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USD vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) 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, USD achieves a 103.68% return, which is significantly higher than YCS's 7.88% return. Over the past 10 years, USD has outperformed YCS with an annualized return of 61.82%, while YCS has yielded a comparatively lower 12.96% annualized return.


USD

1D
9.00%
1M
11.71%
YTD
103.68%
6M
118.16%
1Y
251.95%
3Y*
115.80%
5Y*
68.08%
10Y*
61.82%

YCS

1D
0.26%
1M
2.50%
YTD
7.88%
6M
10.26%
1Y
33.48%
3Y*
18.92%
5Y*
23.21%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
103.68%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
YCS
ProShares UltraShort Yen
7.88%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between USD and YCS is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

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

0.06

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

0.02

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.17

The correlation between USD and YCS shifts across timeframes, from -0.00 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. YCS — Risk / Return Rank

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

USD
USD Risk / Return Rank: 9191
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8585
Sortino Ratio Rank
USD Omega Ratio Rank: 8686
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6969
Overall Rank
YCS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5757
Sortino Ratio Rank
YCS Omega Ratio Rank: 6767
Omega Ratio Rank
YCS Calmar Ratio Rank: 8383
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
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.

USD vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.


USDYCSDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

7.98

4.05

+3.93

Martin ratioReturn relative to average drawdown

22.33

12.65

+9.68

USD vs. YCS - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.86, which is higher than the YCS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of USD 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

USD vs. YCS - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for USD and YCS.


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Drawdown Indicators


USDYCSDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-49.56%

-39.07%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-8.30%

-23.50%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-23.05%

-41.41%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-27.32%

-50.53%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-27.32%

-50.53%

Current Drawdown

Current decline from peak

-5.90%

-0.27%

-5.63%

Average Drawdown

Average peak-to-trough decline

-32.32%

-19.89%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

2.65%

+8.69%

Volatility

USD vs. YCS - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 30.47% compared to ProShares UltraShort Yen (YCS) at 2.18%. This indicates that USD'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


USDYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.47%

2.18%

+28.29%

Volatility (6M)

Calculated over the trailing 6-month period

52.98%

12.25%

+40.73%

Volatility (1Y)

Calculated over the trailing 1-year period

65.79%

17.05%

+48.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.31%

21.10%

+56.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.69%

18.98%

+50.71%

USD vs. YCS - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

USD vs. YCS - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.23%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.23%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
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


USD and YCS have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (30.47%) compared to YCS (2.18%). In terms of maximum drawdown, USD dropped -88.63% vs YCS's -49.56%.

On 10-year performance, USD leads with 61.82% vs 12.96% for YCS. On fees, USD is cheaper at 0.95% per year. On volatility, YCS has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USD has performed better with a 61.82% return vs 12.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USD is cheaper with a 0.95% expense ratio, compared with 1.00% for YCS.

USD has the higher dividend yield at 0.23%, compared with 0.00% for YCS.

USD is categorized as Leveraged Equities, while YCS is Leveraged Currency. USD tracks Dow Jones U.S. Semiconductors Index (200%), while YCS tracks USD/JPY Exchange Rate (-200%). Their fees differ too: 0.95% for USD and 1.00% for YCS.

USD currently has the higher Sharpe Ratio (3.86 vs 1.98), 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 USD 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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