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DOG vs. DXD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOG and DXD is -0.93. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.9

Performance

DOG vs. DXD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and ProShares UltraShort Dow30 (DXD). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%NovemberDecember2025FebruaryMarchApril
-86.53%
-99.19%
DOG
DXD

Key characteristics

Sharpe Ratio

DOG:

-0.02

DXD:

-0.22

Sortino Ratio

DOG:

0.09

DXD:

-0.08

Omega Ratio

DOG:

1.01

DXD:

0.99

Calmar Ratio

DOG:

-0.00

DXD:

-0.07

Martin Ratio

DOG:

-0.05

DXD:

-0.46

Ulcer Index

DOG:

7.23%

DXD:

15.99%

Daily Std Dev

DOG:

17.00%

DXD:

33.79%

Max Drawdown

DOG:

-92.08%

DXD:

-99.62%

Current Drawdown

DOG:

-91.04%

DXD:

-99.53%

Returns By Period

In the year-to-date period, DOG achieves a 6.37% return, which is significantly lower than DXD's 9.63% return. Over the past 10 years, DOG has outperformed DXD with an annualized return of -9.92%, while DXD has yielded a comparatively lower -22.27% annualized return.


DOG

YTD

6.37%

1M

5.33%

6M

6.91%

1Y

0.21%

5Y*

-10.09%

10Y*

-9.92%

DXD

YTD

9.63%

1M

8.87%

6M

9.57%

1Y

-6.39%

5Y*

-22.76%

10Y*

-22.27%

*Annualized

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DOG vs. DXD - Expense Ratio Comparison

Both DOG and DXD have an expense ratio of 0.95%.


Expense ratio chart for DOG: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DOG: 0.95%
Expense ratio chart for DXD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DXD: 0.95%

Risk-Adjusted Performance

DOG vs. DXD — Risk-Adjusted Performance Rank

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

DOG
The Risk-Adjusted Performance Rank of DOG is 2121
Overall Rank
The Sharpe Ratio Rank of DOG is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DOG is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DOG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DOG is 2222
Calmar Ratio Rank
The Martin Ratio Rank of DOG is 2121
Martin Ratio Rank

DXD
The Risk-Adjusted Performance Rank of DXD is 1414
Overall Rank
The Sharpe Ratio Rank of DXD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DXD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DXD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DXD is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DXD is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOG vs. DXD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and ProShares UltraShort Dow30 (DXD). 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.


The chart of Sharpe ratio for DOG, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.00
DOG: -0.02
DXD: -0.22
The chart of Sortino ratio for DOG, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.00
DOG: 0.09
DXD: -0.08
The chart of Omega ratio for DOG, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
DOG: 1.01
DXD: 0.99
The chart of Calmar ratio for DOG, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.0012.00
DOG: -0.00
DXD: -0.07
The chart of Martin ratio for DOG, currently valued at -0.05, compared to the broader market0.0020.0040.0060.00
DOG: -0.05
DXD: -0.46

The current DOG Sharpe Ratio is -0.02, which is higher than the DXD Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of DOG and DXD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.02
-0.22
DOG
DXD

Dividends

DOG vs. DXD - Dividend Comparison

DOG's dividend yield for the trailing twelve months is around 4.93%, less than DXD's 5.36% yield.


TTM20242023202220212020201920182017
DOG
ProShares Short Dow30
4.93%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.03%
DXD
ProShares UltraShort Dow30
5.36%5.91%3.87%0.25%0.00%0.31%1.76%1.15%0.12%

Drawdowns

DOG vs. DXD - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.08%, smaller than the maximum DXD drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for DOG and DXD. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-91.04%
-99.53%
DOG
DXD

Volatility

DOG vs. DXD - Volatility Comparison

The current volatility for ProShares Short Dow30 (DOG) is 12.34%, while ProShares UltraShort Dow30 (DXD) has a volatility of 24.67%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than DXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.34%
24.67%
DOG
DXD