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DIG vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIG vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Oil & Gas (DIG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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DIG vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DIG
ProShares Ultra Oil & Gas
85.56%2.73%0.93%-13.04%125.34%23.95%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%

Returns By Period

In the year-to-date period, DIG achieves a 85.56% return, which is significantly higher than IFED's -10.70% 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%

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIG vs. IFED - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

DIG vs. IFED — 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

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


DIGIFEDDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.29

+0.97

Sortino ratio

Return per unit of downside risk

1.68

0.52

+1.17

Omega ratio

Gain probability vs. loss probability

1.25

1.07

+0.18

Calmar ratio

Return relative to maximum drawdown

1.85

0.39

+1.46

Martin ratio

Return relative to average drawdown

3.79

1.24

+2.55

DIG vs. IFED - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 1.26, which is higher than the IFED Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of DIG and IFED, 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


DIGIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.29

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.58

-0.57

Correlation

The correlation between DIG and IFED is 0.43, 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. IFED - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.34%, while IFED has not paid dividends to shareholders.


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%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIG vs. IFED - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for DIG and IFED.


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Drawdown Indicators


DIGIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-22.36%

-74.68%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

-14.65%

-20.75%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

Current Drawdown

Current decline from peak

-45.64%

-12.52%

-33.12%

Average Drawdown

Average peak-to-trough decline

-64.48%

-5.70%

-58.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

4.64%

+12.66%

Volatility

DIG vs. IFED - Volatility Comparison

ProShares Ultra Oil & Gas (DIG) has a higher volatility of 9.86% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.91%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

4.91%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

10.83%

+16.81%

Volatility (1Y)

Calculated over the trailing 1-year period

49.37%

18.80%

+30.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.66%

19.72%

+31.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.59%

19.72%

+37.87%