DUG vs. BRKL
DUG (ProShares UltraShort Oil & Gas) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. DUG is passively managed, while BRKL is actively managed. Their 0.15 correlation means their historical movements had little consistent relationship. DUG charges 0.95%/yr vs 0.45%/yr for BRKL.
Performance
DUG vs. BRKL - Performance Comparison
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Returns By Period
DUG
- 1D
- -1.85%
- 1M
- -20.41%
- 6M
- -30.77%
- YTD
- -47.25%
- 1Y
- -52.73%
- 3Y*
- -25.03%
- 5Y*
- -40.83%
- 10Y*
- -32.74%
- ALL TIME*
- -30.09%
BRKL
- 1D
- 0.85%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $853.16 | $14.75K | $14.75K | |
| $1.33M | $1.11M | $2.13M |
DUG vs. BRKL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUG ProShares UltraShort Oil & Gas | -20.71% |
BRKL Corgi BRKB 2x Daily ETF | 1.48% |
Correlation
The correlation between DUG and BRKL is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | 0.15 |
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Return for Risk
DUG vs. BRKL — Risk / Return Rank
DUG
BRKL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DUG vs. BRKL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) and Corgi BRKB 2x Daily ETF (BRKL). 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.
| DUG | BRKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.79 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | — | — |
| Martin ratioReturn relative to average drawdown | -1.43 | — | — |
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Drawdowns
DUG vs. BRKL - Drawdown Comparison
The maximum DUG drawdown since its inception was -99.92%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for DUG and BRKL.
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Drawdown Indicators
| DUG | BRKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -7.03% | -92.89% |
Max Drawdown (1Y)Largest decline over 1 year | -57.00% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -94.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.46% | — | — |
Current DrawdownCurrent decline from peak | -99.92% | -0.13% | -99.79% |
Average DrawdownAverage peak-to-trough decline | -89.04% | -4.14% | -84.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.55% | — | — |
Volatility
DUG vs. BRKL - Volatility Comparison
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Volatility by Period
| DUG | BRKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 33.36% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 30.99% | +11.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 30.99% | +20.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.79% | 30.99% | +27.80% |
DUG vs. BRKL - Expense Ratio Comparison
DUG has a 0.95% expense ratio, which is higher than BRKL's 0.45% expense ratio.
Dividends
DUG vs. BRKL - Dividend Comparison
DUG's dividend yield for the trailing twelve months is around 4.54%, while BRKL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKL Corgi BRKB 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DUG ProShares UltraShort Oil & Gas | 4.54% | 3.21% | 5.66% | 4.16% | 0.28% | 0.00% | 0.10% | 0.56% | 0.29% |
Frequently Asked Questions
DUG and BRKL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRKL is cheaper with a 0.45% expense ratio, compared with 0.95% for DUG.
DUG has the higher dividend yield at 4.54%, compared with 0.00% for BRKL.
They also come from different issuers: ProShares and Corgi. Their fees differ too: 0.95% for DUG and 0.45% for BRKL.
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