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YCL vs. FXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YCL and FXY is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

YCL vs. FXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Yen (YCL) and Invesco CurrencyShares® Japanese Yen Trust (FXY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

YCL:

33.03%

FXY:

18.80%

Max Drawdown

YCL:

-4.48%

FXY:

-2.49%

Current Drawdown

YCL:

-3.82%

FXY:

-2.02%

Returns By Period


YCL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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YCL vs. FXY - Expense Ratio Comparison

YCL has a 0.95% expense ratio, which is higher than FXY's 0.40% expense ratio.


Risk-Adjusted Performance

YCL vs. FXY — Risk-Adjusted Performance Rank

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

YCL
The Risk-Adjusted Performance Rank of YCL is 3131
Overall Rank
The Sharpe Ratio Rank of YCL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of YCL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of YCL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of YCL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of YCL is 2626
Martin Ratio Rank

FXY
The Risk-Adjusted Performance Rank of FXY is 4949
Overall Rank
The Sharpe Ratio Rank of FXY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FXY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FXY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FXY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FXY is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YCL vs. FXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and Invesco CurrencyShares® Japanese Yen Trust (FXY). 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.



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Dividends

YCL vs. FXY - Dividend Comparison

Neither YCL nor FXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCL vs. FXY - Drawdown Comparison

The maximum YCL drawdown since its inception was -4.48%, which is greater than FXY's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for YCL and FXY. For additional features, visit the drawdowns tool.


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Volatility

YCL vs. FXY - Volatility Comparison


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