USD vs. MSFT
Compare and contrast key facts about ProShares Ultra Semiconductors (USD) and Microsoft Corporation (MSFT).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Performance
USD vs. MSFT - Performance Comparison
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USD vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | -4.90% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
MSFT Microsoft Corporation | -23.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Returns By Period
In the year-to-date period, USD achieves a -4.90% return, which is significantly higher than MSFT's -23.45% return. Over the past 10 years, USD has outperformed MSFT with an annualized return of 50.62%, while MSFT has yielded a comparatively lower 22.41% annualized return.
USD
- 1D
- 4.03%
- 1M
- -7.90%
- YTD
- -4.90%
- 6M
- -1.21%
- 1Y
- 145.25%
- 3Y*
- 90.90%
- 5Y*
- 44.58%
- 10Y*
- 50.62%
MSFT
- 1D
- -0.22%
- 1M
- -7.32%
- YTD
- -23.45%
- 6M
- -28.63%
- 1Y
- -2.61%
- 3Y*
- 9.46%
- 5Y*
- 9.70%
- 10Y*
- 22.41%
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Return for Risk
USD vs. MSFT — Risk / Return Rank
USD
MSFT
USD vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Microsoft Corporation (MSFT). 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.
| USD | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | -0.10 | +2.00 |
Sortino ratioReturn per unit of downside risk | 2.44 | 0.04 | +2.39 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.01 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 4.67 | -0.03 | +4.70 |
Martin ratioReturn relative to average drawdown | 12.81 | -0.07 | +12.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USD | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | -0.10 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.37 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.84 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.73 | -0.33 |
Correlation
The correlation between USD and MSFT is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
USD vs. MSFT - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.48%, less than MSFT's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 0.48% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
USD vs. MSFT - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for USD and MSFT.
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Drawdown Indicators
| USD | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -69.38% | -19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -33.91% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -37.15% | -40.70% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -37.15% | -40.70% |
Current DrawdownCurrent decline from peak | -21.24% | -31.58% | +10.34% |
Average DrawdownAverage peak-to-trough decline | -32.60% | -21.77% | -10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.60% | 12.61% | -1.01% |
Volatility
USD vs. MSFT - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 21.67% compared to Microsoft Corporation (MSFT) at 6.23%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.67% | 6.23% | +15.44% |
Volatility (6M)Calculated over the trailing 6-month period | 48.73% | 19.13% | +29.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.08% | 26.44% | +50.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.24% | 26.16% | +50.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.85% | 26.88% | +41.97% |