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QBIG vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBIG vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Top QQQ ETF (QBIG) 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, QBIG achieves a 8.86% return, which is significantly lower than USD's 103.32% return.


QBIG

1D
0.06%
1M
3.57%
YTD
8.86%
6M
6.25%
1Y
35.53%
3Y*
5Y*
10Y*

USD

1D
-4.99%
1M
31.62%
YTD
103.32%
6M
97.79%
1Y
250.81%
3Y*
125.78%
5Y*
67.80%
10Y*
61.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBIG vs. USD - Yearly Performance Comparison


2026 (YTD)20252024
QBIG
Invesco Top QQQ ETF
8.86%21.46%3.04%
USD
ProShares Ultra Semiconductors
103.32%62.08%-4.77%

Correlation

The correlation between QBIG and USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

0.84

The correlation between QBIG and USD has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

QBIG vs. USD - Sectors Allocation Comparison


Sectors
QBIG
USD

Technology

19.4%
27.4%

Financial Services

14.8%
27.8%

Consumer Cyclical

7.9%

-

Communication Services

6.0%

-

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

0.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

QBIG
19.4%
USD
27.4%

Financial Services

QBIG
14.8%
USD
27.8%

Consumer Cyclical

QBIG
7.9%
USD

-

Communication Services

QBIG
6.0%
USD

-

Basic Materials

QBIG

-

USD

-

Consumer Defensive

QBIG

-

USD

-

Energy

QBIG

-

USD
0.0%

Healthcare

QBIG

-

USD

-

Industrials

QBIG

-

USD

-

Real Estate

QBIG

-

USD

-

Utilities

QBIG

-

USD

-

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Return for Risk

QBIG vs. USD — Risk / Return Rank

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

QBIG
QBIG Risk / Return Rank: 4646
Overall Rank
QBIG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QBIG Sortino Ratio Rank: 5151
Sortino Ratio Rank
QBIG Omega Ratio Rank: 5050
Omega Ratio Rank
QBIG Calmar Ratio Rank: 3737
Calmar Ratio Rank
QBIG Martin Ratio Rank: 3737
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9292
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.

QBIG vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Top QQQ ETF (QBIG) 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.


QBIGUSDDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.31

1.48

-0.17

Calmar ratioReturn relative to maximum drawdown

1.81

7.94

-6.13

Martin ratioReturn relative to average drawdown

5.66

22.96

-17.30

QBIG vs. USD - Sharpe Ratio Comparison

The current QBIG Sharpe Ratio is 1.84, which is lower than the USD Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of QBIG 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


QBIGUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

4.12

-2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.49

+0.37

Drawdowns

QBIG vs. USD - Drawdown Comparison

The maximum QBIG drawdown since its inception was -30.33%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for QBIG and USD.


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Drawdown Indicators


QBIGUSDDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-88.63%

+58.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.70%

-31.80%

+12.10%

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 Drawdown

Current decline from peak

-3.28%

-6.07%

+2.79%

Average Drawdown

Average peak-to-trough decline

-7.01%

-32.35%

+25.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

10.98%

-4.68%

Volatility

QBIG vs. USD - Volatility Comparison

The current volatility for Invesco Top QQQ ETF (QBIG) is 5.32%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that QBIG 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


QBIGUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

21.29%

-15.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

46.74%

-32.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

61.28%

-41.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.28%

76.56%

-49.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.28%

69.24%

-41.96%

QBIG vs. USD - Expense Ratio Comparison

QBIG has a 0.29% expense ratio, which is lower than USD's 0.95% expense ratio.


Dividends

QBIG vs. USD - Dividend Comparison

QBIG has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
QBIG
Invesco Top QQQ ETF
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
0.23%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


QBIG and USD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (21.29%) compared to QBIG (5.32%). In terms of maximum drawdown, QBIG dropped -30.33% vs USD's -88.63%.

On 1-year performance, USD leads with 250.81% vs 35.53% for QBIG. On fees, QBIG is cheaper at 0.29% per year. On volatility, QBIG has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USD has performed better with a 250.81% return vs 35.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QBIG is cheaper with a 0.29% expense ratio, compared with 0.95% for USD.

USD has the higher dividend yield at 0.23%, compared with 0.00% for QBIG.

QBIG is categorized as Large Cap Blend Equities, while USD is Leveraged Equities. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.29% for QBIG and 0.95% for USD.

USD currently has the higher Sharpe Ratio (4.12 vs 1.84), 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 QBIG and USD

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