^SGIXGD5L vs. USD
Compare and contrast key facts about The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SGIXGD5L or USD.
Key characteristics
| ^SGIXGD5L | USD | |
|---|---|---|
| YTD Return | 89.07% | 79.55% |
| 1Y Return | 132.21% | 113.59% |
| 3Y Return (Ann) | 15.26% | 37.01% |
| 5Y Return (Ann) | 10.25% | 54.14% |
| 10Y Return (Ann) | 1.35% | 42.53% |
| Sharpe Ratio | 1.87 | 1.48 |
| Daily Std Dev | 70.80% | 76.90% |
| Max Drawdown | -99.09% | -86.16% |
| Current Drawdown | -96.05% | -40.63% |
Correlation
The correlation between ^SGIXGD5L and USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^SGIXGD5L vs. USD - Performance Comparison
In the year-to-date period, ^SGIXGD5L achieves a 89.07% return, which is significantly higher than USD's 79.55% return. Over the past 10 years, ^SGIXGD5L has underperformed USD with an annualized return of 1.35%, while USD has yielded a comparatively higher 42.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^SGIXGD5L vs. USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) 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.
Drawdowns
^SGIXGD5L vs. USD - Drawdown Comparison
The maximum ^SGIXGD5L drawdown since its inception was -99.09%, which is greater than USD's maximum drawdown of -86.16%. Use the drawdown chart below to compare losses from any high point for ^SGIXGD5L and USD. For additional features, visit the drawdowns tool.
Volatility
^SGIXGD5L vs. USD - Volatility Comparison
The current volatility for The Gold x5 Leveraged Index (^SGIXGD5L) is 18.95%, while ProShares Ultra Semiconductors (USD) has a volatility of 32.83%. This indicates that ^SGIXGD5L 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.