USD vs. EURUSD=X
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while EURUSD=X (EUR/USD) is a currency. Over the past 10 years, USD returned 58.18%/yr vs 0.15%/yr for EURUSD=X. At a 0.15 correlation, their price movements are largely independent.
Performance
USD vs. EURUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, USD achieves a 69.08% return, which is significantly higher than EURUSD=X's -1.90% return. Over the past 10 years, USD has outperformed EURUSD=X with an annualized return of 58.18%, while EURUSD=X has yielded a comparatively lower 0.15% annualized return.
USD
- 1D
- -16.84%
- 1M
- 0.03%
- YTD
- 69.08%
- 6M
- 62.79%
- 1Y
- 196.23%
- 3Y*
- 111.77%
- 5Y*
- 61.72%
- 10Y*
- 58.18%
EURUSD=X
- 1D
- -0.76%
- 1M
- -1.92%
- YTD
- -1.90%
- 6M
- -1.04%
- 1Y
- 0.68%
- 3Y*
- 2.52%
- 5Y*
- -1.08%
- 10Y*
- 0.15%
USD vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 69.08% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
EURUSD=X EUR/USD | -1.90% | 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 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 25, 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 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.
| USD | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.02 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 6.21 | 0.11 | +6.10 |
| Martin ratioReturn relative to average drawdown | 17.82 | 0.25 | +17.57 |
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 | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 0.09 | +3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.13 | +0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.02 | +0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.09 | +0.55 |
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 | -31.80% | -5.19% | -26.61% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -8.83% | -55.63% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -21.30% | -56.55% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -23.31% | -54.54% |
Current DrawdownCurrent decline from peak | -21.89% | -27.94% | +6.05% |
Average DrawdownAverage peak-to-trough decline | -32.34% | -23.42% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.06% | 2.41% | +8.65% |
Volatility
USD vs. EURUSD=X - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 27.63% compared to EUR/USD (EURUSD=X) at 1.19%. 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 | 27.63% | 1.19% | +26.44% |
Volatility (6M)Calculated over the trailing 6-month period | 50.45% | 4.50% | +45.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.70% | 5.92% | +57.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.91% | 7.42% | +69.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.45% | 7.16% | +62.29% |
Frequently Asked Questions
USD and EURUSD=X have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (27.63%) compared to EURUSD=X (1.19%). In terms of maximum drawdown, USD dropped -88.63% vs EURUSD=X's -40.01%.
USD currently has the higher Sharpe Ratio (3.10 vs 0.09), 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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