YCL vs. VFMV
Compare and contrast key facts about ProShares Ultra Yen (YCL) and Vanguard U.S. Minimum Volatility ETF (VFMV).
YCL and VFMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YCL is a passively managed fund by ProShares that tracks the performance of the USD/JPY Exchange Rate (-200%). It was launched on Nov 24, 2008. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
YCL vs. VFMV - Performance Comparison
Loading graphics...
YCL vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YCL ProShares Ultra Yen | -3.59% | -6.34% | -25.97% | -20.46% | -26.92% | -20.94% | 7.16% | -2.99% | -10.56% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.55% | 10.52% | 16.91% | 8.86% | -5.73% | 20.75% | -0.19% | 27.26% | -1.10% |
Returns By Period
In the year-to-date period, YCL achieves a -3.59% return, which is significantly lower than VFMV's 2.55% 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%
VFMV
- 1D
- 1.45%
- 1M
- -4.47%
- YTD
- 2.55%
- 6M
- 2.66%
- 1Y
- 7.33%
- 3Y*
- 12.70%
- 5Y*
- 9.24%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
YCL vs. VFMV - Expense Ratio Comparison
YCL has a 0.95% expense ratio, which is higher than VFMV's 0.13% expense ratio.
Return for Risk
YCL vs. VFMV — Risk / Return Rank
YCL
VFMV
YCL vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.
| YCL | VFMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.80 | 0.60 | -1.40 |
Sortino ratioReturn per unit of downside risk | -1.09 | 0.90 | -1.98 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.13 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.87 | -1.45 |
Martin ratioReturn relative to average drawdown | -0.96 | 4.02 | -4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| YCL | VFMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | 0.60 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.92 | 0.79 | -1.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.50 | 0.65 | -1.15 |
Correlation
The correlation between YCL and VFMV is -0.03. 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.
Dividends
YCL vs. VFMV - Dividend Comparison
YCL has not paid dividends to shareholders, while VFMV's dividend yield for the trailing twelve months is around 2.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YCL ProShares Ultra Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.04% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% |
Drawdowns
YCL vs. VFMV - Drawdown Comparison
The maximum YCL drawdown since its inception was -88.10%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for YCL and VFMV.
Loading graphics...
Drawdown Indicators
| YCL | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.10% | -33.64% | -54.46% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -9.63% | -17.81% |
Max Drawdown (5Y)Largest decline over 5 years | -66.93% | -15.41% | -51.52% |
Max Drawdown (10Y)Largest decline over 10 years | -76.61% | — | — |
Current DrawdownCurrent decline from peak | -87.87% | -4.59% | -83.28% |
Average DrawdownAverage peak-to-trough decline | -52.76% | -3.69% | -49.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.82% | 2.07% | +14.75% |
Volatility
YCL vs. VFMV - Volatility Comparison
ProShares Ultra Yen (YCL) has a higher volatility of 4.83% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.44%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| YCL | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.44% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 6.62% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.25% | 12.31% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 11.77% | +8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 14.35% | +4.50% |