DIG vs. QURE
DIG (ProShares Ultra Oil & Gas) is Leveraged Equities fund tracking the Dow Jones U.S. Oil & Gas Index (200%), while QURE (uniQure N.V.) is a stock. Over the past 10 years, DIG returned 4.90%/yr vs 7.16%/yr for QURE. At a 0.14 correlation, their price movements are largely independent.
Performance
DIG vs. QURE - Performance Comparison
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Returns By Period
In the year-to-date period, DIG achieves a 66.82% return, which is significantly higher than QURE's 16.97% return. Over the past 10 years, DIG has underperformed QURE with an annualized return of 4.90%, while QURE has yielded a comparatively higher 7.16% annualized return.
DIG
- 1D
- 0.28%
- 1M
- -3.40%
- YTD
- 66.82%
- 6M
- 58.48%
- 1Y
- 98.04%
- 3Y*
- 24.00%
- 5Y*
- 28.36%
- 10Y*
- 4.90%
QURE
- 1D
- -6.33%
- 1M
- 32.28%
- YTD
- 16.97%
- 6M
- 23.09%
- 1Y
- 87.10%
- 3Y*
- 12.75%
- 5Y*
- -4.55%
- 10Y*
- 7.16%
DIG vs. QURE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 66.82% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
QURE uniQure N.V. | 16.97% | 35.50% | 160.86% | -70.14% | 9.31% | -42.60% | -49.58% | 148.65% | 47.12% | 249.82% |
Correlation
The correlation between DIG and QURE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2014 | 0.14 |
The correlation between DIG and QURE shifts across timeframes, from -0.07 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DIG vs. QURE — Risk / Return Rank
DIG
QURE
DIG vs. QURE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and uniQure N.V. (QURE). 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.
| DIG | QURE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 1.00 | +3.23 |
| Martin ratioReturn relative to average drawdown | 11.54 | 1.64 | +9.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIG | QURE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 0.32 | +2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.03 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.06 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.05 | -0.05 |
Drawdowns
DIG vs. QURE - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, roughly equal to the maximum QURE drawdown of -95.40%. Use the drawdown chart below to compare losses from any high point for DIG and QURE.
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Drawdown Indicators
| DIG | QURE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -95.40% | -1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.29% | -87.21% | +63.92% |
Max Drawdown (3Y)Largest decline over 3 years | -42.41% | -87.21% | +44.80% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -90.11% | +44.09% |
Max Drawdown (10Y)Largest decline over 10 years | -92.53% | -95.40% | +2.87% |
Current DrawdownCurrent decline from peak | -51.13% | -65.94% | +14.81% |
Average DrawdownAverage peak-to-trough decline | -64.36% | -56.58% | -7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.52% | 53.21% | -44.69% |
Volatility
DIG vs. QURE - Volatility Comparison
The current volatility for ProShares Ultra Oil & Gas (DIG) is 16.57%, while uniQure N.V. (QURE) has a volatility of 28.41%. This indicates that DIG experiences smaller price fluctuations and is considered to be less risky than QURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIG | QURE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.57% | 28.41% | -11.84% |
Volatility (6M)Calculated over the trailing 6-month period | 33.00% | 92.96% | -59.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.83% | 273.20% | -232.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.59% | 154.07% | -102.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.80% | 119.92% | -62.12% |
Dividends
DIG vs. QURE - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.49%, while QURE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.49% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
QURE uniQure N.V. | 0.00% | 0.00% | 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 QURE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QURE has higher volatility (28.41%) compared to DIG (16.57%). In terms of maximum drawdown, DIG dropped -97.04% vs QURE's -95.40%.
DIG currently has the higher Sharpe Ratio (2.43 vs 0.32), 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.
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