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YCL vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCL vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Yen (YCL) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YCL achieves a -5.83% return, which is significantly lower than TQQQ's 65.71% return. Over the past 10 years, YCL has underperformed TQQQ with an annualized return of -12.51%, while TQQQ has yielded a comparatively higher 45.44% annualized return.


YCL

1D
-0.34%
1M
-3.82%
YTD
-5.83%
6M
-7.72%
1Y
-24.77%
3Y*
-15.08%
5Y*
-19.19%
10Y*
-12.51%

TQQQ

1D
1.37%
1M
33.57%
YTD
65.71%
6M
58.23%
1Y
145.30%
3Y*
69.92%
5Y*
29.86%
10Y*
45.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCL vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YCL
ProShares Ultra Yen
-5.83%-6.34%-25.97%-20.46%-26.92%-20.94%7.16%-2.99%0.17%3.48%
TQQQ
ProShares UltraPro QQQ
65.71%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between YCL and TQQQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

-0.14

The correlation between YCL and TQQQ shifts across timeframes, from -0.14 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YCL vs. TQQQ — Risk / Return Rank

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

YCL
YCL Risk / Return Rank: 11
Overall Rank
YCL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
YCL Sortino Ratio Rank: 00
Sortino Ratio Rank
YCL Omega Ratio Rank: 11
Omega Ratio Rank
YCL Calmar Ratio Rank: 11
Calmar Ratio Rank
YCL Martin Ratio Rank: 11
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7575
Overall Rank
TQQQ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6868
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7979
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 7171
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. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and ProShares UltraPro QQQ (TQQQ). 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.


YCLTQQQDifference

Sharpe ratio

Return per unit of total volatility

-1.48

3.07

-4.55

Sortino ratio

Return per unit of downside risk

-2.30

3.19

-5.49

Omega ratio

Gain probability vs. loss probability

0.76

1.42

-0.66

Calmar ratio

Return relative to maximum drawdown

-0.95

4.08

-5.04

Martin ratio

Return relative to average drawdown

-1.40

13.38

-14.77

YCL vs. TQQQ - Sharpe Ratio Comparison

The current YCL Sharpe Ratio is -1.48, which is lower than the TQQQ Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of YCL and TQQQ, 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


YCLTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.48

3.07

-4.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.94

0.45

-1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.67

0.69

-1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.74

-1.24

Drawdowns

YCL vs. TQQQ - Drawdown Comparison

The maximum YCL drawdown since its inception was -88.15%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for YCL and TQQQ.


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Drawdown Indicators


YCLTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-88.15%

-81.66%

-6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-24.55%

-36.97%

+12.42%

Max Drawdown (3Y)

Largest decline over 3 years

-39.91%

-58.04%

+18.13%

Max Drawdown (5Y)

Largest decline over 5 years

-66.19%

-81.66%

+15.47%

Max Drawdown (10Y)

Largest decline over 10 years

-76.71%

-81.66%

+4.95%

Current Drawdown

Current decline from peak

-88.15%

0.00%

-88.15%

Average Drawdown

Average peak-to-trough decline

-53.11%

-18.53%

-34.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.96%

11.28%

+5.68%

Volatility

YCL vs. TQQQ - Volatility Comparison

The current volatility for ProShares Ultra Yen (YCL) is 2.72%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.26%. This indicates that YCL experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCLTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

13.26%

-10.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

36.05%

-24.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

47.63%

-30.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

66.55%

-46.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

65.98%

-47.37%

YCL vs. TQQQ - Expense Ratio Comparison

Both YCL and TQQQ have an expense ratio of 0.95%.


Dividends

YCL vs. TQQQ - Dividend Comparison

YCL has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
YCL
ProShares Ultra Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YCL and TQQQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.26%) compared to YCL (2.72%). In terms of maximum drawdown, YCL dropped -88.15% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 45.44% vs -12.51% for YCL. Both ETFs have the same 0.95% expense ratio. On volatility, YCL has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 45.44% return vs -12.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YCL and TQQQ have the same expense ratio: 0.95% per year.

TQQQ has the higher dividend yield at 0.36%, compared with 0.00% for YCL.

YCL is categorized as Leveraged Currency, while TQQQ is Leveraged Equities. YCL tracks USD/JPY Exchange Rate (-200%), while TQQQ tracks NASDAQ-100 Index (300%).

TQQQ currently has the higher Sharpe Ratio (3.07 vs -1.48), 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.

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