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WIP vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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, WIP achieves a 4.31% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, WIP has underperformed YCS with an annualized return of 1.61%, while YCS has yielded a comparatively higher 12.34% annualized return.


WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%

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)

WIP vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.31%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%
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 WIP and YCS is -0.50, 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

-0.50

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

-0.43

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

-0.46

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

-0.41

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

-0.35

The correlation between WIP and YCS shifts across timeframes, from -0.50 (1 year) to -0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WIP vs. YCS — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
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.

WIP vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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.


WIPYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

2.00

3.97

-1.97

Martin ratioReturn relative to average drawdown

5.98

12.40

-6.42

WIP vs. YCS - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.18, which is lower than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of WIP 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


WIPYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.92

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

1.12

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.65

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.33

-0.21

Drawdowns

WIP vs. YCS - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for WIP and YCS.


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Drawdown Indicators


WIPYCSDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-49.56%

+19.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-8.30%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-23.05%

+11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-27.32%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

-27.32%

-1.52%

Current Drawdown

Current decline from peak

-3.87%

0.00%

-3.87%

Average Drawdown

Average peak-to-trough decline

-8.58%

-19.93%

+11.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.66%

-0.94%

Volatility

WIP vs. YCS - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 2.95% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that WIP'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


WIPYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.75%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

12.32%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

17.27%

-8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

21.10%

-9.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

19.01%

-8.85%

WIP vs. YCS - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

WIP vs. YCS - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%
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


WIP and YCS have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to YCS (2.75%). In terms of maximum drawdown, WIP dropped -29.60% vs YCS's -49.56%.

On 10-year performance, YCS leads with 12.34% vs 1.61% for WIP. On fees, WIP is cheaper at 0.50% 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 10-year period, YCS has performed better with a 12.34% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WIP is cheaper with a 0.50% expense ratio, compared with 1.00% for YCS.

WIP has the higher dividend yield at 5.79%, compared with 0.00% for YCS.

WIP is categorized as Inflation-Protected Bonds, while YCS is Leveraged Currency. WIP tracks FTSE International Inflation-Linked Securities Select (USD), while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.50% for WIP and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 1.18), 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 WIP and YCS

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