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DIG vs. NVDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIG vs. NVDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Oil & Gas (DIG) and Leverage Shares 2X Long NVDA Daily ETF (NVDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIG achieves a 66.35% return, which is significantly higher than NVDG's 18.93% return.


DIG

1D
2.57%
1M
-3.48%
YTD
66.35%
6M
59.45%
1Y
90.00%
3Y*
23.37%
5Y*
28.29%
10Y*
5.32%

NVDG

1D
-7.35%
1M
14.07%
YTD
18.93%
6M
26.05%
1Y
83.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIG vs. NVDG - Yearly Performance Comparison


2026 (YTD)20252024
DIG
ProShares Ultra Oil & Gas
66.35%2.73%-6.66%
NVDG
Leverage Shares 2X Long NVDA Daily ETF
18.93%32.45%-0.75%

Correlation

The correlation between DIG and NVDG is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2024

0.03

The correlation between DIG and NVDG shifts across timeframes, from -0.15 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DIG vs. NVDG — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 6161
Overall Rank
DIG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 5353
Sortino Ratio Rank
DIG Omega Ratio Rank: 5252
Omega Ratio Rank
DIG Calmar Ratio Rank: 7676
Calmar Ratio Rank
DIG Martin Ratio Rank: 5959
Martin Ratio Rank

NVDG
NVDG Risk / Return Rank: 3434
Overall Rank
NVDG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NVDG Sortino Ratio Rank: 3535
Sortino Ratio Rank
NVDG Omega Ratio Rank: 3333
Omega Ratio Rank
NVDG Calmar Ratio Rank: 3939
Calmar Ratio Rank
NVDG Martin Ratio Rank: 3030
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. NVDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Leverage Shares 2X Long NVDA Daily ETF (NVDG). 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.


DIGNVDGDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

3.89

1.96

+1.93

Martin ratioReturn relative to average drawdown

10.65

4.44

+6.20

DIG vs. NVDG - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 2.22, which is higher than the NVDG Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DIG and NVDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DIGNVDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.24

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.40

-0.40

Drawdowns

DIG vs. NVDG - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than NVDG's maximum drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for DIG and NVDG.


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Drawdown Indicators


DIGNVDGDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-66.19%

-30.85%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-42.72%

+19.43%

Max Drawdown (3Y)

Largest decline over 3 years

-42.41%

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

-51.27%

-18.34%

-32.93%

Average Drawdown

Average peak-to-trough decline

-64.37%

-23.07%

-41.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

18.77%

-10.28%

Volatility

DIG vs. NVDG - Volatility Comparison

The current volatility for ProShares Ultra Oil & Gas (DIG) is 16.56%, while Leverage Shares 2X Long NVDA Daily ETF (NVDG) has a volatility of 25.14%. This indicates that DIG experiences smaller price fluctuations and is considered to be less risky than NVDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGNVDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.56%

25.14%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

33.14%

50.15%

-17.01%

Volatility (1Y)

Calculated over the trailing 1-year period

40.88%

67.81%

-26.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.59%

90.72%

-39.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.81%

90.72%

-32.91%

DIG vs. NVDG - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than NVDG's 0.75% expense ratio.


Dividends

DIG vs. NVDG - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.50%, less than NVDG's 9.93% yield.


PositionTTM20252024202320222021202020192018201720162015
DIG
ProShares Ultra Oil & Gas
1.50%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%
NVDG
Leverage Shares 2X Long NVDA Daily ETF
9.93%11.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIG and NVDG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDG has higher volatility (25.14%) compared to DIG (16.56%). In terms of maximum drawdown, DIG dropped -97.04% vs NVDG's -66.19%.

On 1-year performance, DIG leads with 90.00% vs 83.14% for NVDG. On fees, NVDG is cheaper at 0.75% per year. On volatility, DIG has been the lower-risk option at 16.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIG has performed better with a 90.00% return vs 83.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NVDG is cheaper with a 0.75% expense ratio, compared with 0.95% for DIG.

NVDG has the higher dividend yield at 9.93%, compared with 1.50% for DIG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for DIG and 0.75% for NVDG.

DIG currently has the higher Sharpe Ratio (2.22 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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