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MZZ vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MZZ vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MidCap400 (MZZ) 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, MZZ achieves a -22.57% return, which is significantly lower than USD's 116.46% return. Over the past 10 years, MZZ has underperformed USD with an annualized return of -25.27%, while USD has yielded a comparatively higher 62.35% annualized return.


MZZ

1D
-1.64%
1M
-5.89%
YTD
-22.57%
6M
-23.66%
1Y
-35.66%
3Y*
-23.59%
5Y*
-16.74%
10Y*
-25.27%

USD

1D
4.76%
1M
45.27%
YTD
116.46%
6M
113.25%
1Y
300.04%
3Y*
128.54%
5Y*
71.52%
10Y*
62.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MZZ vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MZZ
ProShares UltraShort MidCap400
-22.57%-14.68%-17.75%-23.67%13.02%-42.14%-53.08%-38.03%22.83%-27.72%
USD
ProShares Ultra Semiconductors
116.46%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between MZZ and USD is -0.44, 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

-0.44

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

-0.48

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

-0.60

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

-0.60

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

-0.68

Over the past year, the inverse relationship between MZZ and USD has weakened: their correlation has moved from -0.68 to -0.44, meaning they move in opposite directions less often than they have historically.

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Return for Risk

MZZ vs. USD — Risk / Return Rank

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

MZZ
MZZ Risk / Return Rank: 11
Overall Rank
MZZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MZZ Sortino Ratio Rank: 11
Sortino Ratio Rank
MZZ Omega Ratio Rank: 11
Omega Ratio Rank
MZZ Calmar Ratio Rank: 00
Calmar Ratio Rank
MZZ Martin Ratio Rank: 00
Martin Ratio Rank

USD
USD Risk / Return Rank: 9292
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8686
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9595
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.

MZZ vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MidCap400 (MZZ) 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.


MZZUSDDifference

Sharpe ratio

Return per unit of total volatility

-1.15

4.94

-6.09

Sortino ratio

Return per unit of downside risk

-1.65

3.98

-5.63

Omega ratio

Gain probability vs. loss probability

0.81

1.54

-0.73

Calmar ratio

Return relative to maximum drawdown

-0.99

9.93

-10.92

Martin ratio

Return relative to average drawdown

-1.73

28.78

-30.51

MZZ vs. USD - Sharpe Ratio Comparison

The current MZZ Sharpe Ratio is -1.15, which is lower than the USD Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of MZZ 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


MZZUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

4.94

-6.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.94

-1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

0.90

-1.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.49

-1.09

Drawdowns

MZZ vs. USD - Drawdown Comparison

The maximum MZZ drawdown since its inception was -99.90%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for MZZ and USD.


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Drawdown Indicators


MZZUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-88.63%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-31.80%

-3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-62.13%

-64.46%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-77.85%

+9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-95.10%

-77.85%

-17.25%

Current Drawdown

Current decline from peak

-99.90%

0.00%

-99.90%

Average Drawdown

Average peak-to-trough decline

-86.07%

-32.36%

-53.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.39%

10.97%

+9.42%

Volatility

MZZ vs. USD - Volatility Comparison

The current volatility for ProShares UltraShort MidCap400 (MZZ) is 8.88%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.29%. This indicates that MZZ 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


MZZUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

20.29%

-11.41%

Volatility (6M)

Calculated over the trailing 6-month period

22.99%

46.37%

-23.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

61.29%

-30.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.16%

76.56%

-37.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.39%

69.24%

-27.85%

MZZ vs. USD - Expense Ratio Comparison

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


Dividends

MZZ vs. USD - Dividend Comparison

MZZ's dividend yield for the trailing twelve months is around 6.70%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
MZZ
ProShares UltraShort MidCap400
6.70%5.27%6.36%4.52%0.25%0.00%0.22%1.53%0.53%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


MZZ and USD have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (20.29%) compared to MZZ (8.88%). In terms of maximum drawdown, MZZ dropped -99.90% vs USD's -88.63%.

On 10-year performance, USD leads with 62.35% vs -25.27% for MZZ. Both ETFs have the same 0.95% expense ratio. On volatility, MZZ has been the lower-risk option at 8.88%. 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 62.35% return vs -25.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

MZZ has the higher dividend yield at 6.70%, compared with 0.21% for USD.

MZZ tracks S&P MidCap 400 Index (-200%), while USD tracks Dow Jones U.S. Semiconductors Index (200%).

USD currently has the higher Sharpe Ratio (4.94 vs -1.15), 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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