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XOVR vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOVR vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ERShares Private-Public Crossover ETF (XOVR) 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, XOVR achieves a -1.49% return, which is significantly lower than YCS's 9.78% return.


XOVR

1D
-4.20%
1M
1.59%
YTD
-1.49%
6M
-3.22%
1Y
9.80%
3Y*
18.26%
5Y*
4.34%
10Y*

YCS

1D
0.40%
1M
3.71%
YTD
9.78%
6M
9.63%
1Y
31.36%
3Y*
18.43%
5Y*
23.50%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOVR vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOVR
ERShares Private-Public Crossover ETF
-1.49%11.83%33.21%51.89%-41.09%-7.24%50.39%31.72%-5.02%1.54%
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-1.64%

Correlation

The correlation between XOVR and YCS is -0.12, 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

-0.12

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

-0.00

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2017

0.05

The correlation between XOVR and YCS shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XOVR vs. YCS — Risk / Return Rank

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

XOVR
XOVR Risk / Return Rank: 1414
Overall Rank
XOVR Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XOVR Sortino Ratio Rank: 1414
Sortino Ratio Rank
XOVR Omega Ratio Rank: 1515
Omega Ratio Rank
XOVR Calmar Ratio Rank: 1212
Calmar Ratio Rank
XOVR Martin Ratio Rank: 1212
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5757
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
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.

XOVR vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Private-Public Crossover ETF (XOVR) 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.


XOVRYCSDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.25

Calmar ratioReturn relative to maximum drawdown

0.40

3.79

-3.39

Martin ratioReturn relative to average drawdown

0.89

11.86

-10.97

XOVR vs. YCS - Sharpe Ratio Comparison

The current XOVR Sharpe Ratio is 0.45, which is lower than the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of XOVR 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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Drawdowns

XOVR vs. YCS - Drawdown Comparison

The maximum XOVR drawdown since its inception was -56.28%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for XOVR and YCS.


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Drawdown Indicators


XOVRYCSDifference

Max Drawdown

Largest peak-to-trough decline

-56.28%

-49.56%

-6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-24.32%

-8.30%

-16.02%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-23.05%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-49.35%

-27.32%

-22.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-8.61%

0.00%

-8.61%

Average Drawdown

Average peak-to-trough decline

-18.34%

-19.88%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.05%

2.65%

+8.40%

Volatility

XOVR vs. YCS - Volatility Comparison

ERShares Private-Public Crossover ETF (XOVR) has a higher volatility of 10.63% compared to ProShares UltraShort Yen (YCS) at 2.22%. This indicates that XOVR'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


XOVRYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

2.22%

+8.41%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

12.19%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

16.96%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

21.10%

+5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

18.96%

+8.04%

XOVR vs. YCS - Expense Ratio Comparison

XOVR has a 0.75% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

XOVR vs. YCS - Dividend Comparison

Neither XOVR nor YCS has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
XOVR
ERShares Private-Public Crossover ETF
0.00%0.00%0.00%0.00%0.00%57.75%6.31%0.08%3.71%0.08%
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


XOVR and YCS have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOVR has higher volatility (10.63%) compared to YCS (2.22%). In terms of maximum drawdown, XOVR dropped -56.28% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.50% vs 4.34% for XOVR. On fees, XOVR is cheaper at 0.75% per year. On volatility, YCS has been the lower-risk option at 2.22%. 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 23.50% return vs 4.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XOVR is cheaper with a 0.75% expense ratio, compared with 1.00% for YCS.

XOVR and YCS have nearly identical dividend yields, around 0.00%.

XOVR is categorized as Large Cap Growth Equities, while YCS is Leveraged Currency. They also come from different issuers: ERShares and ProShares. Their fees differ too: 0.75% for XOVR and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.86 vs 0.45), 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 XOVR 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.

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