DUG vs. NTSD
DUG (ProShares UltraShort Oil & Gas) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. DUG is passively managed, while NTSD is actively managed. At a 0.48 correlation, their price movements are largely independent. DUG charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
DUG vs. NTSD - Performance Comparison
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Returns By Period
DUG
- 1D
- -2.01%
- 1M
- -7.41%
- 6M
- -34.44%
- YTD
- -42.53%
- 1Y
- -47.75%
- 3Y*
- -26.25%
- 5Y*
- -40.27%
- 10Y*
- -31.37%
NTSD
- 1D
- -1.11%
- 1M
- -0.08%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUG vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUG ProShares UltraShort Oil & Gas | -0.67% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 18.50% |
Correlation
The correlation between DUG and NTSD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.48 |
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Return for Risk
DUG vs. NTSD — Risk / Return Rank
DUG
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DUG vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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 | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.81 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | — | — |
| Martin ratioReturn relative to average drawdown | -1.41 | — | — |
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Drawdowns
DUG vs. NTSD - Drawdown Comparison
The maximum DUG drawdown since its inception was -99.92%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for DUG and NTSD.
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Drawdown Indicators
| DUG | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -5.58% | -94.34% |
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 | -99.91% | -1.28% | -98.63% |
Average DrawdownAverage peak-to-trough decline | -89.02% | -1.13% | -87.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.80% | — | — |
Volatility
DUG vs. NTSD - Volatility Comparison
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Volatility by Period
| DUG | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.60% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 33.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.96% | 23.24% | +18.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.35% | 23.24% | +28.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.80% | 23.24% | +35.56% |
DUG vs. NTSD - Expense Ratio Comparison
DUG has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
DUG vs. NTSD - Dividend Comparison
DUG's dividend yield for the trailing twelve months is around 4.17%, more than NTSD's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | 4.17% | 3.21% | 5.66% | 4.16% | 0.28% | 0.00% | 0.10% | 0.56% | 0.29% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUG and NTSD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for DUG.
DUG has the higher dividend yield at 4.17%, compared with 0.14% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for DUG and 0.35% for NTSD.
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