DCRE vs. DIG
DCRE (DoubleLine Commercial Real Estate ETF) and DIG (ProShares Ultra Energy) are both exchange-traded funds - DCRE is a Short-Term Bond fund actively managed by DoubleLine, while DIG is a Leveraged Equities fund tracking the S&P Energy Select Sector Index (200% Daily). DCRE is actively managed, while DIG is passively managed. Over the past 3 years, DCRE returned 6.06%/yr vs 14.61%/yr for DIG. Their -0.11 correlation means they have often moved in opposite directions in the past. DCRE charges 0.40%/yr vs 0.95%/yr for DIG.
Performance
DCRE vs. DIG - Performance Comparison
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Returns By Period
In the year-to-date period, DCRE achieves a 2.09% return, which is significantly lower than DIG's 57.75% return.
DCRE
- 1D
- 0.06%
- 1M
- 0.33%
- 6M
- 1.53%
- YTD
- 2.09%
- 1Y
- 4.14%
- 3Y*
- 6.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.01%
DIG
- 1D
- -4.07%
- 1M
- 15.20%
- 6M
- 14.21%
- YTD
- 57.75%
- 1Y
- 72.29%
- 3Y*
- 14.61%
- 5Y*
- 32.55%
- 10Y*
- 4.62%
- ALL TIME*
- -0.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.64M | $1.76M | $2.24M | |
| $2.36M | $2.51M | $2.36M |
DCRE vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCRE DoubleLine Commercial Real Estate ETF | 2.09% | 5.86% | 6.86% | 5.22% |
DIG ProShares Ultra Energy | 57.75% | 2.73% | 0.93% | -9.24% |
Correlation
The correlation between DCRE and DIG is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | -0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2023 | -0.11 |
The correlation between DCRE and DIG shifts across timeframes, from -0.22 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DCRE vs. DIG — Risk / Return Rank
DCRE
DIG
DCRE vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commercial Real Estate ETF (DCRE) and ProShares Ultra Energy (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.
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.
| DCRE | DIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.27 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 6.09 | 2.44 | +3.66 |
| Martin ratioReturn relative to average drawdown | 21.70 | 6.16 | +15.54 |
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Drawdowns
DCRE vs. DIG - Drawdown Comparison
The maximum DCRE drawdown since its inception was -0.84%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for DCRE and DIG.
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Drawdown Indicators
| DCRE | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.84% | -97.04% | +96.20% |
Max Drawdown (1Y)Largest decline over 1 year | -0.68% | -29.80% | +29.12% |
Max Drawdown (3Y)Largest decline over 3 years | -0.84% | -42.41% | +41.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.53% | — |
Current DrawdownCurrent decline from peak | 0.00% | -53.79% | +53.79% |
Average DrawdownAverage peak-to-trough decline | -0.11% | -64.27% | +64.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.19% | 11.78% | -11.59% |
Volatility
DCRE vs. DIG - Volatility Comparison
The current volatility for DoubleLine Commercial Real Estate ETF (DCRE) is 0.39%, while ProShares Ultra Energy (DIG) has a volatility of 12.62%. This indicates that DCRE experiences smaller price fluctuations and is considered to be less risky 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
| DCRE | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 12.62% | -12.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 33.22% | -32.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.16% | 42.29% | -41.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.57% | 51.13% | -49.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.57% | 57.80% | -56.23% |
DCRE vs. DIG - Expense Ratio Comparison
DCRE has a 0.40% expense ratio, which is lower than DIG's 0.95% expense ratio.
Dividends
DCRE vs. DIG - Dividend Comparison
DCRE's dividend yield for the trailing twelve months is around 4.77%, more than DIG's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCRE DoubleLine Commercial Real Estate ETF | 4.77% | 4.84% | 5.52% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIG ProShares Ultra Energy | 1.57% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
Frequently Asked Questions
DCRE and DIG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIG has higher volatility (12.62%) compared to DCRE (0.39%). In terms of maximum drawdown, DCRE dropped -0.84% vs DIG's -97.04%.
On 3-year performance, DIG leads with 14.61% vs 6.06% for DCRE. On fees, DCRE is cheaper at 0.40% per year. On volatility, DCRE has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DIG has performed better with a 14.61% return vs 6.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DCRE is cheaper with a 0.40% expense ratio, compared with 0.95% for DIG.
DCRE has the higher dividend yield at 4.77%, compared with 1.57% for DIG.
DCRE is categorized as Short-Term Bond, while DIG is Leveraged Equities. They also come from different issuers: DoubleLine and ProShares. Their fees differ too: 0.40% for DCRE and 0.95% for DIG.
DCRE currently has the higher Sharpe Ratio (3.59 vs 1.72), 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.
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