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DIPS vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIPS vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short NVDA Option Income Strategy ETF (DIPS) 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, DIPS achieves a -8.73% return, which is significantly lower than USD's 114.00% return.


DIPS

1D
2.87%
1M
-6.32%
YTD
-8.73%
6M
-11.40%
1Y
-26.57%
3Y*
5Y*
10Y*

USD

1D
-1.14%
1M
44.53%
YTD
114.00%
6M
111.06%
1Y
274.62%
3Y*
127.67%
5Y*
69.52%
10Y*
62.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIPS vs. USD - Yearly Performance Comparison


2026 (YTD)20252024
DIPS
YieldMax Short NVDA Option Income Strategy ETF
-8.73%-31.46%-23.19%
USD
ProShares Ultra Semiconductors
114.00%62.08%10.54%

Correlation

The correlation between DIPS and USD is -0.84, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.84

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2024

-0.87

The correlation between DIPS and USD has been stable across timeframes, ranging from -0.87 to -0.84 - a consistent structural relationship.

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Return for Risk

DIPS vs. USD — Risk / Return Rank

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

DIPS
DIPS Risk / Return Rank: 22
Overall Rank
DIPS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DIPS Sortino Ratio Rank: 22
Sortino Ratio Rank
DIPS Omega Ratio Rank: 22
Omega Ratio Rank
DIPS Calmar Ratio Rank: 22
Calmar Ratio Rank
DIPS Martin Ratio Rank: 22
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
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.

DIPS vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short NVDA Option Income Strategy ETF (DIPS) 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.


DIPSUSDDifference
Sharpe ratioReturn per unit of total volatility

-5.49

Sortino ratioReturn per unit of downside risk

-5.09

Omega ratioGain probability vs. loss probability

0.85

1.51

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.78

8.70

-9.48

Martin ratioReturn relative to average drawdown

-1.36

25.16

-26.53

DIPS vs. USD - Sharpe Ratio Comparison

The current DIPS Sharpe Ratio is -0.96, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of DIPS 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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Sharpe Ratios by Period


DIPSUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

4.53

-5.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.86

0.49

-1.35

Drawdowns

DIPS vs. USD - Drawdown Comparison

The maximum DIPS drawdown since its inception was -59.93%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for DIPS and USD.


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Drawdown Indicators


DIPSUSDDifference

Max Drawdown

Largest peak-to-trough decline

-59.93%

-88.63%

+28.70%

Max Drawdown (1Y)

Largest decline over 1 year

-33.97%

-31.80%

-2.17%

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

-55.85%

-1.14%

-54.71%

Average Drawdown

Average peak-to-trough decline

-38.22%

-32.35%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.49%

10.97%

+8.52%

Volatility

DIPS vs. USD - Volatility Comparison

The current volatility for YieldMax Short NVDA Option Income Strategy ETF (DIPS) is 10.68%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that DIPS 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


DIPSUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

20.36%

-9.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

46.39%

-25.62%

Volatility (1Y)

Calculated over the trailing 1-year period

27.88%

61.22%

-33.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.03%

76.55%

-38.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.03%

69.23%

-31.20%

DIPS vs. USD - Expense Ratio Comparison

DIPS has a 0.99% expense ratio, which is higher than USD's 0.95% expense ratio.


Dividends

DIPS vs. USD - Dividend Comparison

DIPS's dividend yield for the trailing twelve months is around 66.49%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
DIPS
YieldMax Short NVDA Option Income Strategy ETF
66.49%96.20%24.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.21%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


DIPS and USD have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (20.36%) compared to DIPS (10.68%). In terms of maximum drawdown, DIPS dropped -59.93% vs USD's -88.63%.

On 1-year performance, USD leads with 274.62% vs -26.57% for DIPS. On fees, USD is cheaper at 0.95% per year. On volatility, DIPS has been the lower-risk option at 10.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USD has performed better with a 274.62% return vs -26.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USD is cheaper with a 0.95% expense ratio, compared with 0.99% for DIPS.

DIPS has the higher dividend yield at 66.49%, compared with 0.21% for USD.

DIPS is categorized as Derivative Income, while USD is Leveraged Equities. They also come from different issuers: YieldMax and ProShares. Their fees differ too: 0.99% for DIPS and 0.95% for USD.

USD currently has the higher Sharpe Ratio (4.53 vs -0.96), 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

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