PortfoliosLab logoPortfoliosLab logo
USD vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than GBTC's -27.82% return. Over the past 10 years, USD has outperformed GBTC with an annualized return of 60.21%, while GBTC has yielded a comparatively lower 46.47% annualized 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%

GBTC

1D
0.04%
1M
-20.21%
YTD
-27.82%
6M
-30.09%
1Y
-41.39%
3Y*
55.55%
5Y*
9.90%
10Y*
46.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between USD and GBTC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.30

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

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.24

The correlation between USD and GBTC shifts across timeframes, from 0.24 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD vs. GBTC — 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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Grayscale Bitcoin Trust ETF (GBTC). 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.


USDGBTCDifference
Sharpe ratioReturn per unit of total volatility

+4.15

Sortino ratioReturn per unit of downside risk

+4.39

Omega ratioGain probability vs. loss probability

1.41

0.85

+0.57

Calmar ratioReturn relative to maximum drawdown

6.58

-0.79

+7.37

Martin ratioReturn relative to average drawdown

18.43

-1.39

+19.82

USD vs. GBTC - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is higher than the GBTC Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of USD and GBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USD vs. GBTC - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, roughly equal to the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for USD and GBTC.


Loading charts...

Drawdown Indicators


USDGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-89.91%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-52.45%

+20.65%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-52.45%

-12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-85.42%

+7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-89.91%

+12.06%

Current Drawdown

Current decline from peak

-13.67%

-49.87%

+36.20%

Average Drawdown

Average peak-to-trough decline

-32.32%

-43.43%

+11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

29.85%

-18.51%

Volatility

USD vs. GBTC - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Grayscale Bitcoin Trust ETF (GBTC) at 11.97%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USDGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.56%

11.97%

+17.59%

Volatility (6M)

Calculated over the trailing 6-month period

52.44%

34.41%

+18.03%

Volatility (1Y)

Calculated over the trailing 1-year period

65.34%

44.01%

+21.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

62.25%

+14.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.61%

81.84%

-12.23%

USD vs. GBTC - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

USD vs. GBTC - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%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 GBTC have a correlation of 0.44, 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 GBTC (11.97%). In terms of maximum drawdown, USD dropped -88.63% vs GBTC's -89.91%.

On 10-year performance, USD leads with 60.21% vs 46.47% for GBTC. On fees, USD is cheaper at 0.95% per year. On volatility, GBTC has been the lower-risk option at 11.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USD has performed better with a 60.21% return vs 46.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USD is cheaper with a 0.95% expense ratio, compared with 1.50% for GBTC.

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

USD is categorized as Leveraged Equities, while GBTC is Cryptocurrency. USD tracks Dow Jones U.S. Semiconductors Index (200%), while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: ProShares and Grayscale. Their fees differ too: 0.95% for USD and 1.50% for GBTC.

USD currently has the higher Sharpe Ratio (3.20 vs -0.94), 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 GBTC

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

Open Portfolio Optimizer