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VCEB vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCEB vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) 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, VCEB achieves a 0.32% return, which is significantly lower than YCS's 7.17% return.


VCEB

1D
-0.18%
1M
0.67%
YTD
0.32%
6M
0.15%
1Y
5.34%
3Y*
5.05%
5Y*
0.51%
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCEB vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.32%7.48%2.23%8.52%-15.15%-1.99%2.46%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-4.34%

Correlation

The correlation between VCEB and YCS is -0.51, 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

-0.51

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

-0.44

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

-0.47

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

-0.46

The correlation between VCEB and YCS has been stable across timeframes, ranging from -0.51 to -0.44 - a consistent structural relationship.

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Return for Risk

VCEB vs. YCS — Risk / Return Rank

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

VCEB
VCEB Risk / Return Rank: 3636
Overall Rank
VCEB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3535
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3333
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3737
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
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.

VCEB vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) 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.


VCEBYCSDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.92

-0.64

Sortino ratio

Return per unit of downside risk

1.87

2.44

-0.57

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.90

3.97

-2.07

Martin ratio

Return relative to average drawdown

5.87

12.40

-6.52

VCEB vs. YCS - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 1.28, which is lower than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VCEB 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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Sharpe Ratios by Period


VCEBYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.92

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.12

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.33

-0.28

Drawdowns

VCEB vs. YCS - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for VCEB and YCS.


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Drawdown Indicators


VCEBYCSDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-49.56%

+27.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-8.30%

+5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-23.05%

+16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-27.32%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-1.05%

0.00%

-1.05%

Average Drawdown

Average peak-to-trough decline

-7.63%

-19.93%

+12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.66%

-1.75%

Volatility

VCEB vs. YCS - Volatility Comparison

The current volatility for Vanguard ESG U.S. Corporate Bond ETF (VCEB) is 1.32%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. This indicates that VCEB experiences smaller price fluctuations and is considered to be less risky 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


VCEBYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

2.75%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

12.32%

-9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

17.27%

-13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

21.10%

-14.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

19.01%

-12.35%

VCEB vs. YCS - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

VCEB vs. YCS - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.65%, while YCS has not paid dividends to shareholders.


PositionTTM202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.65%4.57%4.47%3.70%2.84%1.69%0.43%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VCEB and YCS have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.75%) compared to VCEB (1.32%). In terms of maximum drawdown, VCEB dropped -21.60% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.54% vs 0.51% for VCEB. On fees, VCEB is cheaper at 0.12% per year. On volatility, VCEB has been the lower-risk option at 1.32%. 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 23.54% return vs 0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCEB is cheaper with a 0.12% expense ratio, compared with 1.00% for YCS.

VCEB has the higher dividend yield at 4.65%, compared with 0.00% for YCS.

VCEB is categorized as Corporate Bonds, while YCS is Leveraged Currency. VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.12% for VCEB and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 1.28), 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 VCEB and YCS

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