VEGN vs. YCS
VEGN (US Vegan Climate ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - VEGN is a Large Cap Growth Equities fund tracking the US Vegan Climate Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, VEGN returned 15.68%/yr vs 23.52%/yr for YCS. At a 0.03 correlation, their price movements are largely independent. VEGN charges 0.60%/yr vs 1.00%/yr for YCS.
Performance
VEGN vs. YCS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VEGN achieves a 29.79% return, which is significantly higher than YCS's 9.63% return.
VEGN
- 1D
- -3.40%
- 1M
- 6.70%
- YTD
- 29.79%
- 6M
- 29.01%
- 1Y
- 46.88%
- 3Y*
- 28.58%
- 5Y*
- 15.68%
- 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%
VEGN vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEGN US Vegan Climate ETF | 29.79% | 13.71% | 25.42% | 38.10% | -26.87% | 26.01% | 27.72% | 9.45% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 4.32% |
Correlation
The correlation between VEGN and YCS is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2019 | 0.03 |
The correlation between VEGN and YCS shifts across timeframes, from -0.13 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VEGN vs. YCS — Risk / Return Rank
VEGN
YCS
VEGN vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) 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.
| VEGN | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 3.78 | +0.19 |
| Martin ratioReturn relative to average drawdown | 15.55 | 11.93 | +3.62 |
Loading charts...
Drawdowns
VEGN vs. YCS - Drawdown Comparison
The maximum VEGN drawdown since its inception was -34.14%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for VEGN and YCS.
Loading charts...
Drawdown Indicators
| VEGN | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -49.56% | +15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -8.30% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -23.05% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -33.40% | -27.32% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -3.40% | -0.14% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -19.87% | +12.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.65% | +0.37% |
Volatility
VEGN vs. YCS - Volatility Comparison
US Vegan Climate ETF (VEGN) has a higher volatility of 9.97% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that VEGN'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.
Loading charts...
Volatility by Period
| VEGN | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 2.25% | +7.72% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 12.19% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 16.93% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 21.10% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 18.82% | +4.11% |
VEGN vs. YCS - Expense Ratio Comparison
VEGN has a 0.60% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
VEGN vs. YCS - Dividend Comparison
VEGN's dividend yield for the trailing twelve months is around 0.50%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
VEGN US Vegan Climate ETF | 0.50% | 0.51% | 0.51% | 0.67% | 0.81% | 0.41% | 0.71% | 0.29% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VEGN and YCS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEGN has higher volatility (9.97%) compared to YCS (2.25%). In terms of maximum drawdown, VEGN dropped -34.14% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.52% vs 15.68% for VEGN. On fees, VEGN is cheaper at 0.60% 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 15.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VEGN is cheaper with a 0.60% expense ratio, compared with 1.00% for YCS.
VEGN has the higher dividend yield at 0.50%, compared with 0.00% for YCS.
VEGN is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. VEGN tracks US Vegan Climate Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Beyond Investing and ProShares. Their fees differ too: 0.60% for VEGN and 1.00% for YCS.
VEGN currently has the higher Sharpe Ratio (2.57 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.
Find the right allocation for VEGN 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.
Open Portfolio Optimizer