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

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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
-12.77%
3,652.11%
EURUSD=X
USD

Key characteristics

Sharpe Ratio

EURUSD=X:

0.75

USD:

-0.19

Sortino Ratio

EURUSD=X:

1.26

USD:

0.41

Omega Ratio

EURUSD=X:

1.14

USD:

1.05

Calmar Ratio

EURUSD=X:

0.16

USD:

-0.29

Martin Ratio

EURUSD=X:

1.32

USD:

-0.70

Ulcer Index

EURUSD=X:

4.22%

USD:

26.62%

Daily Std Dev

EURUSD=X:

7.28%

USD:

99.40%

Max Drawdown

EURUSD=X:

-39.99%

USD:

-87.94%

Current Drawdown

EURUSD=X:

-28.95%

USD:

-54.00%

Returns By Period

In the year-to-date period, EURUSD=X achieves a 9.72% return, which is significantly higher than USD's -41.94% return. Over the past 10 years, EURUSD=X has underperformed USD with an annualized return of 0.62%, while USD has yielded a comparatively higher 37.70% annualized return.


EURUSD=X

YTD

9.72%

1M

4.34%

6M

3.86%

1Y

5.91%

5Y*

0.73%

10Y*

0.62%

USD

YTD

-41.94%

1M

-18.30%

6M

-44.51%

1Y

-23.53%

5Y*

48.46%

10Y*

37.70%

*Annualized

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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 7878
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 8282
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7777
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 7777
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7474
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 4040
Overall Rank
The Sharpe Ratio Rank of USD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of USD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of USD is 2727
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 chart of Sharpe ratio for EURUSD=X, currently valued at 0.75, compared to the broader market0.002.004.006.008.00
EURUSD=X: 0.75
USD: -0.16
The chart of Sortino ratio for EURUSD=X, currently valued at 1.26, compared to the broader market0.005.0010.0015.0020.0025.0030.00
EURUSD=X: 1.26
USD: 0.43
The chart of Omega ratio for EURUSD=X, currently valued at 1.14, compared to the broader market1.002.003.004.005.006.007.00
EURUSD=X: 1.14
USD: 1.06
The chart of Calmar ratio for EURUSD=X, currently valued at 0.16, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
EURUSD=X: 0.16
USD: -0.25
The chart of Martin ratio for EURUSD=X, currently valued at 1.32, compared to the broader market0.00100.00200.00300.00400.00
EURUSD=X: 1.32
USD: -0.58

The current EURUSD=X Sharpe Ratio is 0.75, which is higher than the USD Sharpe Ratio of -0.19. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.75
-0.16
EURUSD=X
USD

Drawdowns

EURUSD=X vs. USD - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -39.99%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-28.95%
-54.00%
EURUSD=X
USD

Volatility

EURUSD=X vs. USD - Volatility Comparison

The current volatility for EUR/USD (EURUSD=X) is 3.55%, while ProShares Ultra Semiconductors (USD) has a volatility of 46.34%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
3.55%
46.34%
EURUSD=X
USD