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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 50.25% return, which is significantly higher than GLDM's -6.13% return.


USD

1D
1.44%
1M
-16.99%
6M
34.80%
YTD
50.25%
1Y
84.35%
3Y*
87.71%
5Y*
55.02%
10Y*
54.19%
ALL TIME*
28.07%

GLDM

1D
-1.46%
1M
0.28%
6M
-16.53%
YTD
-6.13%
1Y
23.01%
3Y*
27.59%
5Y*
17.31%
10Y*
ALL TIME*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$263.44M$251.25M$317.77M
$68.86M$72.62M$95.81M

USD vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD
ProShares Ultra Semiconductors
50.25%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-32.99%
GLDM
SPDR Gold MiniShares Trust
-6.13%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between USD and GLDM is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

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 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. GLDM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USD
USD Risk / Return Rank: 5252
Overall Rank
USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
USD Omega Ratio Rank: 4949
Omega Ratio Rank
USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
USD Martin Ratio Rank: 5353
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3131
Overall Rank
GLDM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2828
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.32

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

2.16

0.88

+1.28

Martin ratioReturn relative to average drawdown

6.21

1.90

+4.31

USD vs. GLDM - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.15, which is higher than the GLDM Sharpe Ratio of 0.83. 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 -26.27%. 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%

-26.27%

-62.36%

Max Drawdown (1Y)

Largest decline over 1 year

-39.33%

-26.27%

-13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-26.27%

-38.19%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-26.27%

-51.58%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-30.59%

-24.94%

-5.65%

Average Drawdown

Average peak-to-trough decline

-32.23%

-6.56%

-25.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.62%

12.12%

+1.50%

Volatility

USD vs. GLDM - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 28.19% compared to SPDR Gold MiniShares Trust (GLDM) at 6.35%. 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

28.19%

6.35%

+21.84%

Volatility (6M)

Calculated over the trailing 6-month period

61.13%

23.37%

+37.76%

Volatility (1Y)

Calculated over the trailing 1-year period

73.80%

27.92%

+45.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.73%

18.39%

+60.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.38%

17.10%

+53.28%

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 0.39%, 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
0.39%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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (28.19%) compared to GLDM (6.35%). In terms of maximum drawdown, USD dropped -88.63% vs GLDM's -26.27%.

On 5-year performance, USD leads with 55.02% vs 17.31% for GLDM. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 6.35%. 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 55.02% return vs 17.31%. 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 0.39%, 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 (1.15 vs 0.83), 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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