VMOT vs. YCS
VMOT (Alpha Architect Value Momentum Trend ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Both are passively managed. Over the past 5 years, VMOT returned 6.94%/yr vs 23.54%/yr for YCS. At a 0.04 correlation, their price movements are largely independent. VMOT charges 1.75%/yr vs 1.00%/yr for YCS.
Performance
VMOT vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, VMOT achieves a 17.28% return, which is significantly higher than YCS's 7.17% return.
VMOT
- 1D
- -0.37%
- 1M
- 3.80%
- YTD
- 17.28%
- 6M
- 20.07%
- 1Y
- 34.59%
- 3Y*
- 19.57%
- 5Y*
- 6.94%
- 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%
VMOT vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 17.28% | 18.54% | 12.07% | -0.74% | -7.00% | 3.52% | 4.69% | 4.59% | -15.64% | 14.62% |
YCS ProShares UltraShort Yen | 7.17% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | 6.05% |
Correlation
The correlation between VMOT and YCS is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017 | 0.04 |
The correlation between VMOT and YCS shifts across timeframes, from -0.31 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VMOT vs. YCS — Risk / Return Rank
VMOT
YCS
VMOT vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) 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.
| VMOT | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.97 | -0.77 |
| Martin ratioReturn relative to average drawdown | 13.42 | 12.40 | +1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VMOT | YCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.92 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.12 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.33 | +0.02 |
Drawdowns
VMOT vs. YCS - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for VMOT and YCS.
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Drawdown Indicators
| VMOT | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -49.56% | +14.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -8.30% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -23.05% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -27.32% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.32% | — |
Current DrawdownCurrent decline from peak | -0.55% | 0.00% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -19.93% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.66% | -0.08% |
Volatility
VMOT vs. YCS - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 5.00% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that VMOT'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
| VMOT | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 2.75% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 12.32% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 17.27% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 21.10% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.90% | 19.01% | -4.11% |
VMOT vs. YCS - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than YCS's 1.00% expense ratio.
Dividends
VMOT vs. YCS - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 1.75%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 1.75% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% |
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
VMOT and YCS have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VMOT has higher volatility (5.00%) compared to YCS (2.75%). In terms of maximum drawdown, VMOT dropped -34.71% vs YCS's -49.56%.
On 5-year performance, YCS leads with 23.54% vs 6.94% for VMOT. On fees, YCS is cheaper at 1.00% per year. On volatility, YCS has been the lower-risk option at 2.75%. 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 6.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YCS is cheaper with a 1.00% expense ratio, compared with 1.75% for VMOT.
VMOT has the higher dividend yield at 1.75%, compared with 0.00% for YCS.
VMOT is categorized as Momentum, while YCS is Leveraged Currency. VMOT tracks Alpha Architect Value Momentum Trend Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Alpha Architect and ProShares. Their fees differ too: 1.75% for VMOT and 1.00% for YCS.
VMOT currently has the higher Sharpe Ratio (2.28 vs 1.92), 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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