YCL vs. GLD

In the year-to-date period, YCL achieves a 13.91% return, which is significantly lower than GLD's 26.73% return. Over the past 10 years, YCL has underperformed GLD with an annualized return of -9.10%, while GLD has yielded a comparatively higher 10.19% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and SPDR Gold Trust (GLD). 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 0.25, which is lower than the GLD Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of YCL and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither YCL nor GLD has paid dividends to shareholders.

The maximum YCL drawdown since its inception was -86.82%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for YCL and GLD. For additional features, visit the drawdowns tool.

ProShares Ultra Yen (YCL) has a higher volatility of 9.71% compared to SPDR Gold Trust (GLD) at 8.54%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.