WSM vs. USD
WSM (Williams-Sonoma, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, WSM returned 25.59%/yr vs 61.24%/yr for USD. At a 0.44 correlation, their price movements are largely independent.
Performance
WSM vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 17.35% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, WSM has underperformed USD with an annualized return of 25.59%, while USD has yielded a comparatively higher 61.24% annualized return.
WSM
- 1D
- 0.47%
- 1M
- 15.43%
- YTD
- 17.35%
- 6M
- 18.63%
- 1Y
- 31.99%
- 3Y*
- 55.00%
- 5Y*
- 22.41%
- 10Y*
- 25.59%
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%
WSM vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 17.35% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between WSM and USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.44 |
Over the past year, the correlation between WSM and USD has dropped to 0.23 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
WSM vs. USD — Risk / Return Rank
WSM
USD
WSM vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) 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.
| WSM | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.48 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 7.94 | -6.56 |
| Martin ratioReturn relative to average drawdown | 3.14 | 22.96 | -19.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSM | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 4.12 | -3.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.89 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.89 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.49 | -0.14 |
Drawdowns
WSM vs. USD - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for WSM and USD.
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Drawdown Indicators
| WSM | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -88.63% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -31.80% | +8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -64.46% | +27.67% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -77.85% | +25.93% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -77.85% | +18.14% |
Current DrawdownCurrent decline from peak | -5.33% | -6.07% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -32.35% | +7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 10.98% | -0.75% |
Volatility
WSM vs. USD - Volatility Comparison
The current volatility for Williams-Sonoma, Inc. (WSM) is 11.02%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that WSM 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
| WSM | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 21.29% | -10.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.42% | 46.74% | -22.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.63% | 61.28% | -27.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.64% | 76.56% | -31.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.22% | 69.24% | -25.02% |
Dividends
WSM vs. USD - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.32%, more than USD's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WSM Williams-Sonoma, Inc. | 1.32% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Frequently Asked Questions
WSM and USD have a correlation of 0.23, 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 WSM (11.02%). In terms of maximum drawdown, WSM dropped -89.01% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs 0.96), 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.
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