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SZK vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SZK vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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SZK vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SZK
ProShares UltraShort Consumer Goods
-10.72%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-39.43%33.62%-27.22%
USD
ProShares Ultra Semiconductors
-8.58%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, SZK achieves a -10.72% return, which is significantly lower than USD's -8.58% return. Over the past 10 years, SZK has underperformed USD with an annualized return of -16.30%, while USD has yielded a comparatively higher 50.02% annualized return.


SZK

1D
-0.16%
1M
19.41%
YTD
-10.72%
6M
-8.65%
1Y
-0.37%
3Y*
-3.12%
5Y*
-4.80%
10Y*
-16.30%

USD

1D
11.02%
1M
-9.17%
YTD
-8.58%
6M
-2.89%
1Y
138.91%
3Y*
88.40%
5Y*
43.45%
10Y*
50.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SZK vs. USD - Expense Ratio Comparison

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


Return for Risk

SZK vs. USD — Risk / Return Rank

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

SZK
SZK Risk / Return Rank: 1111
Overall Rank
SZK Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SZK Sortino Ratio Rank: 1212
Sortino Ratio Rank
SZK Omega Ratio Rank: 1212
Omega Ratio Rank
SZK Calmar Ratio Rank: 1010
Calmar Ratio Rank
SZK Martin Ratio Rank: 1010
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
USD Omega Ratio Rank: 8686
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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.

SZK vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) 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.


SZKUSDDifference

Sharpe ratio

Return per unit of total volatility

-0.01

1.81

-1.83

Sortino ratio

Return per unit of downside risk

0.17

2.38

-2.21

Omega ratio

Gain probability vs. loss probability

1.02

1.33

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.11

4.28

-4.39

Martin ratio

Return relative to average drawdown

-0.26

11.82

-12.08

SZK vs. USD - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.01, which is lower than the USD Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SZK and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SZKUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.81

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.57

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.49

0.73

-1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.41

-1.00

Correlation

The correlation between SZK and USD is -0.45. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SZK vs. USD - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.66%, more than USD's 0.50% yield.


TTM20252024202320222021202020192018201720162015
SZK
ProShares UltraShort Consumer Goods
2.66%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.50%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

SZK vs. USD - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for SZK and USD.


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Drawdown Indicators


SZKUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-88.63%

-10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-31.80%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-77.85%

+36.04%

Max Drawdown (10Y)

Largest decline over 10 years

-86.85%

-77.85%

-9.00%

Current Drawdown

Current decline from peak

-99.25%

-24.29%

-74.96%

Average Drawdown

Average peak-to-trough decline

-81.83%

-32.60%

-49.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.78%

11.52%

+1.26%

Volatility

SZK vs. USD - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 7.72%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.84%. This indicates that SZK 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


SZKUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

21.84%

-14.12%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

48.69%

-30.04%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

77.02%

-49.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

76.28%

-44.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.46%

68.85%

-35.39%