GXPS vs. USD
GXPS (Global X PureCap MSCI Consumer Staples ETF) and USD (ProShares Ultra Semiconductors) are both exchange-traded funds - GXPS is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples Index, while USD is a Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Both are passively managed. At a correlation of -0.38, they often move in opposite directions. GXPS charges 0.25%/yr vs 0.95%/yr for USD.
Performance
GXPS vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, GXPS achieves a 9.20% return, which is significantly lower than USD's 92.18% return.
GXPS
- 1D
- -1.22%
- 1M
- -0.41%
- YTD
- 9.20%
- 6M
- 8.61%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD
- 1D
- 4.73%
- 1M
- -0.57%
- YTD
- 92.18%
- 6M
- 86.88%
- 1Y
- 185.02%
- 3Y*
- 118.50%
- 5Y*
- 64.73%
- 10Y*
- 62.72%
GXPS vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 9.20% | -1.72% |
USD ProShares Ultra Semiconductors | 92.18% | 32.93% |
Correlation
The correlation between GXPS and USD is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | -0.38 |
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Return for Risk
GXPS vs. USD — Risk / Return Rank
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USD
GXPS vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) 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.
| GXPS | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.86 | — |
| Martin ratioReturn relative to average drawdown | — | 16.16 | — |
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Drawdowns
GXPS vs. USD - Drawdown Comparison
The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for GXPS and USD.
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Drawdown Indicators
| GXPS | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.20% | -88.63% | +79.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.80% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -64.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -77.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.85% | — |
Current DrawdownCurrent decline from peak | -6.20% | -11.21% | +5.01% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -32.29% | +28.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 11.50% | — |
Volatility
GXPS vs. USD - Volatility Comparison
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Volatility by Period
| GXPS | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 33.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 53.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 67.84% | -53.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 77.74% | -63.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 69.82% | -55.56% |
GXPS vs. USD - Expense Ratio Comparison
GXPS has a 0.25% expense ratio, which is lower than USD's 0.95% expense ratio.
Dividends
GXPS vs. USD - Dividend Comparison
GXPS's dividend yield for the trailing twelve months is around 0.54%, more than USD's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 0.54% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.30% | 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
GXPS and USD have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPS is cheaper with a 0.25% expense ratio, compared with 0.95% for USD.
GXPS has the higher dividend yield at 0.54%, compared with 0.30% for USD.
GXPS is categorized as Consumer Staples Equities, while USD is Leveraged Equities. GXPS tracks MSCI USA Consumer Staples Index, while USD tracks Dow Jones U.S. Semiconductors Index (200%). They also come from different issuers: Global X and ProShares. Their fees differ too: 0.25% for GXPS and 0.95% for USD.
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