SCC vs. USD
SCC (ProShares UltraShort Consumer Services) and USD (ProShares Ultra Semiconductors) are both Leveraged Equities funds from ProShares - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while USD tracks the Dow Jones U.S. Semiconductors Index (200%). Both are passively managed. Over the past 10 years, SCC returned -25.08%/yr vs 62.16%/yr for USD. At a correlation of -0.60, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
SCC vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, SCC has underperformed USD with an annualized return of -25.08%, while USD has yielded a comparatively higher 62.16% annualized return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
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%
SCC vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
USD ProShares Ultra Semiconductors | 114.00% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between SCC and USD is -0.37, 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 | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2007 | -0.60 |
Over the past year, the inverse relationship between SCC and USD has weakened: their correlation has moved from -0.60 to -0.37, meaning they move in opposite directions less often than they have historically.
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Return for Risk
SCC vs. USD — Risk / Return Rank
SCC
USD
SCC vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
| SCC | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.96 | ||
| Sortino ratioReturn per unit of downside risk | -4.20 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.51 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 8.70 | -9.23 |
| Martin ratioReturn relative to average drawdown | -0.80 | 25.16 | -25.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 4.53 | -4.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.91 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | 0.90 | -1.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.49 | -1.13 |
Drawdowns
SCC vs. USD - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for SCC and USD.
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Drawdown Indicators
| SCC | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -88.63% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -31.80% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -64.46% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -77.85% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | -77.85% | -17.70% |
Current DrawdownCurrent decline from peak | -99.90% | -1.14% | -98.76% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -32.35% | -53.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 10.97% | +8.24% |
Volatility
SCC vs. USD - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that SCC 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
| SCC | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 20.36% | -9.65% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 46.39% | -19.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 61.22% | -24.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 76.55% | -32.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 69.23% | -29.71% |
SCC vs. USD - Expense Ratio Comparison
Both SCC and USD have an expense ratio of 0.95%.
Dividends
SCC vs. USD - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, more than USD's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 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
SCC and USD have a correlation of -0.37, 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 SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs USD's -88.63%.
On 10-year performance, USD leads with 62.16% vs -25.08% for SCC. Both ETFs have the same 0.95% expense ratio. On volatility, SCC has been the lower-risk option at 10.71%. 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 62.16% return vs -25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC and USD have the same expense ratio: 0.95% per year.
SCC has the higher dividend yield at 4.53%, compared with 0.21% for USD.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while USD tracks Dow Jones U.S. Semiconductors Index (200%).
USD currently has the higher Sharpe Ratio (4.53 vs -0.43), 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.
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