^DJUSSC vs. USD

In the year-to-date period, ^DJUSSC achieves a -0.14% return, which is significantly higher than USD's -15.60% return. Over the past 10 years, ^DJUSSC has underperformed USD with an annualized return of 25.70%, while USD has yielded a comparatively higher 41.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Semiconductors Index (^DJUSSC) 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.

The current ^DJUSSC Sharpe Ratio is 0.24, which is higher than the USD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of ^DJUSSC 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.

The maximum ^DJUSSC drawdown since its inception was -86.02%, roughly equal to the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for ^DJUSSC and USD.

The current volatility for Dow Jones U.S. Semiconductors Index (^DJUSSC) is 9.53%, while ProShares Ultra Semiconductors (USD) has a volatility of 18.66%. This indicates that ^DJUSSC 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.