VIG vs. YCS
VIG (Vanguard Dividend Appreciation ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 10 years, VIG returned 13.34%/yr vs 13.62%/yr for YCS. At a 0.18 correlation, their price movements are largely independent. VIG charges 0.04%/yr vs 1.00%/yr for YCS.
Performance
VIG vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, VIG achieves a 6.98% return, which is significantly lower than YCS's 9.63% return. Both investments have delivered pretty close results over the past 10 years, with VIG having a 13.34% annualized return and YCS not far ahead at 13.62%.
VIG
- 1D
- -0.51%
- 1M
- 0.48%
- YTD
- 6.98%
- 6M
- 6.28%
- 1Y
- 18.42%
- 3Y*
- 15.85%
- 5Y*
- 10.82%
- 10Y*
- 13.34%
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%
VIG vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 6.98% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
YCS ProShares UltraShort Yen | 9.63% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between VIG 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 | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.18 |
The correlation between VIG and YCS shifts across timeframes, from -0.21 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VIG vs. YCS — Risk / Return Rank
VIG
YCS
VIG vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.
| VIG | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.78 | -1.44 |
| Martin ratioReturn relative to average drawdown | 9.44 | 11.93 | -2.49 |
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Drawdowns
VIG vs. YCS - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for VIG and YCS.
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Drawdown Indicators
| VIG | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -49.56% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -8.30% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -23.05% | +8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -27.32% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -27.32% | -4.40% |
Current DrawdownCurrent decline from peak | -1.13% | -0.14% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -19.87% | +14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.65% | -0.69% |
Volatility
VIG vs. YCS - Volatility Comparison
Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 2.89% compared to ProShares UltraShort Yen (YCS) at 2.25%. This indicates that VIG'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
| VIG | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.25% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 12.19% | -4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 16.93% | -6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 21.10% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.82% | -2.78% |
VIG vs. YCS - Expense Ratio Comparison
VIG has a 0.04% expense ratio, which is lower than YCS's 1.00% expense ratio.
Dividends
VIG vs. YCS - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
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
VIG 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.
VIG has higher volatility (2.89%) compared to YCS (2.25%). In terms of maximum drawdown, VIG dropped -46.81% vs YCS's -49.56%.
On 10-year performance, YCS leads with 13.62% vs 13.34% for VIG. On fees, VIG is cheaper at 0.04% 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 10-year period, YCS has performed better with a 13.62% return vs 13.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIG is cheaper with a 0.04% expense ratio, compared with 1.00% for YCS.
VIG has the higher dividend yield at 1.47%, compared with 0.00% for YCS.
VIG is categorized as Dividend, while YCS is Leveraged Currency. VIG tracks S&P U.S. Dividend Growers Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.04% for VIG and 1.00% for YCS.
YCS currently has the higher Sharpe Ratio (1.86 vs 1.83), 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.
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