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VIXM vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXM vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Mid-Term Futures ETF (VIXM) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIXM achieves a -5.57% return, which is significantly lower than USD's 71.41% return. Over the past 10 years, VIXM has underperformed USD with an annualized return of -11.18%, while USD has yielded a comparatively higher 55.47% annualized return.


VIXM

1D
0.21%
1M
0.70%
6M
-5.57%
YTD
-5.57%
1Y
-14.47%
3Y*
-10.95%
5Y*
-14.33%
10Y*
-11.18%
ALL TIME*
-18.02%

USD

1D
10.39%
1M
2.58%
6M
64.91%
YTD
71.41%
1Y
106.91%
3Y*
102.00%
5Y*
57.55%
10Y*
55.47%
ALL TIME*
28.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$73.98M$71.11M$96.07M
$8.24M$6.07M$4.69M

VIXM vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIXM
ProShares VIX Mid-Term Futures ETF
-5.57%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%26.43%-50.05%
USD
ProShares Ultra Semiconductors
71.41%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between VIXM and USD is -0.45, 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.

-0.45

Correlation (3Y)
Balances recent behavior with more history.

-0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.55

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.56

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

-0.57

The correlation between VIXM and USD shifts across timeframes, from -0.57 (all time) to -0.45 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VIXM vs. USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIXM
VIXM Risk / Return Rank: 33
Overall Rank
VIXM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 33
Sortino Ratio Rank
VIXM Omega Ratio Rank: 33
Omega Ratio Rank
VIXM Calmar Ratio Rank: 33
Calmar Ratio Rank
VIXM Martin Ratio Rank: 11
Martin Ratio Rank

USD
USD Risk / Return Rank: 5656
Overall Rank
USD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
USD Omega Ratio Rank: 4949
Omega Ratio Rank
USD Calmar Ratio Rank: 7070
Calmar Ratio Rank
USD Martin Ratio Rank: 5959
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.

VIXM vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) 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.

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.


VIXMUSDDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.75

2.73

-3.48

Martin ratioReturn relative to average drawdown

-1.43

7.78

-9.20

VIXM vs. USD - Sharpe Ratio Comparison

The current VIXM Sharpe Ratio is -0.79, which is lower than the USD Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VIXM and USD, 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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Drawdowns

VIXM vs. USD - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for VIXM and USD.


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Drawdown Indicators


VIXMUSDDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-88.63%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-39.33%

+19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-64.46%

+27.20%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

-77.85%

+14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-72.34%

-77.85%

+5.51%

Current Drawdown

Current decline from peak

-96.04%

-20.81%

-75.23%

Average Drawdown

Average peak-to-trough decline

-81.65%

-32.23%

-49.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.17%

13.80%

-3.63%

Volatility

VIXM vs. USD - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 3.09%, while ProShares Ultra Semiconductors (USD) has a volatility of 29.12%. This indicates that VIXM 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


VIXMUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

29.12%

-26.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

61.81%

-48.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

74.29%

-55.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.50%

78.90%

-48.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.61%

70.46%

-37.85%

VIXM vs. USD - Expense Ratio Comparison

VIXM has a 0.85% expense ratio, which is lower than USD's 0.95% expense ratio.


Dividends

VIXM vs. USD - Dividend Comparison

VIXM has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024202320222021202020192018201720162015
USD
ProShares Ultra Semiconductors
0.34%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%
VIXM
ProShares VIX Mid-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


VIXM and USD have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.12%) compared to VIXM (3.09%). In terms of maximum drawdown, VIXM dropped -96.23% vs USD's -88.63%.

On 10-year performance, USD leads with 55.47% vs -11.18% for VIXM. On fees, VIXM is cheaper at 0.85% per year. On volatility, VIXM has been the lower-risk option at 3.09%. 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 55.47% return vs -11.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIXM is cheaper with a 0.85% expense ratio, compared with 0.95% for USD.

USD has the higher dividend yield at 0.34%, compared with 0.00% for VIXM.

VIXM is categorized as Volatility, while USD is Leveraged Equities. VIXM tracks S&P 500 VIX Mid-Term Futures Index, while USD tracks Dow Jones U.S. Semiconductors Index (200%). Their fees differ too: 0.85% for VIXM and 0.95% for USD.

USD currently has the higher Sharpe Ratio (1.45 vs -0.79), 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 VIXM and USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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