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USD vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. FNGS - Performance Comparison

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

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Returns By Period

In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than FNGS's 6.79% return.


USD

1D
2.08%
1M
-1.66%
YTD
86.87%
6M
97.77%
1Y
207.86%
3Y*
111.11%
5Y*
65.02%
10Y*
60.21%

FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. FNGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%11.63%
FNGS
MicroSectors FANG+ ETN
6.79%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%

Correlation

The correlation between USD and FNGS is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.79

The correlation between USD and FNGS has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

USD vs. FNGS - Sectors Allocation Comparison


Sectors
USD
FNGS

Financial Services

28.0%
10.0%

Technology

26.7%
59.9%

Energy

0.0%

-

Basic Materials

-

-

Communication Services

-

28.8%

Consumer Cyclical

-

11.3%

Consumer Defensive

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

USD
28.0%
FNGS
10.0%

Technology

USD
26.7%
FNGS
59.9%

Energy

USD
0.0%
FNGS

-

Basic Materials

USD

-

FNGS

-

Communication Services

USD

-

FNGS
28.8%

Consumer Cyclical

USD

-

FNGS
11.3%

Consumer Defensive

USD

-

FNGS

-

Healthcare

USD

-

FNGS

-

Industrials

USD

-

FNGS

-

Real Estate

USD

-

FNGS

-

Utilities

USD

-

FNGS

-

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Return for Risk

USD vs. FNGS — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8888
Overall Rank
USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
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. FNGS - Risk-Adjusted Trends Comparison

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


USDFNGSDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.41

1.15

+0.27

Calmar ratioReturn relative to maximum drawdown

6.58

0.75

+5.83

Martin ratioReturn relative to average drawdown

18.43

2.12

+16.31

USD vs. FNGS - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is higher than the FNGS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of USD and FNGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USD vs. FNGS - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for USD and FNGS.


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Drawdown Indicators


USDFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-48.98%

-39.65%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-22.93%

-8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-26.77%

-37.69%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-48.98%

-28.87%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-13.67%

-9.63%

-4.04%

Average Drawdown

Average peak-to-trough decline

-32.32%

-10.85%

-21.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

8.05%

+3.29%

Volatility

USD vs. FNGS - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to MicroSectors FANG+ ETN (FNGS) at 8.74%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.56%

8.74%

+20.82%

Volatility (6M)

Calculated over the trailing 6-month period

52.44%

17.19%

+35.25%

Volatility (1Y)

Calculated over the trailing 1-year period

65.34%

21.65%

+43.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

30.10%

+47.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.61%

31.17%

+38.44%

USD vs. FNGS - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Dividends

USD vs. FNGS - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.25%, while FNGS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FNGS
MicroSectors FANG+ 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%
USD
ProShares Ultra Semiconductors
0.25%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


USD and FNGS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.56%) compared to FNGS (8.74%). In terms of maximum drawdown, USD dropped -88.63% vs FNGS's -48.98%.

On 5-year performance, USD leads with 65.02% vs 19.76% for FNGS. On fees, FNGS is cheaper at 0.58% per year. On volatility, FNGS has been the lower-risk option at 8.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USD has performed better with a 65.02% return vs 19.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGS is cheaper with a 0.58% expense ratio, compared with 0.95% for USD.

USD has the higher dividend yield at 0.25%, compared with 0.00% for FNGS.

USD is categorized as Leveraged Equities, while FNGS is Large Cap Growth Equities. USD tracks Dow Jones U.S. Semiconductors Index (200%), while FNGS tracks NYSE FANG+ Index. They also come from different issuers: ProShares and BMO. Their fees differ too: 0.95% for USD and 0.58% for FNGS.

USD currently has the higher Sharpe Ratio (3.20 vs 0.79), 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.

Portfolio Optimizer

Find the right allocation for USD and FNGS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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