PortfoliosLab logoPortfoliosLab logo
DIG vs. DUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIG vs. DUG - Performance Comparison

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

Loading graphics...

DIG vs. DUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DUG
ProShares UltraShort Oil & Gas
-48.01%-18.63%-6.13%-2.28%-72.98%-68.12%-24.59%-23.47%36.14%-1.09%

Returns By Period

In the year-to-date period, DIG achieves a 85.56% return, which is significantly higher than DUG's -48.01% return. Over the past 10 years, DIG has outperformed DUG with an annualized return of 8.22%, while DUG has yielded a comparatively lower -34.12% 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%

DUG

1D
2.50%
1M
-17.63%
YTD
-48.01%
6M
-48.81%
1Y
-48.91%
3Y*
-28.53%
5Y*
-42.02%
10Y*
-34.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIG vs. DUG - Expense Ratio Comparison

Both DIG and DUG have an expense ratio of 0.95%.


Return for Risk

DIG vs. DUG — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 6666
Overall Rank
DIG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6969
Sortino Ratio Rank
DIG Omega Ratio Rank: 7070
Omega Ratio Rank
DIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIG Martin Ratio Rank: 4242
Martin Ratio Rank

DUG
DUG Risk / Return Rank: 11
Overall Rank
DUG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
DUG Sortino Ratio Rank: 00
Sortino Ratio Rank
DUG Omega Ratio Rank: 11
Omega Ratio Rank
DUG Calmar Ratio Rank: 11
Calmar Ratio Rank
DUG Martin Ratio Rank: 11
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. DUG - Risk-Adjusted Trends 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.


DIGDUGDifference

Sharpe ratio

Return per unit of total volatility

1.26

-1.00

+2.26

Sortino ratio

Return per unit of downside risk

1.68

-1.66

+3.34

Omega ratio

Gain probability vs. loss probability

1.25

0.82

+0.43

Calmar ratio

Return relative to maximum drawdown

1.85

-0.76

+2.61

Martin ratio

Return relative to average drawdown

3.79

-1.47

+5.26

DIG vs. DUG - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 1.26, which is higher than the DUG Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of DIG and DUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DIGDUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-1.00

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.82

+1.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

-0.58

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

-0.52

+0.53

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.


Dividends

DIG vs. DUG - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.34%, less than DUG's 5.31% yield.


TTM20252024202320222021202020192018201720162015
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%
DUG
ProShares UltraShort Oil & Gas
5.31%3.21%5.66%4.16%0.28%0.00%0.10%0.56%0.29%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 -99.92%. Use the drawdown chart below to compare losses from any high point for DIG and DUG.


Loading graphics...

Drawdown Indicators


DIGDUGDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-99.92%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

-65.94%

+30.54%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-94.45%

+48.43%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

-99.46%

+6.93%

Current Drawdown

Current decline from peak

-45.64%

-99.92%

+54.28%

Average Drawdown

Average peak-to-trough decline

-64.48%

-88.87%

+24.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

34.00%

-16.70%

Volatility

DIG vs. DUG - Volatility Comparison

ProShares Ultra Oil & Gas (DIG) and ProShares UltraShort Oil & Gas (DUG) have volatilities of 9.86% and 10.31%, 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.


Loading graphics...

Volatility by Period


DIGDUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

10.31%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

27.99%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

49.37%

49.25%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.66%

51.69%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.59%

58.60%

-1.01%