YCL vs SDMF
Comparison between ProShares Ultra Yen 2x Shares (YCL, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).
YCL vs SDMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
YCL
$31M
SDMF
$31M
Expense Ratio
YCL
N/A
SDMF
0.35%
Max Drawdown
YCL
88.66%
Winner
SDMF
6.23%
Sharpe Ratio
YCL
-1.63
Winner
SDMF
0.41
5Y Beta
Winner
YCL
-0.22
SDMF
0.16
YCL vs SDMF - Historical Returns
Returns include dividend reinvestment.
1M
YCL
-2.36%
Winner
SDMF
+1.50%
3M
YCL
-5.52%
Winner
SDMF
+3.80%
6M
YCL
-7.71%
Winner
SDMF
+3.42%
1Y
YCL
-22.43%
SDMF
N/A
5Y(CAGR)
YCL
-19.87%
SDMF
N/A
10Y(CAGR)
YCL
-13.01%
SDMF
N/A
Max(CAGR)
YCL
-10.06%
Winner
SDMF
+8.43%
YCL vs SDMF - Annual Returns (2008 - 2026)
Returns include dividend reinvestment.
| Year | YCL | SDMF |
|---|---|---|
| 2026 | -9.79% | +3.42% |
| 2025 | -5.41% | N/A |
| 2024 | -25.24% | N/A |
| 2023 | -20.78% | N/A |
| 2022 | -26.59% | N/A |
| 2021 | -21.06% | N/A |
| 2020 | +6.95% | N/A |
| 2019 | -3.86% | N/A |
| 2018 | +0.17% | N/A |
| 2017 | +6.16% | N/A |
| 2016 | -0.15% | N/A |
| 2015 | -2.39% | N/A |
| 2014 | -25.04% | N/A |
| 2013 | -33.25% | N/A |
| 2012 | -23.05% | N/A |
| 2011 | +10.04% | N/A |
| 2010 | +26.13% | N/A |
| 2009 | -3.91% | N/A |
| 2008 | +3.15% | N/A |
YCL vs SDMF Drawdown Comparison
The maximum drawdown for YCL was -88.66%, occurring on Jul 21, 2026. This drawdown has not yet recovered.
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The current YCL drawdown is -88.66%.
| Rank | YCL | SDMF |
|---|---|---|
| #1 | -88.66% Oct 28, 2011 - Jul 21, 2026 | -6.23% Feb 27, 2026 - Jun 1, 2026 |
| #2 | -26.40% Dec 17, 2008 - Aug 24, 2010 | -3.51% Jun 3, 2026 - Jul 21, 2026 |
| #3 | -14.37% Mar 17, 2011 - Jul 20, 2011 | -0.23% Feb 25, 2026 - Feb 27, 2026 |
| #4 | -8.82% Oct 29, 2010 - Mar 16, 2011 | -0.03% Feb 20, 2026 - Feb 24, 2026 |
| #5 | -6.34% Sep 14, 2010 - Oct 6, 2010 | N/A |
| #6 | -5.53% Jul 29, 2011 - Aug 9, 2011 | N/A |
| #7 | -3.14% Aug 17, 2011 - Sep 20, 2011 | N/A |
| #8 | -3.10% Sep 22, 2011 - Oct 24, 2011 | N/A |
| #9 | -2.96% Aug 24, 2010 - Aug 31, 2010 | N/A |
| #10 | -2.18% Oct 25, 2010 - Oct 29, 2010 | N/A |
| #11 | -1.16% Sep 7, 2010 - Sep 13, 2010 | N/A |
| #12 | -1.14% Aug 31, 2010 - Sep 7, 2010 | N/A |
| #13 | -1.08% Dec 9, 2008 - Dec 11, 2008 | N/A |
| #14 | -0.79% Oct 18, 2010 - Oct 25, 2010 | N/A |
| #15 | -0.76% Oct 25, 2011 - Oct 27, 2011 | N/A |
Correlation
Correlation between YCL and SDMF is -0.21 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.21
-101
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