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UYG vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYG vs. USD - Performance Comparison

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

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UYG vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UYG
ProShares Ultra Financials
-19.81%19.77%55.71%22.14%-32.11%76.26%-20.32%66.15%-22.61%39.28%
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, UYG achieves a -19.81% return, which is significantly lower than USD's -4.90% return. Over the past 10 years, UYG has underperformed USD with an annualized return of 16.07%, while USD has yielded a comparatively higher 50.62% annualized return.


UYG

1D
-0.02%
1M
-7.05%
YTD
-19.81%
6M
-16.54%
1Y
-7.79%
3Y*
25.32%
5Y*
11.21%
10Y*
16.07%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UYG vs. USD - Expense Ratio Comparison

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


Return for Risk

UYG vs. USD — Risk / Return Rank

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

UYG
UYG Risk / Return Rank: 88
Overall Rank
UYG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UYG Sortino Ratio Rank: 99
Sortino Ratio Rank
UYG Omega Ratio Rank: 99
Omega Ratio Rank
UYG Calmar Ratio Rank: 88
Calmar Ratio Rank
UYG Martin Ratio Rank: 55
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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.

UYG vs. USD - Risk-Adjusted Trends Comparison

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


UYGUSDDifference

Sharpe ratio

Return per unit of total volatility

-0.20

1.90

-2.10

Sortino ratio

Return per unit of downside risk

-0.02

2.44

-2.46

Omega ratio

Gain probability vs. loss probability

1.00

1.34

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.28

4.67

-4.95

Martin ratio

Return relative to average drawdown

-0.81

12.81

-13.61

UYG vs. USD - Sharpe Ratio Comparison

The current UYG Sharpe Ratio is -0.20, which is lower than the USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of UYG and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UYGUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

1.90

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.59

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.74

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.41

-0.42

Correlation

The correlation between UYG and USD is 0.57, 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

UYG vs. USD - Dividend Comparison

UYG's dividend yield for the trailing twelve months is around 14.57%, more than USD's 0.48% yield.


TTM20252024202320222021202020192018201720162015
UYG
ProShares Ultra Financials
14.57%11.72%0.51%0.79%0.77%9.39%0.66%0.90%1.28%0.56%0.76%0.72%
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%

Drawdowns

UYG vs. USD - Drawdown Comparison

The maximum UYG drawdown since its inception was -97.90%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for UYG and USD.


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Drawdown Indicators


UYGUSDDifference

Max Drawdown

Largest peak-to-trough decline

-97.90%

-88.63%

-9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-31.80%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-47.77%

-77.85%

+30.08%

Max Drawdown (10Y)

Largest decline over 10 years

-69.98%

-77.85%

+7.87%

Current Drawdown

Current decline from peak

-24.26%

-21.24%

-3.02%

Average Drawdown

Average peak-to-trough decline

-63.77%

-32.60%

-31.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.20%

11.60%

-1.40%

Volatility

UYG vs. USD - Volatility Comparison

The current volatility for ProShares Ultra Financials (UYG) is 9.56%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.67%. This indicates that UYG experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYGUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

21.67%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

48.73%

-25.70%

Volatility (1Y)

Calculated over the trailing 1-year period

38.60%

77.08%

-38.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

76.24%

-40.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.07%

68.85%

-27.78%