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FNGS vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGS vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) 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, FNGS achieves a 6.79% return, which is significantly lower than USD's 86.87% return.


FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
10Y*

USD

1D
2.08%
1M
-1.66%
YTD
86.87%
6M
97.77%
1Y
207.86%
3Y*
111.11%
5Y*
65.02%
10Y*
60.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGS vs. USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FNGS
MicroSectors FANG+ ETN
6.79%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%11.63%

Correlation

The correlation between FNGS and USD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.78

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.79

The correlation between FNGS and USD has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

FNGS vs. USD - Sectors Allocation Comparison


Sectors
FNGS
USD

Technology

59.9%
26.7%

Communication Services

28.8%

-

Consumer Cyclical

11.3%

-

Financial Services

10.0%
28.0%

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

0.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

FNGS
59.9%
USD
26.7%

Communication Services

FNGS
28.8%
USD

-

Consumer Cyclical

FNGS
11.3%
USD

-

Financial Services

FNGS
10.0%
USD
28.0%

Basic Materials

FNGS

-

USD

-

Consumer Defensive

FNGS

-

USD

-

Energy

FNGS

-

USD
0.0%

Healthcare

FNGS

-

USD

-

Industrials

FNGS

-

USD

-

Real Estate

FNGS

-

USD

-

Utilities

FNGS

-

USD

-

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Return for Risk

FNGS vs. USD — Risk / Return Rank

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

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
Martin Ratio Rank

USD
USD Risk / Return Rank: 8888
Overall Rank
USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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.

FNGS vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNGSUSDDifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.27

Calmar ratioReturn relative to maximum drawdown

0.75

6.58

-5.83

Martin ratioReturn relative to average drawdown

2.12

18.43

-16.31

FNGS vs. USD - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.79, which is lower than the USD Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of FNGS 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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Drawdowns

FNGS vs. USD - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FNGS and USD.


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Drawdown Indicators


FNGSUSDDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-88.63%

+39.65%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-31.80%

+8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-64.46%

+37.69%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

-77.85%

+28.87%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-9.63%

-13.67%

+4.04%

Average Drawdown

Average peak-to-trough decline

-10.85%

-32.32%

+21.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

11.34%

-3.29%

Volatility

FNGS vs. USD - Volatility Comparison

The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.74%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.56%. This indicates that FNGS 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


FNGSUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

29.56%

-20.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

52.44%

-35.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

65.34%

-43.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

77.19%

-47.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

69.61%

-38.44%

FNGS vs. USD - Expense Ratio Comparison

FNGS has a 0.58% expense ratio, which is lower than USD's 0.95% expense ratio.


Dividends

FNGS vs. USD - Dividend Comparison

FNGS has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM20252024202320222021202020192018201720162015
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.25%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


FNGS and USD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.56%) compared to FNGS (8.74%). In terms of maximum drawdown, FNGS dropped -48.98% vs USD's -88.63%.

On 5-year performance, USD leads with 65.02% vs 19.76% for FNGS. On fees, FNGS is cheaper at 0.58% per year. On volatility, FNGS has been the lower-risk option at 8.74%. 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 65.02% return vs 19.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGS is cheaper with a 0.58% expense ratio, compared with 0.95% for USD.

USD has the higher dividend yield at 0.25%, compared with 0.00% for FNGS.

FNGS is categorized as Large Cap Growth Equities, while USD is Leveraged Equities. FNGS tracks NYSE FANG+ Index, while USD tracks Dow Jones U.S. Semiconductors Index (200%). They also come from different issuers: BMO and ProShares. Their fees differ too: 0.58% for FNGS and 0.95% for USD.

USD currently has the higher Sharpe Ratio (3.20 vs 0.79), 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 FNGS and USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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