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TBT vs. YCS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBT vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 20+ Year Treasury (TBT) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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TBT vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBT
ProShares UltraShort 20+ Year Treasury
1.05%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%
YCS
ProShares UltraShort Yen
4.09%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Returns By Period

In the year-to-date period, TBT achieves a 1.05% return, which is significantly lower than YCS's 4.09% return. Over the past 10 years, TBT has underperformed YCS with an annualized return of 1.35%, while YCS has yielded a comparatively higher 10.90% annualized return.


TBT

1D
0.31%
1M
9.41%
YTD
1.05%
6M
5.45%
1Y
7.58%
3Y*
12.55%
5Y*
13.91%
10Y*
1.35%

YCS

1D
-1.38%
1M
3.58%
YTD
4.09%
6M
18.84%
1Y
19.59%
3Y*
23.69%
5Y*
22.26%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBT vs. YCS - Expense Ratio Comparison

TBT has a 0.92% expense ratio, which is lower than YCS's 1.00% expense ratio.


Return for Risk

TBT vs. YCS — Risk / Return Rank

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

TBT
TBT Risk / Return Rank: 2121
Overall Rank
TBT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBT Omega Ratio Rank: 2121
Omega Ratio Rank
TBT Calmar Ratio Rank: 2020
Calmar Ratio Rank
TBT Martin Ratio Rank: 1717
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 5454
Overall Rank
YCS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 4848
Omega Ratio Rank
YCS Calmar Ratio Rank: 6767
Calmar Ratio Rank
YCS Martin Ratio Rank: 4949
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.

TBT vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 20+ Year Treasury (TBT) 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.


TBTYCSDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.94

-0.61

Sortino ratio

Return per unit of downside risk

0.66

1.36

-0.70

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.33

1.67

-1.34

Martin ratio

Return relative to average drawdown

0.59

4.52

-3.93

TBT vs. YCS - Sharpe Ratio Comparison

The current TBT Sharpe Ratio is 0.33, which is lower than the YCS Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TBT and YCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TBTYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.94

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.07

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.57

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.32

-0.66

Correlation

The correlation between TBT and YCS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TBT vs. YCS - Dividend Comparison

TBT's dividend yield for the trailing twelve months is around 2.95%, while YCS has not paid dividends to shareholders.


TTM20252024202320222021202020192018
TBT
ProShares UltraShort 20+ Year Treasury
2.95%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TBT vs. YCS - Drawdown Comparison

The maximum TBT drawdown since its inception was -94.99%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for TBT and YCS.


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Drawdown Indicators


TBTYCSDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-49.56%

-45.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-12.07%

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-27.32%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-65.09%

-27.32%

-37.77%

Current Drawdown

Current decline from peak

-85.92%

-1.87%

-84.05%

Average Drawdown

Average peak-to-trough decline

-77.25%

-20.12%

-57.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

4.45%

+5.12%

Volatility

TBT vs. YCS - Volatility Comparison

ProShares UltraShort 20+ Year Treasury (TBT) has a higher volatility of 7.56% compared to ProShares UltraShort Yen (YCS) at 4.81%. This indicates that TBT'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


TBTYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

4.81%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

12.33%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.93%

20.84%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.47%

20.93%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

19.23%

+9.61%