^SGIXGD5L vs. USD
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SGIXGD5L or USD.
Key characteristics
^SGIXGD5L | USD | |
---|---|---|
YTD Return | 122.19% | 108.42% |
1Y Return | 186.96% | 168.33% |
3Y Return (Ann) | 24.83% | 44.26% |
5Y Return (Ann) | 15.08% | 57.55% |
10Y Return (Ann) | 4.29% | 45.00% |
Sharpe Ratio | 2.62 | 2.19 |
Daily Std Dev | 71.28% | 78.45% |
Max Drawdown | -99.09% | -86.16% |
Current Drawdown | -95.36% | -31.09% |
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.
Performance
^SGIXGD5L vs. USD - Performance Comparison
In the year-to-date period, ^SGIXGD5L achieves a 122.19% return, which is significantly higher than USD's 108.42% return. Over the past 10 years, ^SGIXGD5L has underperformed USD with an annualized return of 4.29%, while USD has yielded a comparatively higher 45.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SGIXGD5L vs. USD - Risk-Adjusted Performance 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.
Drawdowns
^SGIXGD5L vs. USD - Drawdown Comparison
The maximum ^SGIXGD5L drawdown since its inception was -99.09%, which is greater than USD's maximum drawdown of -86.16%. Use the drawdown chart below to compare losses from any high point for ^SGIXGD5L and USD. For additional features, visit the drawdowns tool.
Volatility
^SGIXGD5L vs. USD - Volatility Comparison
The current volatility for The Gold x5 Leveraged Index (^SGIXGD5L) is 18.37%, while ProShares Ultra Semiconductors (USD) has a volatility of 31.60%. This indicates that ^SGIXGD5L 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.