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EMTY vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMTY vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Decline of the Retail Store ETF (EMTY) 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, EMTY achieves a 1.09% return, which is significantly lower than USD's 114.00% return.


EMTY

1D
-0.32%
1M
1.81%
YTD
1.09%
6M
3.80%
1Y
1.60%
3Y*
-4.69%
5Y*
-2.87%
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)

EMTY vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
1.09%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%11.16%-14.16%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%-7.72%

Correlation

The correlation between EMTY and USD is -0.07, 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 (1Y)
Calculated over the trailing 1-year period

-0.07

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

-0.22

Correlation (5Y)
Calculated over the trailing 5-year period

-0.39

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2017

-0.40

Over the past year, the inverse relationship between EMTY and USD has weakened: their correlation has moved from -0.40 to -0.07, meaning they move in opposite directions less often than they have historically.

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Return for Risk

EMTY vs. USD — Risk / Return Rank

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

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 99
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
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.

EMTY vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Decline of the Retail Store ETF (EMTY) 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.


EMTYUSDDifference
Sharpe ratioReturn per unit of total volatility

-4.44

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

1.03

1.51

-0.48

Calmar ratioReturn relative to maximum drawdown

0.11

8.70

-8.58

Martin ratioReturn relative to average drawdown

0.20

25.16

-24.96

EMTY vs. USD - Sharpe Ratio Comparison

The current EMTY Sharpe Ratio is 0.09, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of EMTY 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


EMTYUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

4.53

-4.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.91

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.49

-0.92

Drawdowns

EMTY vs. USD - Drawdown Comparison

The maximum EMTY drawdown since its inception was -77.62%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for EMTY and USD.


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Drawdown Indicators


EMTYUSDDifference

Max Drawdown

Largest peak-to-trough decline

-77.62%

-88.63%

+11.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-31.80%

+17.80%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

-64.46%

+33.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-77.85%

+47.02%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-74.77%

-1.14%

-73.63%

Average Drawdown

Average peak-to-trough decline

-54.01%

-32.35%

-21.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

10.97%

-2.86%

Volatility

EMTY vs. USD - Volatility Comparison

The current volatility for ProShares Decline of the Retail Store ETF (EMTY) is 6.00%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that EMTY 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


EMTYUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

20.36%

-14.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

46.39%

-33.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

61.22%

-43.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

76.55%

-54.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.67%

69.23%

-43.56%

EMTY vs. USD - Expense Ratio Comparison

EMTY has a 0.66% expense ratio, which is lower than USD's 0.95% expense ratio.


Dividends

EMTY vs. USD - Dividend Comparison

EMTY's dividend yield for the trailing twelve months is around 3.45%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
EMTY
ProShares Decline of the Retail Store ETF
3.45%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%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


EMTY and USD have a correlation of -0.07, 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 EMTY (6.00%). In terms of maximum drawdown, EMTY dropped -77.62% vs USD's -88.63%.

On 5-year performance, USD leads with 69.52% vs -2.87% for EMTY. On fees, EMTY is cheaper at 0.66% per year. On volatility, EMTY has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USD has performed better with a 69.52% return vs -2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 0.95% for USD.

EMTY has the higher dividend yield at 3.45%, compared with 0.21% for USD.

EMTY is categorized as Inverse Equities, while USD is Leveraged Equities. EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%), while USD tracks Dow Jones U.S. Semiconductors Index (200%). Their fees differ too: 0.66% for EMTY and 0.95% for USD.

USD currently has the higher Sharpe Ratio (4.53 vs 0.09), 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 EMTY and USD

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