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YCS vs. CNXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCS vs. CNXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Yen (YCS) and VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YCS achieves a 9.78% return, which is significantly lower than CNXT's 42.18% return. Over the past 10 years, YCS has outperformed CNXT with an annualized return of 13.63%, while CNXT has yielded a comparatively lower 7.89% annualized return.


YCS

1D
0.40%
1M
3.71%
YTD
9.78%
6M
9.63%
1Y
31.36%
3Y*
18.43%
5Y*
23.50%
10Y*
13.63%

CNXT

1D
2.79%
1M
12.07%
YTD
42.18%
6M
40.51%
1Y
133.47%
3Y*
30.57%
5Y*
5.56%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCS vs. CNXT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YCS
ProShares UltraShort Yen
9.78%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
42.18%59.31%12.42%-21.47%-35.58%8.78%63.30%42.66%-39.48%20.19%

Correlation

The correlation between YCS and CNXT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.12

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

-0.11

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2014

0.00

The correlation between YCS and CNXT shifts across timeframes, from -0.12 (3 years) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YCS vs. CNXT — Risk / Return Rank

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

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5757
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
Martin Ratio Rank

CNXT
CNXT Risk / Return Rank: 9595
Overall Rank
CNXT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CNXT Sortino Ratio Rank: 9595
Sortino Ratio Rank
CNXT Omega Ratio Rank: 9393
Omega Ratio Rank
CNXT Calmar Ratio Rank: 9797
Calmar Ratio Rank
CNXT Martin Ratio Rank: 9696
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.

YCS vs. CNXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YCSCNXTDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.35

1.60

-0.26

Calmar ratioReturn relative to maximum drawdown

3.79

11.00

-7.20

Martin ratioReturn relative to average drawdown

11.86

32.51

-20.66

YCS vs. CNXT - Sharpe Ratio Comparison

The current YCS Sharpe Ratio is 1.86, which is lower than the CNXT Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of YCS and CNXT, 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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Drawdowns

YCS vs. CNXT - Drawdown Comparison

The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum CNXT drawdown of -68.98%. Use the drawdown chart below to compare losses from any high point for YCS and CNXT.


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Drawdown Indicators


YCSCNXTDifference

Max Drawdown

Largest peak-to-trough decline

-49.56%

-68.98%

+19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-12.21%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

-48.60%

+25.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

-61.21%

+33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

-63.30%

+35.98%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-19.88%

-42.78%

+22.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.12%

-1.47%

Volatility

YCS vs. CNXT - Volatility Comparison

The current volatility for ProShares UltraShort Yen (YCS) is 2.22%, while VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) has a volatility of 11.81%. This indicates that YCS experiences smaller price fluctuations and is considered to be less risky than CNXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCSCNXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

11.81%

-9.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

21.89%

-9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

32.03%

-15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

35.48%

-14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

31.76%

-12.80%

YCS vs. CNXT - Expense Ratio Comparison

YCS has a 1.00% expense ratio, which is higher than CNXT's 0.65% expense ratio.


Dividends

YCS vs. CNXT - Dividend Comparison

YCS has not paid dividends to shareholders, while CNXT's dividend yield for the trailing twelve months is around 0.13%.


PositionTTM202520242023202220212020201920182017
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
0.13%0.18%0.15%0.00%0.00%9.22%0.01%0.45%0.00%0.19%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YCS and CNXT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNXT has higher volatility (11.81%) compared to YCS (2.22%). In terms of maximum drawdown, YCS dropped -49.56% vs CNXT's -68.98%.

On 10-year performance, YCS leads with 13.63% vs 7.89% for CNXT. On fees, CNXT is cheaper at 0.65% per year. On volatility, YCS has been the lower-risk option at 2.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YCS has performed better with a 13.63% return vs 7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CNXT is cheaper with a 0.65% expense ratio, compared with 1.00% for YCS.

CNXT has the higher dividend yield at 0.13%, compared with 0.00% for YCS.

YCS is categorized as Leveraged Currency, while CNXT is China Equities. YCS tracks USD/JPY Exchange Rate (-200%), while CNXT tracks SME-ChiNext 100 Index. They also come from different issuers: ProShares and VanEck. Their fees differ too: 1.00% for YCS and 0.65% for CNXT.

CNXT currently has the higher Sharpe Ratio (4.20 vs 1.86), 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.

Portfolio Optimizer

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