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DIG vs. SHAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIG vs. SHAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Oil & Gas (DIG) and WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG). 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 42.45% return, which is significantly higher than SHAG's 0.38% return.


DIG

1D
2.73%
1M
-16.79%
YTD
42.45%
6M
45.21%
1Y
44.37%
3Y*
19.19%
5Y*
24.86%
10Y*
3.62%

SHAG

1D
-0.09%
1M
0.19%
YTD
0.38%
6M
0.52%
1Y
3.48%
3Y*
4.73%
5Y*
1.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIG vs. SHAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIG
ProShares Ultra Oil & Gas
42.45%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%37.50%
SHAG
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF
0.38%6.27%4.30%4.61%-6.37%-0.91%4.70%5.79%0.80%-0.23%

Correlation

The correlation between DIG and SHAG is -0.27, 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

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

-0.11

The correlation between DIG and SHAG shifts across timeframes, from -0.27 (1 year) to -0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DIG vs. SHAG — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 3131
Overall Rank
DIG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 2929
Sortino Ratio Rank
DIG Omega Ratio Rank: 2828
Omega Ratio Rank
DIG Calmar Ratio Rank: 3232
Calmar Ratio Rank
DIG Martin Ratio Rank: 3333
Martin Ratio Rank

SHAG
SHAG Risk / Return Rank: 5858
Overall Rank
SHAG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SHAG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SHAG Omega Ratio Rank: 6161
Omega Ratio Rank
SHAG Calmar Ratio Rank: 5353
Calmar Ratio Rank
SHAG Martin Ratio Rank: 5252
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. SHAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIGSHAGDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.58

2.54

-0.96

Martin ratioReturn relative to average drawdown

4.66

8.61

-3.95

DIG vs. SHAG - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 1.07, which is lower than the SHAG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DIG and SHAG, 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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Drawdowns

DIG vs. SHAG - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than SHAG's maximum drawdown of -9.62%. Use the drawdown chart below to compare losses from any high point for DIG and SHAG.


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Drawdown Indicators


DIGSHAGDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-9.62%

-87.42%

Max Drawdown (1Y)

Largest decline over 1 year

-28.23%

-1.38%

-26.85%

Max Drawdown (3Y)

Largest decline over 3 years

-42.41%

-1.38%

-41.03%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-9.62%

-36.40%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

Current Drawdown

Current decline from peak

-58.27%

-0.64%

-57.63%

Average Drawdown

Average peak-to-trough decline

-64.33%

-1.87%

-62.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

0.41%

+9.20%

Volatility

DIG vs. SHAG - Volatility Comparison

ProShares Ultra Oil & Gas (DIG) has a higher volatility of 13.98% compared to WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF (SHAG) at 0.62%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than SHAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGSHAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

0.62%

+13.36%

Volatility (6M)

Calculated over the trailing 6-month period

33.82%

1.40%

+32.42%

Volatility (1Y)

Calculated over the trailing 1-year period

41.81%

1.86%

+39.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.53%

2.76%

+48.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.87%

2.58%

+55.29%

DIG vs. SHAG - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than SHAG's 0.12% expense ratio.


Dividends

DIG vs. SHAG - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.75%, less than SHAG's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
DIG
ProShares Ultra Oil & Gas
1.75%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%
SHAG
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond ETF
4.28%4.33%4.49%3.04%1.38%0.92%2.33%2.71%2.56%0.77%0.00%0.00%

Frequently Asked Questions


DIG and SHAG have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIG has higher volatility (13.98%) compared to SHAG (0.62%). In terms of maximum drawdown, DIG dropped -97.04% vs SHAG's -9.62%.

On 5-year performance, DIG leads with 24.86% vs 1.62% for SHAG. On fees, SHAG is cheaper at 0.12% per year. On volatility, SHAG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIG has performed better with a 24.86% return vs 1.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHAG is cheaper with a 0.12% expense ratio, compared with 0.95% for DIG.

SHAG has the higher dividend yield at 4.28%, compared with 1.75% for DIG.

DIG is categorized as Leveraged Equities, while SHAG is Short-Term Bond. DIG tracks Dow Jones U.S. Oil & Gas Index (200%), while SHAG tracks Bloomberg U.S. Short Aggregate Enhanced Yield Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for DIG and 0.12% for SHAG.

SHAG currently has the higher Sharpe Ratio (1.88 vs 1.07), 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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