BOIL vs. VTWG
BOIL (ProShares Ultra Bloomberg Natural Gas) and VTWG (Vanguard Russell 2000 Growth ETF) are both exchange-traded funds - BOIL is a Oil & Gas fund tracking the Bloomberg Natural Gas Subindex, while VTWG is a Small Cap Growth Equities fund tracking the Russell 2000 Growth Index. Both are passively managed. Over the past 10 years, BOIL returned -57.84%/yr vs 12.12%/yr for VTWG. At a 0.01 correlation, their price movements are largely independent. BOIL charges 1.31%/yr vs 0.06%/yr for VTWG.
Performance
BOIL vs. VTWG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BOIL achieves a -41.05% return, which is significantly lower than VTWG's 20.43% return. Over the past 10 years, BOIL has underperformed VTWG with an annualized return of -57.84%, while VTWG has yielded a comparatively higher 12.12% annualized return.
BOIL
- 1D
- -4.80%
- 1M
- 5.97%
- YTD
- -41.05%
- 6M
- -46.24%
- 1Y
- -75.60%
- 3Y*
- -66.48%
- 5Y*
- -66.38%
- 10Y*
- -57.84%
VTWG
- 1D
- -1.45%
- 1M
- 4.36%
- YTD
- 20.43%
- 6M
- 16.97%
- 1Y
- 40.10%
- 3Y*
- 19.34%
- 5Y*
- 5.29%
- 10Y*
- 12.12%
BOIL vs. VTWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOIL ProShares Ultra Bloomberg Natural Gas | -41.05% | -58.98% | -60.75% | -92.00% | -31.85% | 23.84% | -74.74% | -67.70% | -20.55% | -65.72% |
VTWG Vanguard Russell 2000 Growth ETF | 20.43% | 13.07% | 15.15% | 18.90% | -26.49% | 2.84% | 34.72% | 28.75% | -9.45% | 22.27% |
Correlation
The correlation between BOIL and VTWG is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2011 | 0.01 |
The correlation between BOIL and VTWG shifts across timeframes, from -0.27 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BOIL vs. VTWG — Risk / Return Rank
BOIL
VTWG
BOIL vs. VTWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Vanguard Russell 2000 Growth ETF (VTWG). 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.
| BOIL | VTWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.30 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.71 | -3.69 |
| Martin ratioReturn relative to average drawdown | -1.36 | 9.72 | -11.07 |
Loading charts...
Drawdowns
BOIL vs. VTWG - Drawdown Comparison
The maximum BOIL drawdown since its inception was -100.00%, which is greater than VTWG's maximum drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for BOIL and VTWG.
Loading charts...
Drawdown Indicators
| BOIL | VTWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -42.07% | -57.93% |
Max Drawdown (1Y)Largest decline over 1 year | -77.43% | -14.88% | -62.55% |
Max Drawdown (3Y)Largest decline over 3 years | -96.86% | -28.58% | -68.28% |
Max Drawdown (5Y)Largest decline over 5 years | -99.91% | -40.49% | -59.42% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -42.07% | -57.92% |
Current DrawdownCurrent decline from peak | -100.00% | -1.45% | -98.55% |
Average DrawdownAverage peak-to-trough decline | -93.59% | -10.50% | -83.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.83% | 4.14% | +52.69% |
Volatility
BOIL vs. VTWG - Volatility Comparison
ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.63% compared to Vanguard Russell 2000 Growth ETF (VTWG) at 7.82%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than VTWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BOIL | VTWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.63% | 7.82% | +15.81% |
Volatility (6M)Calculated over the trailing 6-month period | 104.46% | 16.92% | +87.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.44% | 22.34% | +91.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.97% | 24.67% | +94.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.84% | 24.27% | +77.57% |
BOIL vs. VTWG - Expense Ratio Comparison
BOIL has a 1.31% expense ratio, which is higher than VTWG's 0.06% expense ratio.
Dividends
BOIL vs. VTWG - Dividend Comparison
BOIL has not paid dividends to shareholders, while VTWG's dividend yield for the trailing twelve months is around 0.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOIL ProShares Ultra Bloomberg Natural Gas | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWG Vanguard Russell 2000 Growth ETF | 0.59% | 0.64% | 0.55% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% |
Frequently Asked Questions
BOIL and VTWG have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOIL has higher volatility (23.63%) compared to VTWG (7.82%). In terms of maximum drawdown, BOIL dropped -100.00% vs VTWG's -42.07%.
On 10-year performance, VTWG leads with 12.12% vs -57.84% for BOIL. On fees, VTWG is cheaper at 0.06% per year. On volatility, VTWG has been the lower-risk option at 7.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTWG has performed better with a 12.12% return vs -57.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTWG is cheaper with a 0.06% expense ratio, compared with 1.31% for BOIL.
VTWG has the higher dividend yield at 0.59%, compared with 0.00% for BOIL.
BOIL is categorized as Oil & Gas, while VTWG is Small Cap Growth Equities. BOIL tracks Bloomberg Natural Gas Subindex, while VTWG tracks Russell 2000 Growth Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 1.31% for BOIL and 0.06% for VTWG.
VTWG currently has the higher Sharpe Ratio (1.80 vs -0.67), 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.
Find the right allocation for BOIL and VTWG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer