YCS vs. UUP
Compare and contrast key facts about ProShares UltraShort Yen (YCS) and Invesco DB US Dollar Index Bullish Fund (UUP).
YCS and UUP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YCS is a passively managed fund by ProShares that tracks the performance of the USD/JPY Exchange Rate (-200%). It was launched on Nov 25, 2008. UUP is a passively managed fund by Invesco that tracks the performance of the Deutsche Bank Long US Dollar Index (USDX) Futures Index. It was launched on Feb 20, 2007. Both YCS and UUP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
YCS vs. UUP - Performance Comparison
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YCS vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | 4.09% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
UUP Invesco DB US Dollar Index Bullish Fund | 2.77% | -4.99% | 13.50% | 3.63% | 9.46% | 5.73% | -6.66% | 4.09% | 7.05% | -9.10% |
Returns By Period
In the year-to-date period, YCS achieves a 4.09% return, which is significantly higher than UUP's 2.77% return. Over the past 10 years, YCS has outperformed UUP with an annualized return of 10.90%, while UUP has yielded a comparatively lower 3.09% annualized return.
YCS
- 1D
- -1.38%
- 1M
- 3.58%
- YTD
- 4.09%
- 6M
- 18.84%
- 1Y
- 19.59%
- 3Y*
- 23.69%
- 5Y*
- 22.26%
- 10Y*
- 10.90%
UUP
- 1D
- -0.71%
- 1M
- 2.58%
- YTD
- 2.77%
- 6M
- 4.43%
- 1Y
- 0.66%
- 3Y*
- 4.64%
- 5Y*
- 5.20%
- 10Y*
- 3.09%
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YCS vs. UUP - Expense Ratio Comparison
YCS has a 1.00% expense ratio, which is higher than UUP's 0.75% expense ratio.
Return for Risk
YCS vs. UUP — Risk / Return Rank
YCS
UUP
YCS vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.
| YCS | UUP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.09 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.17 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.13 | +1.54 |
Martin ratioReturn relative to average drawdown | 4.52 | 0.24 | +4.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YCS | UUP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.09 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.72 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.13 |
Correlation
The correlation between YCS and UUP is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
YCS vs. UUP - Dividend Comparison
YCS has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.34%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.34% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% |
Drawdowns
YCS vs. UUP - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for YCS and UUP.
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Drawdown Indicators
| YCS | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.56% | -22.19% | -27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -6.02% | -6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.32% | -10.37% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -27.32% | -14.24% | -13.08% |
Current DrawdownCurrent decline from peak | -1.87% | -3.76% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -8.96% | -11.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.20% | +1.25% |
Volatility
YCS vs. UUP - Volatility Comparison
ProShares UltraShort Yen (YCS) has a higher volatility of 4.81% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.10%. This indicates that YCS's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCS | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 2.10% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 4.17% | +8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 7.41% | +13.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 7.24% | +13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 6.99% | +12.24% |