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^SGIXGD5L vs. USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SGIXGD5L and USD is 0.03, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
-18.46%
4,257.93%
^SGIXGD5L
USD

Key characteristics

Returns By Period


^SGIXGD5L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

USD

YTD

-32.57%

1M

45.15%

6M

-41.32%

1Y

-5.71%

5Y*

48.00%

10Y*

39.74%

*Annualized

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Risk-Adjusted Performance

^SGIXGD5L vs. USD — Risk-Adjusted Performance Rank

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

^SGIXGD5L
The Risk-Adjusted Performance Rank of ^SGIXGD5L is 7575
Overall Rank
The Sharpe Ratio Rank of ^SGIXGD5L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGIXGD5L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^SGIXGD5L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^SGIXGD5L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^SGIXGD5L is 8383
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 2626
Overall Rank
The Sharpe Ratio Rank of USD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of USD is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.



Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.19
-0.06
^SGIXGD5L
USD

Drawdowns

^SGIXGD5L vs. USD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-94.68%
-46.57%
^SGIXGD5L
USD

Volatility

^SGIXGD5L vs. USD - Volatility Comparison

The current volatility for The Gold x5 Leveraged Index (^SGIXGD5L) is 0.00%, while ProShares Ultra Semiconductors (USD) has a volatility of 40.88%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay0
40.88%
^SGIXGD5L
USD