USD vs. EURUSD=X
Compare and contrast key facts about ProShares Ultra Semiconductors (USD) and EUR/USD (EURUSD=X).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USD or EURUSD=X.
Performance
USD vs. EURUSD=X - Performance Comparison
Returns By Period
In the year-to-date period, USD achieves a 137.45% return, which is significantly higher than EURUSD=X's -4.39% return. Over the past 10 years, USD has outperformed EURUSD=X with an annualized return of 46.22%, while EURUSD=X has yielded a comparatively lower -1.63% annualized return.
USD
137.45%
-2.48%
29.69%
177.55%
56.63%
46.22%
EURUSD=X
-4.39%
-2.91%
-2.95%
-3.26%
-0.91%
-1.63%
Key characteristics
| USD | EURUSD=X | |
|---|---|---|
| Sharpe Ratio | 2.27 | -0.61 |
| Sortino Ratio | 2.54 | -0.78 |
| Omega Ratio | 1.33 | 0.90 |
| Calmar Ratio | 3.77 | -0.09 |
| Martin Ratio | 9.95 | -1.72 |
| Ulcer Index | 18.11% | 1.84% |
| Daily Std Dev | 79.52% | 5.43% |
| Max Drawdown | -87.93% | -57.54% |
| Current Drawdown | -21.49% | -34.01% |
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Correlation
The correlation between USD and EURUSD=X is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
USD vs. EURUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and EUR/USD (EURUSD=X). 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.
Drawdowns
USD vs. EURUSD=X - Drawdown Comparison
The maximum USD drawdown since its inception was -87.93%, which is greater than EURUSD=X's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for USD and EURUSD=X. For additional features, visit the drawdowns tool.
Volatility
USD vs. EURUSD=X - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 17.66% compared to EUR/USD (EURUSD=X) at 2.52%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.