YCL vs. EWJ

In the year-to-date period, YCL achieves a 17.25% return, which is significantly higher than EWJ's 11.83% return. Over the past 10 years, YCL has underperformed EWJ with an annualized return of -7.30%, while EWJ has yielded a comparatively higher 5.54% annualized return.

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YCL has a 0.95% expense ratio, which is higher than EWJ's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and iShares MSCI Japan ETF (EWJ). 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.

The current YCL Sharpe Ratio is 0.49, which is comparable to the EWJ Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of YCL and EWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

YCL has not paid dividends to shareholders, while EWJ's dividend yield for the trailing twelve months is around 2.10%.

The maximum YCL drawdown since its inception was -86.82%, which is greater than EWJ's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for YCL and EWJ.

ProShares Ultra Yen (YCL) has a higher volatility of 7.95% compared to iShares MSCI Japan ETF (EWJ) at 4.47%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.