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USD vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and SPDR Gold MiniShares Trust (GLDM). 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 GLDM's -2.40% 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%

GLDM

1D
0.11%
1M
-10.20%
YTD
-2.40%
6M
-2.09%
1Y
24.17%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-32.99%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between USD and GLDM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.10

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.06

The correlation between USD and GLDM shifts across timeframes, from 0.06 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

USD vs. GLDM - Sectors Allocation Comparison


Sectors
USD
GLDM

Financial Services

28.0%

-

Technology

26.7%

-

Energy

0.0%

-

Basic Materials

-

100.0%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

USD
28.0%
GLDM

-

Technology

USD
26.7%
GLDM

-

Energy

USD
0.0%
GLDM

-

Basic Materials

USD

-

GLDM
100.0%

Communication Services

USD

-

GLDM

-

Consumer Cyclical

USD

-

GLDM

-

Consumer Defensive

USD

-

GLDM

-

Healthcare

USD

-

GLDM

-

Industrials

USD

-

GLDM

-

Real Estate

USD

-

GLDM

-

Utilities

USD

-

GLDM

-

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Return for Risk

USD vs. GLDM — 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

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and SPDR Gold MiniShares Trust (GLDM). 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.


USDGLDMDifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.41

1.19

+0.23

Calmar ratioReturn relative to maximum drawdown

6.58

1.00

+5.58

Martin ratioReturn relative to average drawdown

18.43

2.87

+15.56

USD vs. GLDM - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is higher than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of USD and GLDM, 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. GLDM - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for USD and GLDM.


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Drawdown Indicators


USDGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-24.35%

-64.28%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-24.35%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-24.35%

-40.11%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-24.35%

-53.50%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-13.67%

-21.96%

+8.29%

Average Drawdown

Average peak-to-trough decline

-32.32%

-6.27%

-26.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

8.44%

+2.90%

Volatility

USD vs. GLDM - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.56%

7.73%

+21.83%

Volatility (6M)

Calculated over the trailing 6-month period

52.44%

23.93%

+28.51%

Volatility (1Y)

Calculated over the trailing 1-year period

65.34%

27.15%

+38.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

18.13%

+59.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.61%

16.98%

+52.63%

USD vs. GLDM - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

USD vs. GLDM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
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 GLDM have a correlation of 0.17, 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 GLDM (7.73%). In terms of maximum drawdown, USD dropped -88.63% vs GLDM's -24.35%.

On 5-year performance, USD leads with 65.02% vs 17.41% for GLDM. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 7.73%. 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 17.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.95% for USD.

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

USD is categorized as Leveraged Equities, while GLDM is Gold. USD tracks Dow Jones U.S. Semiconductors Index (200%), while GLDM tracks LBMA Gold Price PM. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for USD and 0.10% for GLDM.

USD currently has the higher Sharpe Ratio (3.20 vs 0.90), 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 GLDM

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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