DIG vs. VDE
Compare and contrast key facts about ProShares Ultra Oil & Gas (DIG) and Vanguard Energy ETF (VDE).
DIG and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index (200%). It was launched on Jan 30, 2007. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both DIG and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DIG vs. VDE - Performance Comparison
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DIG vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 71.38% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
VDE Vanguard Energy ETF | 33.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Returns By Period
In the year-to-date period, DIG achieves a 71.38% return, which is significantly higher than VDE's 33.23% return. Over the past 10 years, DIG has underperformed VDE with an annualized return of 7.37%, while VDE has yielded a comparatively higher 10.83% annualized return.
DIG
- 1D
- -7.64%
- 1M
- 7.25%
- YTD
- 71.38%
- 6M
- 70.78%
- 1Y
- 47.64%
- 3Y*
- 20.73%
- 5Y*
- 34.16%
- 10Y*
- 7.37%
VDE
- 1D
- -3.61%
- 1M
- 4.27%
- YTD
- 33.23%
- 6M
- 34.21%
- 1Y
- 31.84%
- 3Y*
- 17.03%
- 5Y*
- 23.32%
- 10Y*
- 10.83%
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DIG vs. VDE - Expense Ratio Comparison
DIG has a 0.95% expense ratio, which is higher than VDE's 0.10% expense ratio.
Return for Risk
DIG vs. VDE — Risk / Return Rank
DIG
VDE
DIG vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.27 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.67 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.72 | -0.32 |
Martin ratioReturn relative to average drawdown | 2.86 | 4.92 | -2.06 |
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 | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.27 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.88 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.36 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.28 | -0.28 |
Correlation
The correlation between DIG and VDE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DIG vs. VDE - Dividend Comparison
DIG's dividend yield for the trailing twelve months is around 1.45%, less than VDE's 2.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.45% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
VDE Vanguard Energy ETF | 2.36% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
DIG vs. VDE - Drawdown Comparison
The maximum DIG drawdown since its inception was -97.04%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for DIG and VDE.
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Drawdown Indicators
| DIG | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.04% | -74.20% | -22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -18.91% | -16.49% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -26.58% | -19.44% |
Max Drawdown (10Y)Largest decline over 10 years | -92.53% | -69.29% | -23.24% |
Current DrawdownCurrent decline from peak | -49.79% | -5.74% | -44.05% |
Average DrawdownAverage peak-to-trough decline | -64.47% | -20.06% | -44.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.32% | 6.61% | +10.71% |
Volatility
DIG vs. VDE - Volatility Comparison
ProShares Ultra Oil & Gas (DIG) has a higher volatility of 12.95% compared to Vanguard Energy ETF (VDE) at 6.29%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIG | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.95% | 6.29% | +6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 28.78% | 14.31% | +14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.96% | 25.19% | +24.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.73% | 26.53% | +25.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.63% | 29.88% | +27.75% |