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TWM vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWM vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Russell2000 (TWM) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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TWM vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWM
ProShares UltraShort Russell2000
-2.77%-24.71%-19.35%-26.84%28.43%-35.43%-60.01%-38.40%19.15%-26.36%
USD
ProShares Ultra Semiconductors
-4.90%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, TWM achieves a -2.77% return, which is significantly higher than USD's -4.90% return. Over the past 10 years, TWM has underperformed USD with an annualized return of -26.22%, while USD has yielded a comparatively higher 50.62% annualized return.


TWM

1D
-7.08%
1M
11.60%
YTD
-2.77%
6M
-6.64%
1Y
-40.07%
3Y*
-22.79%
5Y*
-12.98%
10Y*
-26.22%

USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWM vs. USD - Expense Ratio Comparison

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


Return for Risk

TWM vs. USD — Risk / Return Rank

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

TWM
TWM Risk / Return Rank: 22
Overall Rank
TWM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TWM Sortino Ratio Rank: 11
Sortino Ratio Rank
TWM Omega Ratio Rank: 11
Omega Ratio Rank
TWM Calmar Ratio Rank: 22
Calmar Ratio Rank
TWM Martin Ratio Rank: 55
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
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.

TWM vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Russell2000 (TWM) 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.


TWMUSDDifference

Sharpe ratio

Return per unit of total volatility

-0.86

1.90

-2.76

Sortino ratio

Return per unit of downside risk

-1.17

2.44

-3.61

Omega ratio

Gain probability vs. loss probability

0.86

1.34

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.66

4.67

-5.33

Martin ratio

Return relative to average drawdown

-0.86

12.81

-13.67

TWM vs. USD - Sharpe Ratio Comparison

The current TWM Sharpe Ratio is -0.86, which is lower than the USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TWM 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


TWMUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

1.90

-2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.59

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

0.74

-1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

0.41

-0.96

Correlation

The correlation between TWM and USD is -0.67. 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

TWM vs. USD - Dividend Comparison

TWM's dividend yield for the trailing twelve months is around 4.66%, more than USD's 0.48% yield.


TTM20252024202320222021202020192018201720162015
TWM
ProShares UltraShort Russell2000
4.66%5.36%6.21%4.72%0.17%0.00%0.41%1.49%0.73%0.05%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

TWM vs. USD - Drawdown Comparison

The maximum TWM 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 TWM and USD.


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Drawdown Indicators


TWMUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-88.63%

-11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-59.88%

-31.80%

-28.08%

Max Drawdown (5Y)

Largest decline over 5 years

-70.51%

-77.85%

+7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-96.07%

-77.85%

-18.22%

Current Drawdown

Current decline from peak

-99.91%

-21.24%

-78.67%

Average Drawdown

Average peak-to-trough decline

-87.16%

-32.60%

-54.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.89%

11.60%

+34.29%

Volatility

TWM vs. USD - Volatility Comparison

The current volatility for ProShares UltraShort Russell2000 (TWM) is 15.08%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.67%. This indicates that TWM 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


TWMUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.08%

21.67%

-6.59%

Volatility (6M)

Calculated over the trailing 6-month period

28.97%

48.73%

-19.76%

Volatility (1Y)

Calculated over the trailing 1-year period

46.52%

77.08%

-30.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.14%

76.24%

-31.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.69%

68.85%

-23.16%