Yu☆Gi☆Oh! Duel Monsters GX

Synopsis

Jaden utilizes the "Crystal Beast" cards he was entrusted by Jesse to summon "Rainbow Neos," equipping it with "Rainbow Veil" and launching an attack on Yubel. In turn, Yubel transforms into her second form, activates Demon's Rose, and fends off the damage. Before Jaden defeats Yubel, she uses her powers to transport Jaden into the past and sees that Yubel volunteered to be the guardian protector of the one who has the powers of the Supreme King. It is then revealed to Jaden that back then a young boy who resembled him had the powers of the Supreme King and Yubel took the dragon heart to be his protector for eternity and defeat all evil. In the end, Jaden uses Super Polymerization to fuse his spirit with Yubel. He saves his friends and they go back to their dimension; however, Jaden does not return with them.

Note: Along with Jaden, Zane, Bastion, Adrian, and Echo didn't return to their dimension either.

(Source: Wikipedia)