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DIG vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIG vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Oil & Gas (DIG) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIG achieves a 62.13% return, which is significantly higher than AGQ's -60.66% return. Over the past 10 years, DIG has outperformed AGQ with an annualized return of 4.46%, while AGQ has yielded a comparatively lower 1.71% annualized return.


DIG

1D
0.87%
1M
16.92%
6M
43.45%
YTD
62.13%
1Y
74.21%
3Y*
17.88%
5Y*
33.41%
10Y*
4.46%
ALL TIME*
-0.17%

AGQ

1D
0.96%
1M
-28.17%
6M
-74.91%
YTD
-60.66%
1Y
15.33%
3Y*
24.96%
5Y*
7.33%
10Y*
1.71%
ALL TIME*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIG vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIG
ProShares Ultra Oil & Gas
62.13%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%
AGQ
ProShares Ultra Silver
-60.66%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Correlation

The correlation between DIG and AGQ is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.12

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.22

Over the past year, the correlation between DIG and AGQ has dropped to 0.01 - well below their long-term average of 0.22, suggesting their price drivers have been diverging.

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Return for Risk

DIG vs. AGQ — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 6464
Overall Rank
DIG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
DIG Omega Ratio Rank: 6060
Omega Ratio Rank
DIG Calmar Ratio Rank: 6868
Calmar Ratio Rank
DIG Martin Ratio Rank: 5151
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 1919
Overall Rank
AGQ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 2525
Sortino Ratio Rank
AGQ Omega Ratio Rank: 3333
Omega Ratio Rank
AGQ Calmar Ratio Rank: 1313
Calmar Ratio Rank
AGQ Martin Ratio Rank: 1212
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.

DIG vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and ProShares Ultra Silver (AGQ). 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.


DIGAGQDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.10

Calmar ratioReturn relative to maximum drawdown

2.50

0.18

+2.32

Martin ratioReturn relative to average drawdown

6.44

0.31

+6.13

DIG vs. AGQ - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 1.78, which is higher than the AGQ Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of DIG and AGQ, 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

DIG vs. AGQ - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, roughly equal to the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for DIG and AGQ.


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Drawdown Indicators


DIGAGQDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-98.16%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.80%

-85.13%

+55.33%

Max Drawdown (3Y)

Largest decline over 3 years

-42.41%

-85.13%

+42.72%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-85.13%

+39.11%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

-85.13%

-7.40%

Current Drawdown

Current decline from peak

-52.50%

-91.65%

+39.15%

Average Drawdown

Average peak-to-trough decline

-64.30%

-79.91%

+15.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

48.99%

-37.43%

Volatility

DIG vs. AGQ - Volatility Comparison

The current volatility for ProShares Ultra Oil & Gas (DIG) is 12.04%, while ProShares Ultra Silver (AGQ) has a volatility of 25.72%. This indicates that DIG experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.04%

25.72%

-13.68%

Volatility (6M)

Calculated over the trailing 6-month period

33.13%

129.62%

-96.49%

Volatility (1Y)

Calculated over the trailing 1-year period

41.94%

125.29%

-83.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.25%

76.07%

-24.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.81%

66.33%

-8.52%

DIG vs. AGQ - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Dividends

DIG vs. AGQ - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.53%, while AGQ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
1.53%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


DIG and AGQ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (25.72%) compared to DIG (12.04%). In terms of maximum drawdown, DIG dropped -97.04% vs AGQ's -98.16%.

On 10-year performance, DIG leads with 4.46% vs 1.71% for AGQ. On fees, AGQ is cheaper at 0.93% per year. On volatility, DIG has been the lower-risk option at 12.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DIG has performed better with a 4.46% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGQ is cheaper with a 0.93% expense ratio, compared with 0.95% for DIG.

DIG has the higher dividend yield at 1.53%, compared with 0.00% for AGQ.

DIG is categorized as Leveraged Equities, while AGQ is Silver. DIG tracks Dow Jones U.S. Oil & Gas Index (200%), while AGQ tracks Bloomberg Silver Subindex (200%). Their fees differ too: 0.95% for DIG and 0.93% for AGQ.

DIG currently has the higher Sharpe Ratio (1.78 vs 0.12), 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

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