^DJUSSC vs. USD
^DJUSSC (Dow Jones U.S. Semiconductors Index) is an index, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, ^DJUSSC returned 36.15%/yr vs 61.24%/yr for USD. With a 0.99 correlation, they move nearly in lockstep.
Performance
^DJUSSC vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, ^DJUSSC achieves a 47.74% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, ^DJUSSC has underperformed USD with an annualized return of 36.15%, while USD has yielded a comparatively higher 61.24% annualized return.
^DJUSSC
- 1D
- -2.61%
- 1M
- 15.51%
- YTD
- 47.74%
- 6M
- 46.49%
- 1Y
- 101.41%
- 3Y*
- 66.34%
- 5Y*
- 42.32%
- 10Y*
- 36.15%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
^DJUSSC vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DJUSSC Dow Jones U.S. Semiconductors Index | 47.74% | 43.83% | 73.10% | 94.85% | -37.53% | 49.65% | 44.87% | 49.35% | -10.46% | 35.52% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between ^DJUSSC and USD is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.99 |
The correlation between ^DJUSSC and USD has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
^DJUSSC vs. USD — Risk / Return Rank
^DJUSSC
USD
^DJUSSC vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Semiconductors Index (^DJUSSC) and ProShares Ultra Semiconductors (USD). 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.
| ^DJUSSC | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.48 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.80 | 7.94 | -1.14 |
| Martin ratioReturn relative to average drawdown | 21.19 | 22.96 | -1.77 |
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
| ^DJUSSC | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.28 | 4.12 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.89 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.89 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.19 |
Drawdowns
^DJUSSC vs. USD - Drawdown Comparison
The maximum ^DJUSSC drawdown since its inception was -86.02%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ^DJUSSC and USD.
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Drawdown Indicators
| ^DJUSSC | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.02% | -88.63% | +2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -31.80% | +16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -35.23% | -64.46% | +29.23% |
Max Drawdown (5Y)Largest decline over 5 years | -48.54% | -77.85% | +29.31% |
Max Drawdown (10Y)Largest decline over 10 years | -48.54% | -77.85% | +29.31% |
Current DrawdownCurrent decline from peak | -3.12% | -6.07% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -45.02% | -32.35% | -12.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 10.98% | -6.18% |
Volatility
^DJUSSC vs. USD - Volatility Comparison
The current volatility for Dow Jones U.S. Semiconductors Index (^DJUSSC) is 10.87%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that ^DJUSSC experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DJUSSC | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 21.29% | -10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 23.74% | 46.74% | -23.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.08% | 61.28% | -30.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.71% | 76.56% | -37.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.98% | 69.24% | -34.26% |
Frequently Asked Questions
With a correlation of 1.00, ^DJUSSC and USD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
USD has higher volatility (21.29%) compared to ^DJUSSC (10.87%). In terms of maximum drawdown, ^DJUSSC dropped -86.02% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs 3.28), 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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