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USVM vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Small Mid Cap Value Momentum ETF (USVM) 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, USVM achieves a 18.75% return, which is significantly higher than YCS's 9.63% return.


USVM

1D
0.05%
1M
4.06%
YTD
18.75%
6M
16.97%
1Y
32.76%
3Y*
20.77%
5Y*
10.06%
10Y*

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVM vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USVM
VictoryShares US Small Mid Cap Value Momentum ETF
18.75%10.56%16.59%18.90%-13.23%24.44%11.56%21.65%-9.39%2.06%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-1.24%

Correlation

The correlation between USVM and YCS is -0.21, 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

-0.21

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

-0.09

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.06

The correlation between USVM and YCS shifts across timeframes, from -0.21 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USVM vs. YCS — Risk / Return Rank

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

USVM
USVM Risk / Return Rank: 7575
Overall Rank
USVM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USVM Sortino Ratio Rank: 7676
Sortino Ratio Rank
USVM Omega Ratio Rank: 6868
Omega Ratio Rank
USVM Calmar Ratio Rank: 8080
Calmar Ratio Rank
USVM Martin Ratio Rank: 8080
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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.

USVM vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Mid Cap Value Momentum ETF (USVM) 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.


USVMYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

3.94

3.78

+0.15

Martin ratioReturn relative to average drawdown

14.82

11.93

+2.89

USVM vs. YCS - Sharpe Ratio Comparison

The current USVM Sharpe Ratio is 2.20, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of USVM 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

USVM vs. YCS - Drawdown Comparison

The maximum USVM drawdown since its inception was -42.38%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for USVM and YCS.


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Drawdown Indicators


USVMYCSDifference

Max Drawdown

Largest peak-to-trough decline

-42.38%

-49.56%

+7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-8.30%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.34%

-23.05%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

-27.32%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.24%

-0.14%

-0.10%

Average Drawdown

Average peak-to-trough decline

-7.85%

-19.87%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.65%

-0.43%

Volatility

USVM vs. YCS - Volatility Comparison

VictoryShares US Small Mid Cap Value Momentum ETF (USVM) has a higher volatility of 4.10% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that USVM'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


USVMYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

2.25%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

12.19%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

16.93%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.64%

21.10%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

18.82%

+3.15%

USVM vs. YCS - Expense Ratio Comparison

USVM has a 0.29% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

USVM vs. YCS - Dividend Comparison

USVM's dividend yield for the trailing twelve months is around 1.77%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
USVM
VictoryShares US Small Mid Cap Value Momentum ETF
1.77%1.84%1.75%1.63%1.43%0.70%1.21%1.77%1.43%0.65%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USVM and YCS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USVM has higher volatility (4.10%) compared to YCS (2.25%). In terms of maximum drawdown, USVM dropped -42.38% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 10.06% for USVM. On fees, USVM is cheaper at 0.29% per year. On volatility, YCS has been the lower-risk option at 2.25%. 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 23.52% return vs 10.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USVM is cheaper with a 0.29% expense ratio, compared with 1.00% for YCS.

USVM has the higher dividend yield at 1.77%, compared with 0.00% for YCS.

USVM is categorized as Momentum, while YCS is Leveraged Currency. USVM tracks Nasdaq Victory US Small Mid Cap Value Momentum Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Victory Capital and ProShares. Their fees differ too: 0.29% for USVM and 1.00% for YCS.

USVM currently has the higher Sharpe Ratio (2.20 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 USVM 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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