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YALL vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YALL vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


YALL

1D
-1.26%
1M
-0.74%
YTD
0.00%
6M
-1.23%
1Y
5.94%
3Y*
21.38%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. YCS - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
0.00%14.36%29.99%40.74%8.62%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%-19.02%

Correlation

The correlation between YALL and YCS is -0.19, 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

-0.19

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

-0.05

The correlation between YALL and YCS shifts across timeframes, from -0.19 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YALL vs. YCS — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 1616
Overall Rank
YALL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1414
Sortino Ratio Rank
YALL Omega Ratio Rank: 1414
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
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.

YALL vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.


YALLYCSDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratioReturn relative to maximum drawdown

0.63

3.97

-3.34

Martin ratioReturn relative to average drawdown

1.86

12.40

-10.54

YALL vs. YCS - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of YALL 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


YALLYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.92

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.33

+1.13

Drawdowns

YALL vs. YCS - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for YALL and YCS.


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Drawdown Indicators


YALLYCSDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-49.56%

+29.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.30%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-23.05%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-4.47%

0.00%

-4.47%

Average Drawdown

Average peak-to-trough decline

-2.93%

-19.93%

+17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.66%

+0.55%

Volatility

YALL vs. YCS - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 3.31% compared to ProShares UltraShort Yen (YCS) at 2.75%. This indicates that YALL'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


YALLYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.75%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

12.32%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

17.27%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

21.10%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

19.01%

-1.52%

YALL vs. YCS - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

YALL vs. YCS - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.49%, while YCS has not paid dividends to shareholders.


PositionTTM2025202420232022
YALL
God Bless America ETF
0.49%0.49%0.50%3.51%0.19%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YALL and YCS have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YALL has higher volatility (3.31%) compared to YCS (2.75%). In terms of maximum drawdown, YALL dropped -19.72% vs YCS's -49.56%.

On 3-year performance, YALL leads with 21.38% vs 19.84% for YCS. On fees, YALL is cheaper at 0.65% 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 3-year period, YALL has performed better with a 21.38% return vs 19.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YALL is cheaper with a 0.65% expense ratio, compared with 1.00% for YCS.

YALL has the higher dividend yield at 0.49%, compared with 0.00% for YCS.

YALL is categorized as Large Cap Blend Equities, while YCS is Leveraged Currency. They also come from different issuers: Tidal ETFs and ProShares. Their fees differ too: 0.65% for YALL and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (1.92 vs 0.44), 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 YALL and YCS

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