PortfoliosLab logoPortfoliosLab logo
DIG vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIG vs. XDQQ - Performance Comparison

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

Loading graphics...

DIG vs. XDQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DIG
ProShares Ultra Oil & Gas
71.38%2.73%0.93%-13.04%125.34%24.84%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
-5.48%13.75%31.47%30.15%-33.74%18.29%

Returns By Period

In the year-to-date period, DIG achieves a 71.38% return, which is significantly higher than XDQQ's -5.48% 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%

XDQQ

1D
1.03%
1M
-5.50%
YTD
-5.48%
6M
-1.65%
1Y
16.74%
3Y*
17.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIG vs. XDQQ - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

DIG vs. XDQQ — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 4747
Overall Rank
DIG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
DIG Omega Ratio Rank: 5252
Omega Ratio Rank
DIG Calmar Ratio Rank: 5151
Calmar Ratio Rank
DIG Martin Ratio Rank: 3131
Martin Ratio Rank

XDQQ
XDQQ Risk / Return Rank: 4848
Overall Rank
XDQQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5050
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5757
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. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


DIGXDQQDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.78

+0.17

Sortino ratio

Return per unit of downside risk

1.41

1.27

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.40

1.38

+0.02

Martin ratio

Return relative to average drawdown

2.86

6.03

-3.17

DIG vs. XDQQ - Sharpe Ratio Comparison

The current DIG Sharpe Ratio is 0.96, which is comparable to the XDQQ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DIG and XDQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DIGXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.78

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.38

-0.38

Correlation

The correlation between DIG and XDQQ is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DIG vs. XDQQ - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.45%, while XDQQ has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
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. XDQQ - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for DIG and XDQQ.


Loading graphics...

Drawdown Indicators


DIGXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-35.63%

-61.41%

Max Drawdown (1Y)

Largest decline over 1 year

-35.40%

-12.64%

-22.76%

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

-49.79%

-7.84%

-41.95%

Average Drawdown

Average peak-to-trough decline

-64.47%

-11.14%

-53.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.32%

2.88%

+14.44%

Volatility

DIG vs. XDQQ - Volatility Comparison

ProShares Ultra Oil & Gas (DIG) has a higher volatility of 12.95% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that DIG's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DIGXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

7.13%

+5.82%

Volatility (6M)

Calculated over the trailing 6-month period

28.78%

12.80%

+15.98%

Volatility (1Y)

Calculated over the trailing 1-year period

49.96%

21.42%

+28.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.73%

19.95%

+31.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.63%

19.95%

+37.68%