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FTGC vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTGC vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Tactical Commodity Strategy Fund (FTGC) 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, FTGC achieves a 27.15% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, FTGC has underperformed USD with an annualized return of 7.77%, while USD has yielded a comparatively higher 62.16% annualized return.


FTGC

1D
-0.44%
1M
-2.63%
YTD
27.15%
6M
26.06%
1Y
41.32%
3Y*
18.13%
5Y*
13.08%
10Y*
7.77%

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)

FTGC vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
27.15%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between FTGC and USD is -0.02, 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

-0.02

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

0.10

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.18

The correlation between FTGC and USD shifts across timeframes, from -0.02 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FTGC vs. USD — Risk / Return Rank

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

FTGC
FTGC Risk / Return Rank: 8181
Overall Rank
FTGC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7777
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
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.

FTGC vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) 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.


FTGCUSDDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.47

1.51

-0.05

Calmar ratioReturn relative to maximum drawdown

5.25

8.70

-3.45

Martin ratioReturn relative to average drawdown

17.39

25.16

-7.77

FTGC vs. USD - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 2.66, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of FTGC 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


FTGCUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

4.53

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.91

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.90

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.49

-0.25

Drawdowns

FTGC vs. USD - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FTGC and USD.


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Drawdown Indicators


FTGCUSDDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-88.63%

+29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-31.80%

+23.89%

Max Drawdown (3Y)

Largest decline over 3 years

-10.39%

-64.46%

+54.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-77.85%

+55.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

-77.85%

+41.94%

Current Drawdown

Current decline from peak

-4.65%

-1.14%

-3.51%

Average Drawdown

Average peak-to-trough decline

-27.42%

-32.35%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

10.97%

-8.59%

Volatility

FTGC vs. USD - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 4.50%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that FTGC 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


FTGCUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

20.36%

-15.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

46.39%

-33.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

61.22%

-45.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

76.55%

-60.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

69.23%

-54.52%

FTGC vs. USD - Expense Ratio Comparison

Both FTGC and USD have an expense ratio of 0.95%.


Dividends

FTGC vs. USD - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.08%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.08%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%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


FTGC and USD have a correlation of -0.02, 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 FTGC (4.50%). In terms of maximum drawdown, FTGC dropped -59.47% vs USD's -88.63%.

On 10-year performance, USD leads with 62.16% vs 7.77% for FTGC. Both ETFs have the same 0.95% expense ratio. On volatility, FTGC has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USD has performed better with a 62.16% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTGC and USD have the same expense ratio: 0.95% per year.

FTGC has the higher dividend yield at 15.08%, compared with 0.21% for USD.

FTGC is categorized as Commodities, while USD is Leveraged Equities. They also come from different issuers: First Trust and ProShares.

USD currently has the higher Sharpe Ratio (4.53 vs 2.66), 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

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