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YCS vs. PSCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YCS vs. PSCC

Last updated Jun 7, 2026

YCS (ProShares UltraShort Yen) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%), while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. Over the past 10 years, YCS returned 12.25%/yr vs 6.30%/yr for PSCC. At a 0.10 correlation, their price movements are largely independent. YCS charges 1.00%/yr vs 0.29%/yr for PSCC.

Performance

YCS vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Yen (YCS) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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 7.54% return, which is significantly higher than PSCC's 7.16% return. Over the past 10 years, YCS has outperformed PSCC with an annualized return of 12.25%, while PSCC has yielded a comparatively lower 6.30% annualized return.

YCS

1D
0.35%
1M
5.12%
YTD
7.54%
6M
10.01%
1Y
31.94%
3Y*
20.09%
5Y*
23.63%
10Y*
12.25%

PSCC

1D
1.46%
1M
0.51%
YTD
7.16%
6M
6.18%
1Y
-2.82%
3Y*
-1.02%
5Y*
-0.20%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCS vs. PSCC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
YCS
ProShares UltraShort Yen		7.54%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%
PSCC
Invesco S&P SmallCap Consumer Staples ETF		7.16%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%9.72%

Correlation

The correlation between YCS and PSCC is -0.20, 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

-0.20

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

-0.12

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

-0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2010

0.10

The correlation between YCS and PSCC shifts across timeframes, from -0.20 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

ProShares UltraShort Yen

Invesco S&P SmallCap Consumer Staples ETF

Often compared with YCS:
YCS vs. YCLYCS vs. JPYUSD=XYCS vs. PFIXYCS vs. TBTYCS vs. UUPYCS vs. BCSFYCS vs. SPY
Often compared with PSCC:
PSCC vs. PSCDPSCC vs. CAGPSCC vs. PSCMPSCC vs. PSCUPSCC vs. IYKPSCC vs. SMLVPSCC vs. PSCI

Return for Risk

YCS vs. PSCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
YCS
YCS Risk / Return Rank: 6767
Overall Rank
YCS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5656
Sortino Ratio Rank
YCS Omega Ratio Rank: 6363
Omega Ratio Rank
YCS Calmar Ratio Rank: 8282
Calmar Ratio Rank
YCS Martin Ratio Rank: 7272
Martin Ratio Rank
PSCC
PSCC Risk / Return Rank: 88
Overall Rank
PSCC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 88
Sortino Ratio Rank
PSCC Omega Ratio Rank: 88
Omega Ratio Rank
PSCC Calmar Ratio Rank: 88
Calmar Ratio Rank
PSCC Martin Ratio Rank: 88
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. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.

YCSPSCCDifference
Sharpe ratioReturn per unit of total volatility
2.00
-0.12

+2.12

Sortino ratioReturn per unit of downside risk
2.54
-0.05

+2.58

Omega ratioGain probability vs. loss probability

1.37

0.99

+0.37

Calmar ratioReturn relative to maximum drawdown

4.11

-0.13

+4.24

Martin ratioReturn relative to average drawdown

12.84

-0.22

+13.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YCS vs. PSCC - Sharpe Ratio Comparison

The current YCS Sharpe Ratio is 2.00, which is higher than the PSCC Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of YCS and PSCC, 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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Sharpe Ratios by Period

YCSPSCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.12

+2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

-0.01

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.33

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.56

-0.23

Drawdowns

YCS vs. PSCC - Drawdown Comparison

The maximum YCS drawdown since its inception was -49.56%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for YCS and PSCC.

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Drawdown Indicators

YCSPSCCDifference

Max Drawdown

Largest peak-to-trough decline

-49.56%

-33.61%

-15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-15.17%

+6.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.05%

-23.36%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

-23.36%

-3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

-33.61%

+6.29%

Current Drawdown

Current decline from peak

0.00%

-16.33%

+16.33%

Average Drawdown

Average peak-to-trough decline

-19.92%

-5.98%

-13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

8.68%

-6.03%

Volatility

YCS vs. PSCC - Volatility Comparison

The current volatility for ProShares UltraShort Yen (YCS) is 1.56%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.71%. This indicates that YCS experiences smaller price fluctuations and is considered to be less risky than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

YCSPSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

4.71%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

10.80%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

16.50%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

18.24%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

19.29%

-0.29%

YCS vs. PSCC - Expense Ratio Comparison

YCS has a 1.00% expense ratio, which is higher than PSCC's 0.29% expense ratio.

Dividends

YCS vs. PSCC - Dividend Comparison

YCS has not paid dividends to shareholders, while PSCC's dividend yield for the trailing twelve months is around 2.08%.

PositionTTM20252024202320222021202020192018201720162015
PSCC
Invesco S&P SmallCap Consumer Staples ETF		2.08%2.35%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%
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 PSCC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSCC has higher volatility (4.71%) compared to YCS (1.56%). In terms of maximum drawdown, YCS dropped -49.56% vs PSCC's -33.61%.

On 10-year performance, YCS leads with 12.25% vs 6.30% for PSCC. On fees, PSCC is cheaper at 0.29% per year. On volatility, YCS has been the lower-risk option at 1.56%. 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 12.25% return vs 6.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSCC is cheaper with a 0.29% expense ratio, compared with 1.00% for YCS.

PSCC has the higher dividend yield at 2.08%, compared with 0.00% for YCS.

YCS is categorized as Leveraged Currency, while PSCC is Consumer Staples Equities. YCS tracks USD/JPY Exchange Rate (-200%), while PSCC tracks S&P Small Cap 600 Capped Consumer Staples. They also come from different issuers: ProShares and Invesco. Their fees differ too: 1.00% for YCS and 0.29% for PSCC.

YCS currently has the higher Sharpe Ratio (2.00 vs -0.12), 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.

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