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BOIL vs. HIBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. HIBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOIL achieves a -38.60% return, which is significantly higher than HIBS's -61.44% return.


BOIL

1D
4.15%
1M
10.36%
YTD
-38.60%
6M
-41.10%
1Y
-72.68%
3Y*
-66.02%
5Y*
-66.45%
10Y*
-57.67%

HIBS

1D
-1.29%
1M
-22.88%
YTD
-61.44%
6M
-58.48%
1Y
-80.36%
3Y*
-62.78%
5Y*
-54.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BOIL
ProShares Ultra Bloomberg Natural Gas
-38.60%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-44.55%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-61.44%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%

Correlation

The correlation between BOIL and HIBS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

-0.04

The correlation between BOIL and HIBS shifts across timeframes, from -0.04 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. HIBS — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 44
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOIL vs. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


BOILHIBSDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

0.91

0.74

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.94

-0.98

+0.04

Martin ratioReturn relative to average drawdown

-1.30

-1.59

+0.29

BOIL vs. HIBS - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.64, which is higher than the HIBS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of BOIL and HIBS, 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

BOIL vs. HIBS - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum HIBS drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for BOIL and HIBS.


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Drawdown Indicators


BOILHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.98%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-77.43%

-82.30%

+4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-96.91%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-98.70%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-99.98%

-0.02%

Average Drawdown

Average peak-to-trough decline

-93.59%

-93.14%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.95%

50.61%

+5.34%

Volatility

BOIL vs. HIBS - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Natural Gas (BOIL) is 22.78%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 35.26%. This indicates that BOIL experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.78%

35.26%

-12.48%

Volatility (6M)

Calculated over the trailing 6-month period

104.55%

60.59%

+43.96%

Volatility (1Y)

Calculated over the trailing 1-year period

113.22%

74.21%

+39.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.95%

83.53%

+35.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.83%

95.26%

+6.57%

BOIL vs. HIBS - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than HIBS's 1.06% expense ratio.


Dividends

BOIL vs. HIBS - Dividend Comparison

BOIL has not paid dividends to shareholders, while HIBS's dividend yield for the trailing twelve months is around 9.20%.


PositionTTM2025202420232022202120202019
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
9.20%8.42%5.34%6.49%0.04%0.00%0.92%0.13%

Frequently Asked Questions


BOIL and HIBS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (35.26%) compared to BOIL (22.78%). In terms of maximum drawdown, BOIL dropped -100.00% vs HIBS's -99.98%.

On 5-year performance, HIBS leads with -54.24% vs -66.45% for BOIL. On fees, HIBS is cheaper at 1.06% per year. On volatility, BOIL has been the lower-risk option at 22.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HIBS has performed better with a -54.24% return vs -66.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HIBS is cheaper with a 1.06% expense ratio, compared with 1.31% for BOIL.

HIBS has the higher dividend yield at 9.20%, compared with 0.00% for BOIL.

BOIL is categorized as Oil & Gas, while HIBS is Inverse Equities. BOIL tracks Bloomberg Natural Gas Subindex, while HIBS tracks S&P 500® High Beta Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 1.31% for BOIL and 1.06% for HIBS.

BOIL currently has the higher Sharpe Ratio (-0.64 vs -1.09), 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 BOIL and HIBS

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