USD vs. CRWG
USD (ProShares Ultra Semiconductors) and CRWG (Leverage Shares 2X Long CRWV Daily ETF) are both Leveraged Equities funds. USD is passively managed, while CRWG is actively managed. A 0.55 correlation means they provide meaningful diversification when combined. USD charges 0.95%/yr vs 0.75%/yr for CRWG.
Performance
USD vs. CRWG - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 103.32% return, which is significantly higher than CRWG's 46.05% 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%
CRWG
- 1D
- -5.06%
- 1M
- -34.22%
- YTD
- 46.05%
- 6M
- -7.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD vs. CRWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USD ProShares Ultra Semiconductors | 103.32% | 17.61% |
CRWG Leverage Shares 2X Long CRWV Daily ETF | 46.05% | -83.24% |
Correlation
The correlation between USD and CRWG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 12, 2025 | 0.55 |
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Return for Risk
USD vs. CRWG — Risk / Return Rank
USD
CRWG
USD vs. CRWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Leverage Shares 2X Long CRWV Daily ETF (CRWG). 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 | CRWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 7.94 | — | — |
| Martin ratioReturn relative to average drawdown | 22.96 | — | — |
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
| USD | CRWG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.12 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | -0.43 | +0.92 |
Drawdowns
USD vs. CRWG - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, roughly equal to the maximum CRWG drawdown of -89.42%. Use the drawdown chart below to compare losses from any high point for USD and CRWG.
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Drawdown Indicators
| USD | CRWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -89.42% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | — | — |
Current DrawdownCurrent decline from peak | -6.07% | -78.18% | +72.11% |
Average DrawdownAverage peak-to-trough decline | -32.35% | -68.58% | +36.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.98% | — | — |
Volatility
USD vs. CRWG - Volatility Comparison
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Volatility by Period
| USD | CRWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 46.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.28% | 191.34% | -130.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.56% | 191.34% | -114.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.24% | 191.34% | -122.10% |
USD vs. CRWG - Expense Ratio Comparison
USD has a 0.95% expense ratio, which is higher than CRWG's 0.75% expense ratio.
Dividends
USD vs. CRWG - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.23%, less than CRWG's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRWG Leverage Shares 2X Long CRWV Daily ETF | 5.06% | 7.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.23% | 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
USD and CRWG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRWG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRWG is cheaper with a 0.75% expense ratio, compared with 0.95% for USD.
CRWG has the higher dividend yield at 5.06%, compared with 0.23% for USD.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for USD and 0.75% for CRWG.
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