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REW vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REW vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Technology (REW) 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, REW achieves a -46.84% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, REW has underperformed USD with an annualized return of -44.91%, while USD has yielded a comparatively higher 61.24% annualized return.


REW

1D
3.10%
1M
-27.36%
YTD
-46.84%
6M
-45.91%
1Y
-64.13%
3Y*
-46.81%
5Y*
-39.85%
10Y*
-44.91%

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)

REW vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REW
ProShares UltraShort Technology
-46.84%-43.15%-33.70%-61.35%65.72%-53.61%-71.34%-56.83%-10.02%-49.11%
USD
ProShares Ultra Semiconductors
103.32%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between REW and USD is -0.86, 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

-0.86

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

-0.87

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

-0.89

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

-0.85

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2007

-0.84

The correlation between REW and USD has been stable across timeframes, ranging from -0.89 to -0.84 - a consistent structural relationship.

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Return for Risk

REW vs. USD — Risk / Return Rank

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

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

REW vs. USD - Risk-Adjusted Trends Comparison

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


REWUSDDifference
Sharpe ratioReturn per unit of total volatility

-5.65

Sortino ratioReturn per unit of downside risk

-6.54

Omega ratioGain probability vs. loss probability

0.70

1.48

-0.79

Calmar ratioReturn relative to maximum drawdown

-0.97

7.94

-8.91

Martin ratioReturn relative to average drawdown

-1.95

22.96

-24.91

REW vs. USD - Sharpe Ratio Comparison

The current REW Sharpe Ratio is -1.52, which is lower than the USD Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of REW 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


REWUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.52

4.12

-5.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.77

0.89

-1.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.92

0.89

-1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.49

-1.27

Drawdowns

REW vs. USD - Drawdown Comparison

The maximum REW drawdown since its inception was -99.99%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for REW and USD.


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Drawdown Indicators


REWUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-88.63%

-11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-66.25%

-31.80%

-34.45%

Max Drawdown (3Y)

Largest decline over 3 years

-86.76%

-64.46%

-22.30%

Max Drawdown (5Y)

Largest decline over 5 years

-93.62%

-77.85%

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-99.79%

-77.85%

-21.94%

Current Drawdown

Current decline from peak

-99.99%

-6.07%

-93.92%

Average Drawdown

Average peak-to-trough decline

-86.88%

-32.35%

-54.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.85%

10.98%

+21.87%

Volatility

REW vs. USD - Volatility Comparison

The current volatility for ProShares UltraShort Technology (REW) is 15.34%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that REW 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


REWUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

21.29%

-5.95%

Volatility (6M)

Calculated over the trailing 6-month period

34.28%

46.74%

-12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

42.16%

61.28%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.63%

76.56%

-24.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.84%

69.24%

-20.40%

REW vs. USD - Expense Ratio Comparison

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


Dividends

REW vs. USD - Dividend Comparison

REW's dividend yield for the trailing twelve months is around 10.71%, more than USD's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
REW
ProShares UltraShort Technology
10.71%6.69%5.68%5.97%0.65%0.00%0.27%1.80%0.51%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


REW and USD have a correlation of -0.86, 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 REW (15.34%). In terms of maximum drawdown, REW dropped -99.99% vs USD's -88.63%.

On 10-year performance, USD leads with 61.24% vs -44.91% for REW. Both ETFs have the same 0.95% expense ratio. On volatility, REW has been the lower-risk option at 15.34%. 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 61.24% return vs -44.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

REW has the higher dividend yield at 10.71%, compared with 0.23% for USD.

REW tracks Dow Jones U.S. Technology Index (-200%), while USD tracks Dow Jones U.S. Semiconductors Index (200%).

USD currently has the higher Sharpe Ratio (4.12 vs -1.52), 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 REW and USD

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