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USD vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USD and QQQ is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

USD vs. QQQ - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
3,837.83%
1,144.19%
USD
QQQ

Key characteristics

Sharpe Ratio

USD:

-0.02

QQQ:

0.47

Sortino Ratio

USD:

0.67

QQQ:

0.82

Omega Ratio

USD:

1.09

QQQ:

1.11

Calmar Ratio

USD:

-0.03

QQQ:

0.52

Martin Ratio

USD:

-0.07

QQQ:

1.79

Ulcer Index

USD:

28.49%

QQQ:

6.64%

Daily Std Dev

USD:

99.55%

QQQ:

25.28%

Max Drawdown

USD:

-87.94%

QQQ:

-82.98%

Current Drawdown

USD:

-51.72%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, USD achieves a -39.07% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, USD has outperformed QQQ with an annualized return of 38.48%, while QQQ has yielded a comparatively lower 16.64% annualized return.


USD

YTD

-39.07%

1M

-11.18%

6M

-42.55%

1Y

-5.47%

5Y*

47.05%

10Y*

38.48%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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USD vs. QQQ - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for USD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USD: 0.95%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

USD vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD
The Risk-Adjusted Performance Rank of USD is 2929
Overall Rank
The Sharpe Ratio Rank of USD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1717
Calmar Ratio Rank
The Martin Ratio Rank of USD is 1717
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USD vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for USD, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.00
USD: -0.02
QQQ: 0.47
The chart of Sortino ratio for USD, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.00
USD: 0.67
QQQ: 0.82
The chart of Omega ratio for USD, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
USD: 1.09
QQQ: 1.11
The chart of Calmar ratio for USD, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00
USD: -0.03
QQQ: 0.52
The chart of Martin ratio for USD, currently valued at -0.07, compared to the broader market0.0020.0040.0060.00
USD: -0.07
QQQ: 1.79

The current USD Sharpe Ratio is -0.02, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of USD and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.02
0.47
USD
QQQ

Dividends

USD vs. QQQ - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.29%, less than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
USD
ProShares Ultra Semiconductors
0.29%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

USD vs. QQQ - Drawdown Comparison

The maximum USD drawdown since its inception was -87.94%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for USD and QQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.72%
-12.28%
USD
QQQ

Volatility

USD vs. QQQ - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 49.02% compared to Invesco QQQ (QQQ) at 16.86%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
49.02%
16.86%
USD
QQQ