DIG vs. DUG
Compare and contrast key facts about ProShares Ultra Oil & Gas (DIG) and ProShares UltraShort Oil & Gas (DUG).
DIG and DUG 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. DUG is a passively managed fund by ProShares that tracks the performance of the DJ Global United States (All) / Oil & Gas -IND (-200%). It was launched on Jan 30, 2007. Both DIG and DUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIG or DUG.
Performance
DIG vs. DUG - Performance Comparison
Returns By Period
In the year-to-date period, DIG achieves a 26.93% return, which is significantly higher than DUG's -24.85% return. Over the past 10 years, DIG has outperformed DUG with an annualized return of -4.16%, while DUG has yielded a comparatively lower -27.52% annualized return.
DIG
26.93%
13.71%
7.40%
25.70%
11.67%
-4.16%
DUG
-24.85%
-12.28%
-10.08%
-24.52%
-46.87%
-27.52%
Key characteristics
| DIG | DUG | |
|---|---|---|
| Sharpe Ratio | 0.71 | -0.69 |
| Sortino Ratio | 1.15 | -0.88 |
| Omega Ratio | 1.14 | 0.90 |
| Calmar Ratio | 0.34 | -0.24 |
| Martin Ratio | 1.93 | -1.17 |
| Ulcer Index | 12.96% | 20.64% |
| Daily Std Dev | 35.13% | 34.97% |
| Max Drawdown | -97.04% | -99.86% |
| Current Drawdown | -64.14% | -99.85% |
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DIG vs. DUG - Expense Ratio Comparison
Both DIG and DUG have an expense ratio of 0.95%.
Correlation
The correlation between DIG and DUG is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
DIG vs. DUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and ProShares UltraShort Oil & Gas (DUG). 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.
Dividends
DIG vs. DUG - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 2.32%, less than DUG's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 2.32% | 0.61% | 1.33% | 2.24% | 3.19% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% | 0.87% | 0.43% |
DUG ProShares UltraShort Oil & Gas | 3.13% | 2.58% | 0.07% | 0.00% | 0.03% | 0.38% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DIG vs. DUG - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, roughly equal to the maximum DUG drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for DIG and DUG. For additional features, visit the drawdowns tool.
Volatility
DIG vs. DUG - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) and ProShares UltraShort Oil & Gas (DUG) have volatilities of 10.02% and 10.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.