USD vs. ^DJUSSC
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while ^DJUSSC (Dow Jones U.S. Semiconductors Index) is an index. Over the past 10 years, USD returned 61.24%/yr vs 36.15%/yr for ^DJUSSC. With a 0.99 correlation, they move nearly in lockstep.
Performance
USD vs. ^DJUSSC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USD achieves a 103.32% return, which is significantly higher than ^DJUSSC's 47.74% return. Over the past 10 years, USD has outperformed ^DJUSSC with an annualized return of 61.24%, while ^DJUSSC has yielded a comparatively lower 36.15% annualized return.
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%
^DJUSSC
- 1D
- -2.61%
- 1M
- 15.51%
- YTD
- 47.74%
- 6M
- 46.49%
- 1Y
- 101.41%
- 3Y*
- 66.34%
- 5Y*
- 42.32%
- 10Y*
- 36.15%
USD vs. ^DJUSSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 103.32% | 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 | 47.74% | 43.83% | 73.10% | 94.85% | -37.53% | 49.65% | 44.87% | 49.35% | -10.46% | 35.52% |
Correlation
The correlation between USD and ^DJUSSC is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.99 |
The correlation between USD and ^DJUSSC has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD vs. ^DJUSSC — Risk / Return Rank
USD
^DJUSSC
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 ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.49 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 7.94 | 6.80 | +1.14 |
| Martin ratioReturn relative to average drawdown | 22.96 | 21.19 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| USD | ^DJUSSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.12 | 3.28 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.10 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 1.04 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.30 | +0.19 |
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.
Loading charts...
Drawdown Indicators
| USD | ^DJUSSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -86.02% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -14.99% | -16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -35.23% | -29.23% |
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 DrawdownCurrent decline from peak | -6.07% | -3.12% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -32.35% | -45.02% | +12.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.98% | 4.80% | +6.18% |
Volatility
USD vs. ^DJUSSC - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 21.29% compared to Dow Jones U.S. Semiconductors Index (^DJUSSC) at 10.87%. 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.
Loading charts...
Volatility by Period
| USD | ^DJUSSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.29% | 10.87% | +10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 46.74% | 23.74% | +23.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.28% | 31.08% | +30.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.56% | 38.71% | +37.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.24% | 34.98% | +34.26% |
Frequently Asked Questions
With a correlation of 1.00, USD and ^DJUSSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
USD has higher volatility (21.29%) compared to ^DJUSSC (10.87%). In terms of maximum drawdown, USD dropped -88.63% vs ^DJUSSC's -86.02%.
USD currently has the higher Sharpe Ratio (4.12 vs 3.28), 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.
Find the right allocation for USD and ^DJUSSC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer