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VYM vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYM vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) 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, VYM achieves a 12.47% return, which is significantly higher than YCS's 7.17% return. Both investments have delivered pretty close results over the past 10 years, with VYM having a 11.90% annualized return and YCS not far ahead at 12.34%.


VYM

1D
-0.43%
1M
3.38%
YTD
12.47%
6M
12.01%
1Y
26.16%
3Y*
18.88%
5Y*
11.48%
10Y*
11.90%

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)

VYM vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF
12.47%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between VYM and YCS is -0.20, 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

-0.20

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

-0.07

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

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.18

The correlation between VYM and YCS shifts across timeframes, from -0.20 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VYM vs. YCS — Risk / Return Rank

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

VYM
VYM Risk / Return Rank: 7777
Overall Rank
VYM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYM Omega Ratio Rank: 7676
Omega Ratio Rank
VYM Calmar Ratio Rank: 7676
Calmar Ratio Rank
VYM Martin Ratio Rank: 7575
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.

VYM vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.


VYMYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.46

1.35

+0.11

Calmar ratioReturn relative to maximum drawdown

3.93

3.97

-0.04

Martin ratioReturn relative to average drawdown

14.76

12.40

+2.36

VYM vs. YCS - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.56, which is higher than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VYM 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


VYMYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

1.92

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.12

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.65

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.33

+0.18

Drawdowns

VYM vs. YCS - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for VYM and YCS.


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Drawdown Indicators


VYMYCSDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-49.56%

-7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-8.30%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-23.05%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-27.32%

+11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-27.32%

-7.89%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-7.19%

-19.93%

+12.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.66%

-0.88%

Volatility

VYM vs. YCS - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) and ProShares UltraShort Yen (YCS) have volatilities of 2.77% and 2.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.75%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

12.32%

-4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

10.28%

17.27%

-6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

21.10%

-7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

19.01%

-2.67%

VYM vs. YCS - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

VYM vs. YCS - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.19%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VYM
Vanguard High Dividend Yield ETF
2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
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


VYM and YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYM has higher volatility (2.77%) compared to YCS (2.75%). In terms of maximum drawdown, VYM dropped -56.98% vs YCS's -49.56%.

On 10-year performance, YCS leads with 12.34% vs 11.90% for VYM. On fees, VYM is cheaper at 0.04% per year. Their volatility is very similar. 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 12.34% return vs 11.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 1.00% for YCS.

VYM has the higher dividend yield at 2.19%, compared with 0.00% for YCS.

VYM is categorized as Dividend, while YCS is Leveraged Currency. VYM tracks FTSE High Dividend Yield 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 VYM and 1.00% for YCS.

VYM currently has the higher Sharpe Ratio (2.56 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.

Portfolio Optimizer

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