USD vs. EURUSD=X
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while EURUSD=X (Euro / U.S. Dollar) is a currency. Over the past 10 years, USD returned 53.94%/yr vs 0.37%/yr for EURUSD=X. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
USD vs. EURUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 55.27% return, which is significantly higher than EURUSD=X's -2.06% return. Over the past 10 years, USD has outperformed EURUSD=X with an annualized return of 53.94%, while EURUSD=X has yielded a comparatively lower 0.37% annualized return.
USD
- 1D
- 3.34%
- 1M
- -7.07%
- 6M
- 41.04%
- YTD
- 55.27%
- 1Y
- 98.72%
- 3Y*
- 95.45%
- 5Y*
- 54.39%
- 10Y*
- 53.94%
- ALL TIME*
- 28.27%
EURUSD=X
- 1D
- -0.20%
- 1M
- 0.58%
- 6M
- -2.43%
- YTD
- -2.06%
- 1Y
- -0.64%
- 3Y*
- 1.48%
- 5Y*
- -0.57%
- 10Y*
- 0.37%
- ALL TIME*
- -0.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EURUSD=X Euro / U.S. Dollar | $105.07K | $126.06K | $142.26K |
| $71.31M | $70.59M | $96.20M |
USD vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 55.27% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
EURUSD=X Euro / U.S. Dollar | -2.06% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -4.66% | 14.14% |
Correlation
The correlation between USD and EURUSD=X is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007 | 0.15 |
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Return for Risk
USD vs. EURUSD=X — Risk / Return Rank
USD
EURUSD=X
USD vs. EURUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Euro / U.S. Dollar (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.99 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | -0.09 | +2.62 |
| Martin ratioReturn relative to average drawdown | 7.21 | -0.18 | +7.39 |
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Drawdowns
USD vs. EURUSD=X - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than EURUSD=X's maximum drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for USD and EURUSD=X.
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Drawdown Indicators
| USD | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -40.01% | -48.62% |
Max Drawdown (1Y)Largest decline over 1 year | -39.33% | -5.67% | -33.66% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -8.48% | -55.98% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -19.24% | -58.61% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -23.31% | -54.54% |
Current DrawdownCurrent decline from peak | -28.27% | -28.06% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -32.23% | -23.69% | -8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.74% | 3.05% | +10.69% |
Volatility
USD vs. EURUSD=X - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 27.45% compared to Euro / U.S. Dollar (EURUSD=X) at 1.28%. 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.
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Volatility by Period
| USD | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.45% | 1.28% | +26.17% |
Volatility (6M)Calculated over the trailing 6-month period | 61.08% | 3.72% | +57.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.76% | 5.40% | +68.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.77% | 7.39% | +71.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.41% | 7.07% | +63.34% |
Frequently Asked Questions
USD and EURUSD=X have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (27.45%) compared to EURUSD=X (1.28%). In terms of maximum drawdown, USD dropped -88.63% vs EURUSD=X's -40.01%.
USD currently has the higher Sharpe Ratio (1.35 vs -0.10), 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.
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