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USD vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 103.32% return, which is significantly higher than UVXY's -23.07% return. Over the past 10 years, USD has outperformed UVXY with an annualized return of 61.24%, while UVXY has yielded a comparatively lower -72.73% annualized return.


USD

1D
-4.99%
1M
31.62%
YTD
103.32%
6M
97.79%
1Y
250.81%
3Y*
125.78%
5Y*
67.80%
10Y*
61.24%

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
103.32%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between USD and UVXY is -0.47, 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

-0.47

Correlation (3Y)
Calculated over the trailing 3-year period

-0.52

Correlation (5Y)
Calculated over the trailing 5-year period

-0.57

Correlation (10Y)
Calculated over the trailing 10-year period

-0.59

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

-0.59

The correlation between USD and UVXY shifts across timeframes, from -0.59 (10 years) to -0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. UVXY — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9292
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


USDUVXYDifference
Sharpe ratioReturn per unit of total volatility

+5.00

Sortino ratioReturn per unit of downside risk

+5.29

Omega ratioGain probability vs. loss probability

1.48

0.81

+0.67

Calmar ratioReturn relative to maximum drawdown

7.94

-0.97

+8.92

Martin ratioReturn relative to average drawdown

22.96

-1.33

+24.29

USD vs. UVXY - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 4.12, which is higher than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of USD and UVXY, 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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Sharpe Ratios by Period


USDUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

-0.88

+5.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

-0.66

+1.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

-0.64

+1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

-0.68

+1.16

Drawdowns

USD vs. UVXY - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for USD and UVXY.


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Drawdown Indicators


USDUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-100.00%

+11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-76.19%

+44.39%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-95.25%

+30.79%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-99.69%

+21.84%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-100.00%

+22.15%

Current Drawdown

Current decline from peak

-6.07%

-100.00%

+93.93%

Average Drawdown

Average peak-to-trough decline

-32.35%

-98.55%

+66.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

55.83%

-44.85%

Volatility

USD vs. UVXY - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 21.29% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 12.26%. This indicates that USD's price experiences larger fluctuations and is considered to be riskier than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.29%

12.26%

+9.03%

Volatility (6M)

Calculated over the trailing 6-month period

46.74%

62.79%

-16.05%

Volatility (1Y)

Calculated over the trailing 1-year period

61.28%

84.51%

-23.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.56%

103.82%

-27.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.24%

113.81%

-44.57%

USD vs. UVXY - Expense Ratio Comparison

Both USD and UVXY have an expense ratio of 0.95%.


Dividends

USD vs. UVXY - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.23%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.23%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USD and UVXY have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (21.29%) compared to UVXY (12.26%). In terms of maximum drawdown, USD dropped -88.63% vs UVXY's -100.00%.

On 10-year performance, USD leads with 61.24% vs -72.73% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UVXY has been the lower-risk option at 12.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USD has performed better with a 61.24% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USD and UVXY have the same expense ratio: 0.95% per year.

USD has the higher dividend yield at 0.23%, compared with 0.00% for UVXY.

USD is categorized as Leveraged Equities, while UVXY is Volatility. USD tracks Dow Jones U.S. Semiconductors Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

USD currently has the higher Sharpe Ratio (4.12 vs -0.88), 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

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