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YCL vs. FXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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YCL vs. FXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YCL
ProShares Ultra Yen
-3.59%-6.34%-25.97%-20.46%-26.92%-20.94%7.16%-2.99%0.17%3.48%
FXY
Invesco CurrencyShares® Japanese Yen Trust
-1.35%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%

Returns By Period

In the year-to-date period, YCL achieves a -3.59% return, which is significantly lower than FXY's -1.35% return. Over the past 10 years, YCL has underperformed FXY with an annualized return of -11.45%, while FXY has yielded a comparatively higher -3.96% annualized return.


YCL

1D
1.08%
1M
-3.33%
YTD
-3.59%
6M
-15.53%
1Y
-16.05%
3Y*
-17.74%
5Y*
-18.74%
10Y*
-11.45%

FXY

1D
0.64%
1M
-1.61%
YTD
-1.35%
6M
-6.96%
1Y
-5.89%
3Y*
-6.20%
5Y*
-7.45%
10Y*
-3.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

YCL vs. FXY — Risk / Return Rank

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

YCL
YCL Risk / Return Rank: 22
Overall Rank
YCL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YCL Sortino Ratio Rank: 11
Sortino Ratio Rank
YCL Omega Ratio Rank: 22
Omega Ratio Rank
YCL Calmar Ratio Rank: 33
Calmar Ratio Rank
YCL Martin Ratio Rank: 44
Martin Ratio Rank

FXY
FXY Risk / Return Rank: 44
Overall Rank
FXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 33
Sortino Ratio Rank
FXY Omega Ratio Rank: 33
Omega Ratio Rank
FXY Calmar Ratio Rank: 44
Calmar Ratio Rank
FXY Martin Ratio Rank: 66
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.

YCL vs. FXY - Risk-Adjusted Trends 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.


YCLFXYDifference

Sharpe ratio

Return per unit of total volatility

-0.80

-0.58

-0.22

Sortino ratio

Return per unit of downside risk

-1.09

-0.78

-0.31

Omega ratio

Gain probability vs. loss probability

0.88

0.91

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.59

-0.48

-0.11

Martin ratio

Return relative to average drawdown

-0.96

-0.80

-0.16

YCL vs. FXY - Sharpe Ratio Comparison

The current YCL Sharpe Ratio is -0.80, which is lower than the FXY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of YCL and FXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YCLFXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

-0.58

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.92

-0.73

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

-0.42

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.18

-0.32

Correlation

The correlation between YCL and FXY is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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 -88.10%, which is greater than FXY's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for YCL and FXY.


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Drawdown Indicators


YCLFXYDifference

Max Drawdown

Largest peak-to-trough decline

-88.10%

-56.03%

-32.07%

Max Drawdown (1Y)

Largest decline over 1 year

-27.44%

-12.45%

-14.99%

Max Drawdown (5Y)

Largest decline over 5 years

-66.93%

-34.49%

-32.44%

Max Drawdown (10Y)

Largest decline over 10 years

-76.61%

-40.84%

-35.77%

Current Drawdown

Current decline from peak

-87.87%

-55.51%

-32.36%

Average Drawdown

Average peak-to-trough decline

-52.76%

-27.48%

-25.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.82%

7.46%

+9.36%

Volatility

YCL vs. FXY - Volatility Comparison

ProShares Ultra Yen (YCL) has a higher volatility of 4.83% compared to Invesco CurrencyShares® Japanese Yen Trust (FXY) at 2.33%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCLFXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

2.33%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

6.09%

+6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

10.25%

+10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

10.20%

+10.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

9.47%

+9.38%