.58%1.82%1.51%1.49%2.37%
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%0.00%

Frequently Asked Questions


SPSM 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.

SPSM has higher volatility (4.90%) compared to YCS (2.22%). In terms of maximum drawdown, SPSM dropped -42.89% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.63% vs 11.51% for SPSM. On fees, SPSM is cheaper at 0.03% 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 10-year period, YCS has performed better with a 13.63% return vs 11.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPSM is cheaper with a 0.03% expense ratio, compared with 1.00% for YCS.

SPSM has the higher dividend yield at 1.74%, compared with 0.00% for YCS.

SPSM is categorized as Small Cap Blend Equities, while YCS is Leveraged Currency. SPSM tracks S&P SmallCap 600 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.03% for SPSM and 1.00% for YCS.

SPSM currently has the higher Sharpe Ratio (2.10 vs 1.86), 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 SPSM and YCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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