^SGIXGD5L vs. USD

Last updated Jun 23, 2026

^SGIXGD5L (The Gold x5 Leveraged Index) is an index, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). At a 0.04 correlation, their price movements are largely independent.

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.

Returns By Period

^SGIXGD5L

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

USD

• 1D: 1.64%
• 1M: 16.06%
• YTD: 110.66%
• 6M: 113.42%
• 1Y: 253.70%
• 3Y*: 123.90%
• 5Y*: 68.54%
• 10Y*: 63.16%

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

^SGIXGD5L vs. USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
^SGIXGD5L The Gold x5 Leveraged Index	0.00%	0.00%	-2.02%
USD ProShares Ultra Semiconductors	110.66%	62.08%	-12.98%

Correlation

The correlation between ^SGIXGD5L and USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	0.04

Return for Risk

^SGIXGD5L vs. USD — Risk / Return Rank

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

^SGIXGD5L

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

USD

USD Risk / Return Rank: 89
USD Sharpe Ratio Rank: 96
USD Sortino Ratio Rank: 79
USD Omega Ratio Rank: 81
USD Calmar Ratio Rank: 96
USD Martin Ratio Rank: 92

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SGIXGD5L	USD	Difference
Sharpe ratio: Return per unit of total volatility	—	3.83	—
Sortino ratio: Return per unit of downside risk	—	3.35	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	8.03	—
Martin ratio: Return relative to average drawdown	—	22.36	—

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 (3Y) Largest decline over 3 years	—	-64.46%	—
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	—	-2.68%	—
Average Drawdown Average peak-to-trough decline	—	-32.30%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.40%	—

Volatility

Volatility by Period

	^SGIXGD5L	USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	31.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	52.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	66.85%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	77.52%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	69.80%	—

Frequently Asked Questions

Can I hold both ^SGIXGD5L and USD in my portfolio?

^SGIXGD5L and USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.