DIG vs. DBC
Compare and contrast key facts about ProShares Ultra Oil & Gas (DIG) and Invesco DB Commodity Index Tracking Fund (DBC).
DIG and DBC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DBC is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Diversified Commodity Index Excess Return. It was launched on Feb 3, 2006. Both DIG and DBC 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
DIG vs. DBC - Performance Comparison
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DIG vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 85.56% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
DBC Invesco DB Commodity Index Tracking Fund | 29.47% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Returns By Period
In the year-to-date period, DIG achieves a 85.56% return, which is significantly higher than DBC's 29.47% return. Over the past 10 years, DIG has underperformed DBC with an annualized return of 8.22%, while DBC has yielded a comparatively higher 10.12% annualized return.
DIG
- 1D
- -2.11%
- 1M
- 20.66%
- YTD
- 85.56%
- 6M
- 84.85%
- 1Y
- 61.85%
- 3Y*
- 23.97%
- 5Y*
- 36.31%
- 10Y*
- 8.22%
DBC
- 1D
- -1.06%
- 1M
- 15.34%
- YTD
- 29.47%
- 6M
- 32.82%
- 1Y
- 33.00%
- 3Y*
- 11.68%
- 5Y*
- 14.52%
- 10Y*
- 10.12%
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DIG vs. DBC - Expense Ratio Comparison
DIG has a 0.95% expense ratio, which is higher than DBC's 0.85% expense ratio.
Return for Risk
DIG vs. DBC — Risk / Return Rank
DIG
DBC
DIG vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Invesco DB Commodity Index Tracking Fund (DBC). 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.
| DIG | DBC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.77 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.36 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.17 | -1.32 |
Martin ratioReturn relative to average drawdown | 3.79 | 8.16 | -4.37 |
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
| DIG | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.77 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.77 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.57 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.11 | -0.10 |
Correlation
The correlation between DIG and DBC is 0.63, 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
DIG vs. DBC - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.34%, less than DBC's 2.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.34% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
DBC Invesco DB Commodity Index Tracking Fund | 2.57% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
DIG vs. DBC - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, which is greater than DBC's maximum drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for DIG and DBC.
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Drawdown Indicators
| DIG | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -76.36% | -20.68% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -10.99% | -24.41% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -27.34% | -18.68% |
Max Drawdown (10Y)Largest decline over 10 years | -92.53% | -41.71% | -50.82% |
Current DrawdownCurrent decline from peak | -45.64% | -25.10% | -20.54% |
Average DrawdownAverage peak-to-trough decline | -64.48% | -46.43% | -18.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 4.27% | +13.03% |
Volatility
DIG vs. DBC - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) has a higher volatility of 9.86% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 8.17%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIG | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 8.17% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 27.64% | 13.92% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.37% | 18.77% | +30.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.66% | 18.98% | +32.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.59% | 17.72% | +39.87% |