USD vs. ROP
USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%), while ROP (Roper Technologies, Inc.) is a stock. Over the past 10 years, USD returned 60.21%/yr vs 7.73%/yr for ROP. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
USD vs. ROP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USD achieves a 86.87% return, which is significantly higher than ROP's -24.40% return. Over the past 10 years, USD has outperformed ROP with an annualized return of 60.21%, while ROP has yielded a comparatively lower 7.73% annualized return.
USD
- 1D
- 2.08%
- 1M
- -6.17%
- YTD
- 86.87%
- 6M
- 97.77%
- 1Y
- 222.89%
- 3Y*
- 111.11%
- 5Y*
- 65.02%
- 10Y*
- 60.21%
ROP
- 1D
- 0.68%
- 1M
- 5.35%
- YTD
- -24.40%
- 6M
- -24.53%
- 1Y
- -39.80%
- 3Y*
- -9.19%
- 5Y*
- -5.54%
- 10Y*
- 7.73%
USD vs. ROP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 86.87% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
ROP Roper Technologies, Inc. | -24.40% | -13.85% | -4.11% | 26.92% | -11.64% | 14.69% | 22.39% | 33.66% | 3.51% | 42.39% |
Correlation
The correlation between USD and ROP is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.50 |
The correlation between USD and ROP shifts across timeframes, from -0.10 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD vs. ROP — Risk / Return Rank
USD
ROP
USD vs. ROP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Roper Technologies, Inc. (ROP). 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.
| USD | ROP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.84 | ||
| Sortino ratioReturn per unit of downside risk | +5.42 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.70 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 6.58 | -0.92 | +7.50 |
| Martin ratioReturn relative to average drawdown | 18.43 | -1.51 | +19.93 |
Loading charts...
Drawdowns
USD vs. ROP - Drawdown Comparison
The maximum USD drawdown since its inception was -88.63%, which is greater than ROP's maximum drawdown of -58.94%. Use the drawdown chart below to compare losses from any high point for USD and ROP.
Loading charts...
Drawdown Indicators
| USD | ROP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -58.94% | -29.69% |
Max Drawdown (1Y)Largest decline over 1 year | -31.80% | -44.65% | +12.85% |
Max Drawdown (3Y)Largest decline over 3 years | -64.46% | -46.51% | -17.95% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -46.51% | -31.34% |
Max Drawdown (10Y)Largest decline over 10 years | -77.85% | -46.51% | -31.34% |
Current DrawdownCurrent decline from peak | -13.67% | -43.07% | +29.40% |
Average DrawdownAverage peak-to-trough decline | -32.32% | -11.43% | -20.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 27.25% | -15.91% |
Volatility
USD vs. ROP - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Roper Technologies, Inc. (ROP) at 8.14%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than ROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USD | ROP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.56% | 8.14% | +21.42% |
Volatility (6M)Calculated over the trailing 6-month period | 52.44% | 21.59% | +30.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.34% | 25.08% | +40.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 21.39% | +55.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.61% | 23.34% | +46.27% |
Dividends
USD vs. ROP - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.25%, less than ROP's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROP Roper Technologies, Inc. | 1.04% | 0.74% | 0.58% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% |
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 ROP have a correlation of -0.10, 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 ROP (8.14%). In terms of maximum drawdown, USD dropped -88.63% vs ROP's -58.94%.
USD currently has the higher Sharpe Ratio (3.20 vs -1.64), 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.
Find the right allocation for USD and ROP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer