BRZU vs. DIG
Compare and contrast key facts about Direxion Daily Brazil Bull 2X Shares (BRZU) and ProShares Ultra Oil & Gas (DIG).
BRZU and DIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRZU is a passively managed fund by Direxion that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Apr 1, 2020. DIG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index (200%). It was launched on Jan 30, 2007. Both BRZU and DIG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BRZU vs. DIG - Performance Comparison
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BRZU vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRZU Direxion Daily Brazil Bull 2X Shares | 40.14% | 97.99% | -57.07% | 55.48% | 8.30% | -39.23% | -91.34% | 57.02% | -37.21% | 30.80% |
DIG ProShares Ultra Oil & Gas | 71.38% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
Returns By Period
In the year-to-date period, BRZU achieves a 40.14% return, which is significantly lower than DIG's 71.38% return. Over the past 10 years, BRZU has underperformed DIG with an annualized return of -14.69%, while DIG has yielded a comparatively higher 7.37% annualized return.
BRZU
- 1D
- -0.13%
- 1M
- -3.25%
- YTD
- 40.14%
- 6M
- 58.04%
- 1Y
- 111.48%
- 3Y*
- 26.12%
- 5Y*
- 10.30%
- 10Y*
- -14.69%
DIG
- 1D
- -7.64%
- 1M
- 7.25%
- YTD
- 71.38%
- 6M
- 70.78%
- 1Y
- 47.64%
- 3Y*
- 20.73%
- 5Y*
- 34.16%
- 10Y*
- 7.37%
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BRZU vs. DIG - Expense Ratio Comparison
BRZU has a 1.29% expense ratio, which is higher than DIG's 0.95% expense ratio.
Return for Risk
BRZU vs. DIG — Risk / Return Rank
BRZU
DIG
BRZU vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Brazil Bull 2X Shares (BRZU) and ProShares Ultra Oil & Gas (DIG). 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.
| BRZU | DIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.96 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.53 | 1.41 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 5.13 | 1.40 | +3.73 |
Martin ratioReturn relative to average drawdown | 13.31 | 2.86 | +10.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRZU | DIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.96 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.66 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | 0.13 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 0.00 | -0.34 |
Correlation
The correlation between BRZU and DIG is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRZU vs. DIG - Dividend Comparison
BRZU's dividend yield for the trailing twelve months is around 1.90%, more than DIG's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRZU Direxion Daily Brazil Bull 2X Shares | 1.90% | 2.39% | 8.73% | 3.24% | 4.70% | 6.29% | 0.78% | 0.95% | 1.04% | 0.74% | 0.00% | 0.00% |
DIG ProShares Ultra Oil & Gas | 1.45% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
Drawdowns
BRZU vs. DIG - Drawdown Comparison
The maximum BRZU drawdown since its inception was -99.71%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for BRZU and DIG.
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Drawdown Indicators
| BRZU | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -97.04% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -35.40% | +12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -65.00% | -46.02% | -18.98% |
Max Drawdown (10Y)Largest decline over 10 years | -98.11% | -92.53% | -5.58% |
Current DrawdownCurrent decline from peak | -99.00% | -49.79% | -49.21% |
Average DrawdownAverage peak-to-trough decline | -89.43% | -64.47% | -24.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 17.32% | -8.59% |
Volatility
BRZU vs. DIG - Volatility Comparison
Direxion Daily Brazil Bull 2X Shares (BRZU) has a higher volatility of 22.44% compared to ProShares Ultra Oil & Gas (DIG) at 12.95%. This indicates that BRZU's price experiences larger fluctuations and is considered to be riskier than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRZU | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.44% | 12.95% | +9.49% |
Volatility (6M)Calculated over the trailing 6-month period | 39.48% | 28.78% | +10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.61% | 49.96% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.52% | 51.73% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.27% | 57.63% | +26.64% |