^SGIXGD5L vs. USD

Last updated Apr 2, 2026

Compare and contrast key facts about The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD).

USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.

Performance

^SGIXGD5L vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

^SGIXGD5L vs. USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SGIXGD5L The Gold x5 Leveraged Index	0.00%	0.00%	154.80%	25.34%	-30.09%	-36.42%	59.49%	84.35%	-28.13%	57.80%
USD ProShares Ultra Semiconductors	-4.90%	62.08%	139.64%	228.79%	-68.57%	104.27%	68.16%	110.37%	-26.88%	81.72%

Returns By Period

^SGIXGD5L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USD

• 1D: 4.03%
• 1M: -7.90%
• YTD: -4.90%
• 6M: -1.21%
• 1Y: 145.25%
• 3Y*: 90.90%
• 5Y*: 44.58%
• 10Y*: 50.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SGIXGD5L vs. USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD

USD Risk / Return Rank: 89
USD Sharpe Ratio Rank: 88
USD Sortino Ratio Rank: 87
USD Omega Ratio Rank: 83
USD Calmar Ratio Rank: 96
USD Martin Ratio Rank: 91

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.

^SGIXGD5L vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	^SGIXGD5L	USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.41	—

Correlation

The correlation between ^SGIXGD5L and USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	^SGIXGD5L	USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-88.63%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-77.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-77.85%	—
Current Drawdown Current decline from peak	—	-21.24%	—
Average Drawdown Average peak-to-trough decline	—	-32.60%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.60%	—

Volatility

Volatility by Period

	^SGIXGD5L	USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	21.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	48.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	77.08%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	76.24%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	68.85%	—