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YCS vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCS vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Yen (YCS) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 11.53% return, which is significantly higher than FXF's -2.51% return. Over the past 10 years, YCS has outperformed FXF with an annualized return of 13.01%, while FXF has yielded a comparatively lower 1.16% annualized return.


YCS

1D
0.16%
1M
1.99%
6M
9.13%
YTD
11.53%
1Y
28.09%
3Y*
19.82%
5Y*
24.23%
10Y*
13.01%
ALL TIME*
6.68%

FXF

1D
-0.36%
1M
-0.69%
6M
-1.20%
YTD
-2.51%
1Y
-1.57%
3Y*
1.94%
5Y*
1.98%
10Y*
1.16%
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCS vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YCS
ProShares UltraShort Yen
11.53%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.51%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between YCS and FXF is -0.58, 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

-0.58

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

-0.57

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

-0.55

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

-0.55

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.45

The correlation between YCS and FXF shifts across timeframes, from -0.58 (1 year) to -0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YCS vs. FXF — Risk / Return Rank

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

YCS
YCS Risk / Return Rank: 7474
Overall Rank
YCS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 6262
Sortino Ratio Rank
YCS Omega Ratio Rank: 7575
Omega Ratio Rank
YCS Calmar Ratio Rank: 8484
Calmar Ratio Rank
YCS Martin Ratio Rank: 7878
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 77
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. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.


YCSFXFDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.33

0.97

+0.36

Calmar ratioReturn relative to maximum drawdown

3.40

-0.24

+3.63

Martin ratioReturn relative to average drawdown

10.82

-0.55

+11.37

YCS vs. FXF - Sharpe Ratio Comparison

The current YCS Sharpe Ratio is 1.72, which is higher than the FXF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of YCS and FXF, 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. FXF - Drawdown Comparison

The maximum YCS drawdown since its inception was -49.56%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for YCS and FXF.


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Drawdown Indicators


YCSFXFDifference

Max Drawdown

Largest peak-to-trough decline

-49.56%

-35.58%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-6.72%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

-8.52%

-14.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

-11.99%

-15.33%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

-15.04%

-12.28%

Current Drawdown

Current decline from peak

0.00%

-20.42%

+20.42%

Average Drawdown

Average peak-to-trough decline

-19.79%

-20.83%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.88%

-0.26%

Volatility

YCS vs. FXF - Volatility Comparison

ProShares UltraShort Yen (YCS) has a higher volatility of 2.48% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.86%. This indicates that YCS's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCSFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

1.86%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

5.76%

+6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

7.44%

+9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

8.32%

+12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

7.57%

+11.11%

YCS vs. FXF - Expense Ratio Comparison

YCS has a 1.00% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

YCS vs. FXF - Dividend Comparison

Neither YCS nor FXF has paid dividends to shareholders.


PositionTTM202520242023
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%

Frequently Asked Questions


YCS and FXF have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.48%) compared to FXF (1.86%). In terms of maximum drawdown, YCS dropped -49.56% vs FXF's -35.58%.

On 10-year performance, YCS leads with 13.01% vs 1.16% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.86%. 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 13.01% return vs 1.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 1.00% for YCS.

YCS and FXF have nearly identical dividend yields, around 0.00%.

YCS is categorized as Leveraged Currency, while FXF is Currency. YCS tracks USD/JPY Exchange Rate (-200%), while FXF tracks Swiss Franc. They also come from different issuers: ProShares and Invesco. Their fees differ too: 1.00% for YCS and 0.40% for FXF.

YCS currently has the higher Sharpe Ratio (1.72 vs -0.21), 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 FXF

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