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EURUSD=X vs. USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EURUSD=X and USD is 0.13, 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.

EURUSD=X vs. USD

Last updated May 25, 2025

Compare and contrast key facts about EUR/USD (EURUSD=X) 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: EURUSD=X or USD.

Performance

EURUSD=X vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EUR/USD (EURUSD=X) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EURUSD=X:

0.63

USD:

-0.07

Sortino Ratio

EURUSD=X:

0.49

USD:

0.71

Omega Ratio

EURUSD=X:

1.05

USD:

1.09

Calmar Ratio

EURUSD=X:

0.01

USD:

0.00

Martin Ratio

EURUSD=X:

0.51

USD:

0.01

Ulcer Index

EURUSD=X:

4.82%

USD:

30.93%

Daily Std Dev

EURUSD=X:

6.98%

USD:

99.50%

Max Drawdown

EURUSD=X:

-39.98%

USD:

-87.94%

Current Drawdown

EURUSD=X:

-28.92%

USD:

-36.44%

Returns By Period

In the year-to-date period, EURUSD=X achieves a 9.77% return, which is significantly higher than USD's -19.78% return. Over the past 10 years, EURUSD=X has underperformed USD with an annualized return of 0.43%, while USD has yielded a comparatively higher 41.34% annualized return.

EURUSD=X

YTD

9.77%

1M

-0.07%

6M

9.07%

1Y

4.79%

3Y*

2.07%

5Y*

0.82%

10Y*

0.43%

USD

YTD

-19.78%

1M

39.09%

6M

-19.90%

1Y

-10.91%

3Y*

65.36%

5Y*

51.25%

10Y*

41.34%

*Annualized

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EUR/USD

ProShares Ultra Semiconductors

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EURUSD=X vs. USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 5959
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 5757
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 5757
Martin Ratio Rank
USD
The Risk-Adjusted Performance Rank of USD is 3030
Overall Rank
The Sharpe Ratio Rank of USD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of USD is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EURUSD=X vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) 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.

The current EURUSD=X Sharpe Ratio is 0.63, which is higher than the USD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EURUSD=X and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

EURUSD=X vs. USD - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -39.98%, smaller than the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and USD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EURUSD=X vs. USD - Volatility Comparison

The current volatility for EUR/USD (EURUSD=X) is 2.26%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.87%. This indicates that EURUSD=X 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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