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USD vs. FNGO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USD vs. FNGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). The values are adjusted to include any dividend payments, if applicable.

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USD vs. FNGO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-34.58%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
-22.92%25.49%101.65%240.10%-71.55%28.38%238.00%79.61%-40.52%

Returns By Period

In the year-to-date period, USD achieves a -4.90% return, which is significantly higher than FNGO's -22.92% return.


USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%

FNGO

1D
2.95%
1M
-8.44%
YTD
-22.92%
6M
-28.65%
1Y
28.52%
3Y*
52.54%
5Y*
18.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USD vs. FNGO - Expense Ratio Comparison

Both USD and FNGO have an expense ratio of 0.95%.


Return for Risk

USD vs. FNGO — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
Martin Ratio Rank

FNGO
FNGO Risk / Return Rank: 3131
Overall Rank
FNGO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FNGO Sortino Ratio Rank: 3939
Sortino Ratio Rank
FNGO Omega Ratio Rank: 3636
Omega Ratio Rank
FNGO Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNGO Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD vs. FNGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and MicroSectors FANG+ Index 2X Leveraged ETN (FNGO). 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.


USDFNGODifference

Sharpe ratio

Return per unit of total volatility

1.90

0.53

+1.37

Sortino ratio

Return per unit of downside risk

2.44

1.16

+1.28

Omega ratio

Gain probability vs. loss probability

1.34

1.15

+0.19

Calmar ratio

Return relative to maximum drawdown

4.67

0.74

+3.93

Martin ratio

Return relative to average drawdown

12.81

2.08

+10.72

USD vs. FNGO - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.90, which is higher than the FNGO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of USD and FNGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USDFNGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.53

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.30

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.12

Correlation

The correlation between USD and FNGO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USD vs. FNGO - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.48%, while FNGO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USD vs. FNGO - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than FNGO's maximum drawdown of -78.39%. Use the drawdown chart below to compare losses from any high point for USD and FNGO.


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Drawdown Indicators


USDFNGODifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-78.39%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-42.73%

+10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-78.39%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-21.24%

-35.78%

+14.54%

Average Drawdown

Average peak-to-trough decline

-32.60%

-24.17%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

15.17%

-3.57%

Volatility

USD vs. FNGO - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 21.67% compared to MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) at 16.20%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than FNGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDFNGODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.67%

16.20%

+5.47%

Volatility (6M)

Calculated over the trailing 6-month period

48.73%

30.54%

+18.19%

Volatility (1Y)

Calculated over the trailing 1-year period

77.08%

54.60%

+22.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.24%

60.29%

+15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.85%

61.90%

+6.95%