PortfoliosLab logoPortfoliosLab logo
USD vs. SKRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. SKRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USD achieves a 55.27% return, which is significantly higher than SKRE's -35.15% 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%

SKRE

1D
-2.27%
1M
-5.74%
6M
-23.25%
YTD
-35.15%
1Y
-50.55%
3Y*
5Y*
10Y*
ALL TIME*
-41.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$121.93K$143.27K$245.32K
$71.31M$70.59M$96.20M

USD vs. SKRE - Yearly Performance Comparison


2026 (YTD)20252024
USD
ProShares Ultra Semiconductors
55.27%62.08%166.15%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-35.15%-31.29%-44.47%

Correlation

The correlation between USD and SKRE is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2024

-0.19

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. SKRE — 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

SKRE
SKRE Risk / Return Rank: 11
Overall Rank
SKRE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 11
Sortino Ratio Rank
SKRE Omega Ratio Rank: 11
Omega Ratio Rank
SKRE Calmar Ratio Rank: 00
Calmar Ratio Rank
SKRE Martin Ratio Rank: 00
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. SKRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.


USDSKREDifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.24

0.80

+0.45

Calmar ratioReturn relative to maximum drawdown

2.52

-0.99

+3.51

Martin ratioReturn relative to average drawdown

7.21

-1.65

+8.86

USD vs. SKRE - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 1.35, which is higher than the SKRE Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of USD and SKRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USD vs. SKRE - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than SKRE's maximum drawdown of -79.33%. Use the drawdown chart below to compare losses from any high point for USD and SKRE.


Loading charts...

Drawdown Indicators


USDSKREDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-79.33%

-9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-39.33%

-51.44%

+12.11%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

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%

-78.96%

+50.69%

Average Drawdown

Average peak-to-trough decline

-32.23%

-49.09%

+16.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

30.75%

-17.01%

Volatility

USD vs. SKRE - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 27.45% compared to Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at 10.82%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than SKRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USDSKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.45%

10.82%

+16.63%

Volatility (6M)

Calculated over the trailing 6-month period

61.08%

30.42%

+30.66%

Volatility (1Y)

Calculated over the trailing 1-year period

73.76%

45.86%

+27.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.77%

54.75%

+24.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.41%

54.75%

+15.66%

USD vs. SKRE - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than SKRE's 0.75% expense ratio.


Dividends

USD vs. SKRE - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.37%, less than SKRE's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
0.39%0.26%3.16%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 SKRE have a correlation of -0.11, 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 SKRE (10.82%). In terms of maximum drawdown, USD dropped -88.63% vs SKRE's -79.33%.

On 1-year performance, USD leads with 98.72% vs -50.55% for SKRE. On fees, SKRE is cheaper at 0.75% per year. On volatility, SKRE has been the lower-risk option at 10.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USD has performed better with a 98.72% return vs -50.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKRE is cheaper with a 0.75% expense ratio, compared with 0.95% for USD.

SKRE has the higher dividend yield at 0.39%, compared with 0.37% for USD.

USD is categorized as Leveraged Equities, while SKRE is Inverse Equities. USD tracks Dow Jones U.S. Semiconductors Index (200%), while SKRE tracks S&P Regional Banks Select Industry. They also come from different issuers: ProShares and Tuttle. Their fees differ too: 0.95% for USD and 0.75% for SKRE.

USD currently has the higher Sharpe Ratio (1.35 vs -1.11), 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 SKRE

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