USD vs. ^DJUSSC

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares Ultra Semiconductors (USD) and Dow Jones U.S. Semiconductors Index (^DJUSSC).

USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.

Performance

USD vs. ^DJUSSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Dow Jones U.S. Semiconductors Index (^DJUSSC). The values are adjusted to include any dividend payments, if applicable.

USD vs. ^DJUSSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USD ProShares Ultra Semiconductors	-4.90%	62.08%	139.64%	228.79%	-68.57%	104.27%	68.16%	110.37%	-26.88%	81.72%
^DJUSSC Dow Jones U.S. Semiconductors Index	-0.43%	43.83%	73.10%	94.85%	-37.53%	49.65%	44.87%	49.35%	-10.46%	35.52%

Returns By Period

In the year-to-date period, USD achieves a -4.90% return, which is significantly lower than ^DJUSSC's -0.43% return. Over the past 10 years, USD has outperformed ^DJUSSC with an annualized return of 50.62%, while ^DJUSSC has yielded a comparatively lower 31.25% annualized return.

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%

^DJUSSC

• 1D: 1.88%
• 1M: -3.32%
• YTD: -0.43%
• 6M: 3.71%
• 1Y: 72.87%
• 3Y*: 52.95%
• 5Y*: 31.87%
• 10Y*: 31.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USD vs. ^DJUSSC — Risk / Return Rank

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

USD

USD Risk / Return Rank: 89
USD Sharpe Ratio Rank: 88
USD Sortino Ratio Rank: 87
USD Omega Ratio Rank: 83
USD Calmar Ratio Rank: 96
USD Martin Ratio Rank: 91

^DJUSSC

^DJUSSC Risk / Return Rank: 94
^DJUSSC Sharpe Ratio Rank: 92
^DJUSSC Sortino Ratio Rank: 93
^DJUSSC Omega Ratio Rank: 92
^DJUSSC Calmar Ratio Rank: 97
^DJUSSC Martin Ratio Rank: 95

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.

USD vs. ^DJUSSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Dow Jones U.S. Semiconductors Index (^DJUSSC). 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.

	USD	^DJUSSC	Difference
Sharpe ratio Return per unit of total volatility	1.90	1.87	+0.02
Sortino ratio Return per unit of downside risk	2.44	2.54	-0.11
Omega ratio Gain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratio Return relative to maximum drawdown	4.67	4.82	-0.15
Martin ratio Return relative to average drawdown	12.81	14.32	-1.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USD vs. ^DJUSSC - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.90, which is comparable to the ^DJUSSC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of USD and ^DJUSSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USD	^DJUSSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	1.87	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.83	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.90	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.25	+0.16

Correlation

The correlation between USD and ^DJUSSC is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

USD vs. ^DJUSSC - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, roughly equal to the maximum ^DJUSSC drawdown of -86.02%. Use the drawdown chart below to compare losses from any high point for USD and ^DJUSSC.

Drawdown Indicators

	USD	^DJUSSC	Difference
Max Drawdown Largest peak-to-trough decline	-88.63%	-86.02%	-2.61%
Max Drawdown (1Y) Largest decline over 1 year	-31.80%	-15.46%	-16.34%
Max Drawdown (5Y) Largest decline over 5 years	-77.85%	-48.54%	-29.31%
Max Drawdown (10Y) Largest decline over 10 years	-77.85%	-48.54%	-29.31%
Current Drawdown Current decline from peak	-21.24%	-8.53%	-12.71%
Average Drawdown Average peak-to-trough decline	-32.60%	-45.31%	+12.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.60%	5.21%	+6.39%

Volatility

USD vs. ^DJUSSC - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 21.67% compared to Dow Jones U.S. Semiconductors Index (^DJUSSC) at 11.01%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than ^DJUSSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USD	^DJUSSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.67%	11.01%	+10.66%
Volatility (6M) Calculated over the trailing 6-month period	48.73%	24.57%	+24.16%
Volatility (1Y) Calculated over the trailing 1-year period	77.08%	39.15%	+37.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.24%	38.54%	+37.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.85%	34.77%	+34.08%