EURUSD=X vs. USD
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
Returns By Period
In the year-to-date period, EURUSD=X achieves a -4.39% return, which is significantly lower than USD's 137.45% return. Over the past 10 years, EURUSD=X has underperformed USD with an annualized return of -1.63%, while USD has yielded a comparatively higher 46.22% annualized return.
EURUSD=X
-4.39%
-2.91%
-2.95%
-3.26%
-0.91%
-1.63%
USD
137.45%
-2.48%
29.69%
177.55%
56.63%
46.22%
Key characteristics
| EURUSD=X | USD | |
|---|---|---|
| Sharpe Ratio | -0.61 | 2.27 |
| Sortino Ratio | -0.78 | 2.54 |
| Omega Ratio | 0.90 | 1.33 |
| Calmar Ratio | -0.09 | 3.77 |
| Martin Ratio | -1.72 | 9.95 |
| Ulcer Index | 1.84% | 18.11% |
| Daily Std Dev | 5.43% | 79.52% |
| Max Drawdown | -57.54% | -87.93% |
| Current Drawdown | -34.01% | -21.49% |
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Correlation
The correlation between EURUSD=X and USD is 0.16, 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.
Risk-Adjusted Performance
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.
Drawdowns
EURUSD=X vs. USD - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -57.54%, smaller than the maximum USD drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and USD. For additional features, visit the drawdowns tool.
Volatility
EURUSD=X vs. USD - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 2.52%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.66%. 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.