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USD vs. EURUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

USD vs. EURUSD=X - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.92%
-5.50%
USD
EURUSD=X

Key characteristics

Sharpe Ratio

USD:

1.57

EURUSD=X:

-0.85

Sortino Ratio

USD:

2.11

EURUSD=X:

-1.12

Omega Ratio

USD:

1.26

EURUSD=X:

0.86

Calmar Ratio

USD:

2.66

EURUSD=X:

-0.13

Martin Ratio

USD:

6.50

EURUSD=X:

-1.41

Ulcer Index

USD:

19.55%

EURUSD=X:

3.45%

Daily Std Dev

USD:

81.31%

EURUSD=X:

5.52%

Max Drawdown

USD:

-88.61%

EURUSD=X:

-57.54%

Current Drawdown

USD:

-22.58%

EURUSD=X:

-35.57%

Returns By Period

In the year-to-date period, USD achieves a -2.29% return, which is significantly lower than EURUSD=X's -0.51% return. Over the past 10 years, USD has outperformed EURUSD=X with an annualized return of 45.02%, while EURUSD=X has yielded a comparatively lower -1.10% annualized return.


USD

YTD

-2.29%

1M

-4.20%

6M

-14.92%

1Y

128.37%

5Y*

51.80%

10Y*

45.02%

EURUSD=X

YTD

-0.51%

1M

-1.76%

6M

-5.49%

1Y

-5.91%

5Y*

-1.44%

10Y*

-1.10%

*Annualized

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Risk-Adjusted Performance

USD vs. EURUSD=X — Risk-Adjusted Performance Rank

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

USD
The Risk-Adjusted Performance Rank of USD is 7070
Overall Rank
The Sharpe Ratio Rank of USD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of USD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of USD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of USD is 6363
Martin Ratio Rank

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 1717
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for USD, currently valued at 0.39, compared to the broader market0.002.004.000.39-0.85
The chart of Sortino ratio for USD, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.01-1.12
The chart of Omega ratio for USD, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.140.86
The chart of Calmar ratio for USD, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.60-0.13
The chart of Martin ratio for USD, currently valued at 1.37, compared to the broader market0.0020.0040.0060.0080.00100.001.37-1.41
USD
EURUSD=X

The current USD Sharpe Ratio is 1.57, which is higher than the EURUSD=X Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of USD and EURUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.39
-0.85
USD
EURUSD=X

Drawdowns

USD vs. EURUSD=X - Drawdown Comparison

The maximum USD drawdown since its inception was -88.61%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-22.58%
-35.57%
USD
EURUSD=X

Volatility

USD vs. EURUSD=X - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 17.10% compared to EUR/USD (EURUSD=X) at 1.78%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
17.10%
1.78%
USD
EURUSD=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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