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URTH vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTH vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with URTH having a 9.66% return and YCS slightly higher at 9.78%. Both investments have delivered pretty close results over the past 10 years, with URTH having a 13.61% annualized return and YCS not far ahead at 13.63%.


URTH

1D
-0.18%
1M
0.58%
YTD
9.66%
6M
9.36%
1Y
25.98%
3Y*
20.26%
5Y*
11.79%
10Y*
13.61%

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)

URTH vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URTH
iShares MSCI World ETF
9.66%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%22.95%
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 URTH and YCS is -0.28, 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

-0.28

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

-0.11

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

-0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.11

The correlation between URTH and YCS shifts across timeframes, from -0.28 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URTH vs. YCS — Risk / Return Rank

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

URTH
URTH Risk / Return Rank: 6565
Overall Rank
URTH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6464
Sortino Ratio Rank
URTH Omega Ratio Rank: 6464
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7171
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.

URTH vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.


URTHYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

2.88

3.79

-0.91

Martin ratioReturn relative to average drawdown

12.77

11.86

+0.91

URTH vs. YCS - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 2.08, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of URTH 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

URTH vs. YCS - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for URTH and YCS.


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Drawdown Indicators


URTHYCSDifference

Max Drawdown

Largest peak-to-trough decline

-34.01%

-49.56%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.06%

-8.30%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-23.05%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-27.32%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-27.32%

-6.69%

Current Drawdown

Current decline from peak

-1.19%

0.00%

-1.19%

Average Drawdown

Average peak-to-trough decline

-4.36%

-19.88%

+15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.65%

-0.61%

Volatility

URTH vs. YCS - Volatility Comparison

iShares MSCI World ETF (URTH) has a higher volatility of 4.47% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that URTH'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


URTHYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

2.22%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

12.19%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

16.96%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

21.10%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

18.96%

-1.67%

URTH vs. YCS - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

URTH vs. YCS - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.40%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
URTH
iShares MSCI World ETF
1.40%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%
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


URTH and YCS have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URTH has higher volatility (4.47%) compared to YCS (2.22%). In terms of maximum drawdown, URTH dropped -34.01% vs YCS's -49.56%.

On 10-year performance, YCS leads with 13.63% vs 13.61% for URTH. On fees, URTH is cheaper at 0.24% 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 13.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URTH is cheaper with a 0.24% expense ratio, compared with 1.00% for YCS.

URTH has the higher dividend yield at 1.40%, compared with 0.00% for YCS.

URTH is categorized as Global Equities, while YCS is Leveraged Currency. URTH tracks MSCI World Index (Net), while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.24% for URTH and 1.00% for YCS.

URTH currently has the higher Sharpe Ratio (2.08 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 URTH 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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