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YCS vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCS vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Yen (YCS) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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 7.29% return, which is significantly lower than EFAV's 9.79% return. Over the past 10 years, YCS has outperformed EFAV with an annualized return of 13.76%, while EFAV has yielded a comparatively lower 6.38% annualized return.


YCS

1D
-0.84%
1M
-2.27%
6M
9.33%
YTD
7.29%
1Y
25.05%
3Y*
17.34%
5Y*
23.55%
10Y*
13.76%
ALL TIME*
6.44%

EFAV

1D
-1.09%
1M
4.40%
6M
6.21%
YTD
9.79%
1Y
16.01%
3Y*
14.35%
5Y*
6.86%
10Y*
6.38%
ALL TIME*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.17M$49.40M$45.31M
$1.53M$2.43M$1.42M

YCS vs. EFAV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YCS
ProShares UltraShort Yen
7.29%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%
EFAV
iShares MSCI EAFE Min Vol Factor ETF
9.79%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%

Correlation

The correlation between YCS and EFAV is -0.52, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.52

Correlation (3Y)
Balances recent behavior with more history.

-0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.39

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.23

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

-0.09

Over the past year, the inverse relationship between YCS and EFAV has strengthened: their correlation has moved from -0.09 to -0.52, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

YCS vs. EFAV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YCS
YCS Risk / Return Rank: 5656
Overall Rank
YCS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4141
Sortino Ratio Rank
YCS Omega Ratio Rank: 5252
Omega Ratio Rank
YCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
Martin Ratio Rank

EFAV
EFAV Risk / Return Rank: 6969
Overall Rank
EFAV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 7373
Sortino Ratio Rank
EFAV Omega Ratio Rank: 7373
Omega Ratio Rank
EFAV Calmar Ratio Rank: 7575
Calmar Ratio Rank
EFAV Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YCS vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.


YCSEFAVDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

2.35

2.62

-0.28

Martin ratioReturn relative to average drawdown

8.93

6.10

+2.83

YCS vs. EFAV - Sharpe Ratio Comparison

The current YCS Sharpe Ratio is 1.16, which is comparable to the EFAV Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of YCS and EFAV, 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. EFAV - Drawdown Comparison

The maximum YCS drawdown since its inception was -49.56%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for YCS and EFAV.


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Drawdown Indicators


YCSEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-49.56%

-27.56%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-6.66%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

-8.65%

-14.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

-27.46%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

-27.56%

+0.24%

Current Drawdown

Current decline from peak

-5.68%

-1.09%

-4.59%

Average Drawdown

Average peak-to-trough decline

-19.75%

-4.76%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.86%

-0.22%

Volatility

YCS vs. EFAV - Volatility Comparison

ProShares UltraShort Yen (YCS) has a higher volatility of 5.30% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.28%. This indicates that YCS's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCSEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

3.28%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

8.85%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

10.67%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

11.88%

+9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

13.03%

+5.58%

YCS vs. EFAV - Expense Ratio Comparison

YCS has a 1.00% expense ratio, which is higher than EFAV's 0.20% expense ratio.


Dividends

YCS vs. EFAV - Dividend Comparison

YCS has not paid dividends to shareholders, while EFAV's dividend yield for the trailing twelve months is around 3.07%.


PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF
3.07%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
YCS
ProShares UltraShort 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


YCS and EFAV have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (5.30%) compared to EFAV (3.28%). In terms of maximum drawdown, YCS dropped -49.56% vs EFAV's -27.56%.

On 10-year performance, YCS leads with 13.76% vs 6.38% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.28%. 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 13.76% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 1.00% for YCS.

EFAV has the higher dividend yield at 3.07%, compared with 0.00% for YCS.

YCS is categorized as Leveraged Currency, while EFAV is Foreign Large Cap Equities. YCS tracks USD/JPY Exchange Rate (-200%), while EFAV tracks MSCI EAFE Minimum Volatility (USD) Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 1.00% for YCS and 0.20% for EFAV.

EFAV currently has the higher Sharpe Ratio (1.64 vs 1.16), 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

Find the right allocation for YCS and EFAV

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