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HDLB vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLB vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) 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, HDLB achieves a 9.69% return, which is significantly lower than USD's 114.00% return.


HDLB

1D
-1.72%
1M
-4.18%
YTD
9.69%
6M
8.78%
1Y
17.78%
3Y*
26.82%
5Y*
11.24%
10Y*

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)

HDLB vs. USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
9.69%27.26%28.21%-4.12%-11.46%62.67%-50.94%7.93%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%22.20%

Correlation

The correlation between HDLB and USD is -0.18, 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 (1Y)
Calculated over the trailing 1-year period

-0.18

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

-0.06

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2019

0.19

The correlation between HDLB and USD shifts across timeframes, from -0.18 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HDLB vs. USD — Risk / Return Rank

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

HDLB
HDLB Risk / Return Rank: 2121
Overall Rank
HDLB Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HDLB Sortino Ratio Rank: 2020
Sortino Ratio Rank
HDLB Omega Ratio Rank: 2020
Omega Ratio Rank
HDLB Calmar Ratio Rank: 2525
Calmar Ratio Rank
HDLB Martin Ratio Rank: 2222
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.

HDLB vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) 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.


HDLBUSDDifference
Sharpe ratioReturn per unit of total volatility

-3.86

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

1.13

1.51

-0.38

Calmar ratioReturn relative to maximum drawdown

1.23

8.70

-7.47

Martin ratioReturn relative to average drawdown

2.69

25.16

-22.47

HDLB vs. USD - Sharpe Ratio Comparison

The current HDLB Sharpe Ratio is 0.68, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of HDLB 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


HDLBUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

4.53

-3.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.91

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.49

-0.40

Drawdowns

HDLB vs. USD - Drawdown Comparison

The maximum HDLB drawdown since its inception was -78.70%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for HDLB and USD.


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Drawdown Indicators


HDLBUSDDifference

Max Drawdown

Largest peak-to-trough decline

-78.70%

-88.63%

+9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-31.80%

+17.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-64.46%

+42.00%

Max Drawdown (5Y)

Largest decline over 5 years

-43.81%

-77.85%

+34.04%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-14.15%

-1.14%

-13.01%

Average Drawdown

Average peak-to-trough decline

-27.47%

-32.35%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

10.97%

-4.35%

Volatility

HDLB vs. USD - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B (HDLB) is 6.21%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that HDLB 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


HDLBUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

20.36%

-14.15%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

46.39%

-28.25%

Volatility (1Y)

Calculated over the trailing 1-year period

26.46%

61.22%

-34.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.55%

76.55%

-46.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.58%

69.23%

-25.65%

HDLB vs. USD - Expense Ratio Comparison

HDLB has a 1.65% expense ratio, which is higher than USD's 0.95% expense ratio.


Dividends

HDLB vs. USD - Dividend Comparison

HDLB's dividend yield for the trailing twelve months is around 12.13%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLB
ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ETN Series B
12.13%12.20%10.09%12.36%10.86%8.07%16.23%0.97%0.00%0.00%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


HDLB and USD have a correlation of -0.18, 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 HDLB (6.21%). In terms of maximum drawdown, HDLB dropped -78.70% vs USD's -88.63%.

On 5-year performance, USD leads with 69.52% vs 11.24% for HDLB. On fees, USD is cheaper at 0.95% per year. On volatility, HDLB has been the lower-risk option at 6.21%. 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 69.52% return vs 11.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USD is cheaper with a 0.95% expense ratio, compared with 1.65% for HDLB.

HDLB has the higher dividend yield at 12.13%, compared with 0.21% for USD.

HDLB tracks Solactive US High Dividend Low Volatility (USD)(TR) (200%), while USD tracks Dow Jones U.S. Semiconductors Index (200%). They also come from different issuers: UBS and ProShares. Their fees differ too: 1.65% for HDLB and 0.95% for USD.

USD currently has the higher Sharpe Ratio (4.53 vs 0.68), 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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