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USD vs. IFED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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 55.27% return, which is significantly higher than IFED's 6.57% return.


USD

1D
3.34%
1M
-7.07%
6M
41.04%
YTD
55.27%
1Y
98.72%
3Y*
95.45%
5Y*
54.39%
10Y*
53.94%
ALL TIME*
28.27%

IFED

1D
-3.14%
1M
10.34%
6M
10.05%
YTD
6.57%
1Y
11.16%
3Y*
18.28%
5Y*
10Y*
ALL TIME*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$137.39K$84.48K$45.67K
$71.31M$70.59M$96.20M

USD vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USD
ProShares Ultra Semiconductors
55.27%62.08%139.64%228.79%-68.57%38.96%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
6.57%15.02%23.04%20.78%-1.46%8.46%

Correlation

The correlation between USD and IFED is 0.29, which is low. Their historical price movements had little consistent relationship.


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

0.29

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2021

0.60

Over the past year, the correlation between USD and IFED has dropped to 0.29 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

USD vs. IFED — Risk / Return Rank

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

USD
USD Risk / Return Rank: 5858
Overall Rank
USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
USD Omega Ratio Rank: 5353
Omega Ratio Rank
USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
USD Martin Ratio Rank: 5959
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 2222
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 2121
Sortino Ratio Rank
IFED Omega Ratio Rank: 2727
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2323
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


USDIFEDDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.24

1.13

+0.11

Calmar ratioReturn relative to maximum drawdown

2.52

0.56

+1.97

Martin ratioReturn relative to average drawdown

7.21

1.73

+5.48

USD vs. IFED - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.35, which is higher than the IFED Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of USD and IFED, 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. IFED - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for USD and IFED.


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Drawdown Indicators


USDIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-22.36%

-66.27%

Max Drawdown (1Y)

Largest decline over 1 year

-39.33%

-20.18%

-19.15%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-22.36%

-42.10%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-28.27%

-10.51%

-17.76%

Average Drawdown

Average peak-to-trough decline

-32.23%

-5.85%

-26.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

6.47%

+7.27%

Volatility

USD vs. IFED - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 27.45% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 24.37%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.45%

24.37%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

61.08%

28.13%

+32.95%

Volatility (1Y)

Calculated over the trailing 1-year period

73.76%

29.53%

+44.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.77%

22.60%

+56.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.41%

22.60%

+47.81%

USD vs. IFED - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than IFED's 0.45% expense ratio.


Dividends

USD vs. IFED - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.37%, while IFED has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IFED
ETRACS IFED Invest with the Fed TR Index 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
0.37%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 IFED have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (27.45%) compared to IFED (24.37%). In terms of maximum drawdown, USD dropped -88.63% vs IFED's -22.36%.

On 3-year performance, USD leads with 95.45% vs 18.28% for IFED. On fees, IFED is cheaper at 0.45% per year. On volatility, IFED has been the lower-risk option at 24.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USD has performed better with a 95.45% return vs 18.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFED is cheaper with a 0.45% expense ratio, compared with 0.95% for USD.

USD has the higher dividend yield at 0.37%, compared with 0.00% for IFED.

USD tracks Dow Jones U.S. Semiconductors Index (200%), while IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross. They also come from different issuers: ProShares and UBS. Their fees differ too: 0.95% for USD and 0.45% for IFED.

USD currently has the higher Sharpe Ratio (1.35 vs 0.38), 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 IFED

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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