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BULZ vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BULZ vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BULZ achieves a 38.16% return, which is significantly lower than USD's 70.32% return.


BULZ

1D
-7.41%
1M
-10.84%
6M
28.00%
YTD
38.16%
1Y
98.38%
3Y*
65.65%
5Y*
10Y*

USD

1D
-8.00%
1M
-8.85%
6M
60.45%
YTD
70.32%
1Y
127.92%
3Y*
99.92%
5Y*
59.89%
10Y*
57.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BULZ vs. USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
38.16%60.09%54.09%394.22%-92.26%9.17%
USD
ProShares Ultra Semiconductors
70.32%62.08%139.64%228.79%-68.57%56.64%

Correlation

The correlation between BULZ and USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2021

0.88

The correlation between BULZ and USD has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

BULZ vs. USD - Sectors Allocation Comparison


Sectors
BULZ
USD

Technology

60.8%
30.7%

Communication Services

26.2%

-

Financial Services

13.3%
32.0%

Consumer Cyclical

13.0%

-

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

0.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

BULZ
60.8%
USD
30.7%

Communication Services

BULZ
26.2%
USD

-

Financial Services

BULZ
13.3%
USD
32.0%

Consumer Cyclical

BULZ
13.0%
USD

-

Basic Materials

BULZ

-

USD

-

Consumer Defensive

BULZ

-

USD

-

Energy

BULZ

-

USD
0.0%

Healthcare

BULZ

-

USD

-

Industrials

BULZ

-

USD

-

Real Estate

BULZ

-

USD

-

Utilities

BULZ

-

USD

-

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Return for Risk

BULZ vs. USD — Risk / Return Rank

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

BULZ
BULZ Risk / Return Rank: 4242
Overall Rank
BULZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 4343
Sortino Ratio Rank
BULZ Omega Ratio Rank: 4444
Omega Ratio Rank
BULZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
BULZ Martin Ratio Rank: 3737
Martin Ratio Rank

USD
USD Risk / Return Rank: 7070
Overall Rank
USD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
USD Omega Ratio Rank: 6060
Omega Ratio Rank
USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
USD Martin Ratio Rank: 7272
Martin Ratio Rank
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.

BULZ vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) 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.


BULZUSDDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.82

4.05

-2.22

Martin ratioReturn relative to average drawdown

4.44

10.59

-6.15

BULZ vs. USD - Sharpe Ratio Comparison

The current BULZ Sharpe Ratio is 1.22, which is lower than the USD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of BULZ and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BULZ vs. USD - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BULZ and USD.


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Drawdown Indicators


BULZUSDDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-88.63%

-5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

-31.80%

-22.42%

Max Drawdown (3Y)

Largest decline over 3 years

-67.96%

-64.46%

-3.50%

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

-34.91%

-21.31%

-13.60%

Average Drawdown

Average peak-to-trough decline

-57.75%

-32.25%

-25.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.26%

12.13%

+10.13%

Volatility

BULZ vs. USD - Volatility Comparison

The current volatility for MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) is 29.07%, while ProShares Ultra Semiconductors (USD) has a volatility of 32.41%. This indicates that BULZ 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


BULZUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.07%

32.41%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

65.30%

57.60%

+7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

81.12%

70.64%

+10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.70%

78.22%

+13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.70%

70.05%

+21.65%

BULZ vs. USD - Expense Ratio Comparison

Both BULZ and USD have an expense ratio of 0.95%.


Dividends

BULZ vs. USD - Dividend Comparison

BULZ has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024202320222021202020192018201720162015
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.34%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


BULZ and USD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (32.41%) compared to BULZ (29.07%). In terms of maximum drawdown, BULZ dropped -94.44% vs USD's -88.63%.

On 3-year performance, USD leads with 99.92% vs 65.65% for BULZ. Both ETFs have the same 0.95% expense ratio. On volatility, BULZ has been the lower-risk option at 29.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USD has performed better with a 99.92% return vs 65.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BULZ and USD have the same expense ratio: 0.95% per year.

USD has the higher dividend yield at 0.34%, compared with 0.00% for BULZ.

BULZ tracks Solactive FANG Innovation Index (300%), while USD tracks Dow Jones U.S. Semiconductors Index (200%). They also come from different issuers: BMO and ProShares.

USD currently has the higher Sharpe Ratio (1.83 vs 1.22), 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.

Portfolio Optimizer

Find the right allocation for BULZ and USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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