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DDM vs. IGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDM vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

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DDM vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDM
ProShares Ultra Dow30
-8.18%20.59%21.60%24.34%-19.48%41.97%2.14%47.98%-13.46%59.56%
IGV
iShares Expanded Tech-Software Sector ET
-24.26%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Returns By Period

In the year-to-date period, DDM achieves a -8.18% return, which is significantly higher than IGV's -24.26% return. Over the past 10 years, DDM has outperformed IGV with an annualized return of 17.52%, while IGV has yielded a comparatively lower 14.82% annualized return.


DDM

1D
4.92%
1M
-10.82%
YTD
-8.18%
6M
-2.44%
1Y
15.02%
3Y*
18.83%
5Y*
10.21%
10Y*
17.52%

IGV

1D
3.13%
1M
-1.86%
YTD
-24.26%
6M
-30.40%
1Y
-10.05%
3Y*
9.52%
5Y*
2.75%
10Y*
14.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDM vs. IGV - Expense Ratio Comparison

DDM has a 0.95% expense ratio, which is higher than IGV's 0.46% expense ratio.


Return for Risk

DDM vs. IGV — Risk / Return Rank

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

DDM
DDM Risk / Return Rank: 3131
Overall Rank
DDM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
DDM Omega Ratio Rank: 3131
Omega Ratio Rank
DDM Calmar Ratio Rank: 3535
Calmar Ratio Rank
DDM Martin Ratio Rank: 3333
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 66
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
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.

DDM vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) and iShares Expanded Tech-Software Sector ET (IGV). 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.


DDMIGVDifference

Sharpe ratio

Return per unit of total volatility

0.45

-0.35

+0.80

Sortino ratio

Return per unit of downside risk

0.87

-0.32

+1.19

Omega ratio

Gain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratio

Return relative to maximum drawdown

0.83

-0.31

+1.15

Martin ratio

Return relative to average drawdown

2.88

-0.81

+3.68

DDM vs. IGV - Sharpe Ratio Comparison

The current DDM Sharpe Ratio is 0.45, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of DDM and IGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDMIGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

-0.35

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.10

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.57

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.33

+0.03

Correlation

The correlation between DDM and IGV is 0.70, 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

DDM vs. IGV - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.09%, while IGV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DDM
ProShares Ultra Dow30
1.09%0.94%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.08%1.23%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Drawdowns

DDM vs. IGV - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for DDM and IGV.


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Drawdown Indicators


DDMIGVDifference

Max Drawdown

Largest peak-to-trough decline

-81.70%

-63.45%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-34.72%

+13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-45.85%

+5.67%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

-45.85%

-17.28%

Current Drawdown

Current decline from peak

-15.14%

-32.04%

+16.90%

Average Drawdown

Average peak-to-trough decline

-17.44%

-14.37%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

13.51%

-7.46%

Volatility

DDM vs. IGV - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 9.81% compared to iShares Expanded Tech-Software Sector ET (IGV) at 8.65%. This indicates that DDM's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDMIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

8.65%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

19.69%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

33.60%

28.43%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

27.10%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

25.89%

+8.81%