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DIG vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIG vs. IPDP - Performance Comparison

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

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DIG vs. IPDP - Yearly Performance Comparison


Returns By Period


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%

IPDP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIG vs. IPDP - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Return for Risk

DIG vs. IPDP — 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

IPDP
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. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Dividend Performers ETF (IPDP). 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.


DIGIPDPDifference

Sharpe ratio

Return per unit of total volatility

1.26

Sortino ratio

Return per unit of downside risk

1.68

Omega ratio

Gain probability vs. loss probability

1.25

Calmar ratio

Return relative to maximum drawdown

1.85

Martin ratio

Return relative to average drawdown

3.79

DIG vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DIGIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

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

Dividends

DIG vs. IPDP - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.34%, while IPDP 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%
IPDP
Dividend Performers ETF
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. IPDP - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DIG and IPDP.


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Drawdown Indicators


DIGIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

0.00%

-97.04%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

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%

0.00%

-45.64%

Average Drawdown

Average peak-to-trough decline

-64.48%

0.00%

-64.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

Volatility

DIG vs. IPDP - Volatility Comparison


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Volatility by Period


DIGIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

Volatility (1Y)

Calculated over the trailing 1-year period

49.37%

0.00%

+49.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.66%

0.00%

+51.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.59%

0.00%

+57.59%