YCL vs. TTT

In the year-to-date period, YCL achieves a 9.09% return, which is significantly higher than TTT's -0.99% return. Over the past 10 years, YCL has underperformed TTT with an annualized return of -9.50%, while TTT has yielded a comparatively higher -5.69% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and UltraPro Short 20+ Year Treasury (TTT). 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 0.08, which is lower than the TTT Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of YCL and TTT, 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 TTT's dividend yield for the trailing twelve months is around 5.57%.

The maximum YCL drawdown since its inception was -86.82%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for YCL and TTT. For additional features, visit the drawdowns tool.

The current volatility for ProShares Ultra Yen (YCL) is 9.61%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 11.38%. This indicates that YCL experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.