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 0.47 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
- -1.25%
- 1M
- 16.78%
- YTD
- -36.75%
- 6M
- -37.18%
- 1Y
- -42.58%
- 3Y*
- -26.36%
- 5Y*
- -36.37%
- 10Y*
- -31.35%
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUG vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUG ProShares UltraShort Oil & Gas | 9.31% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
Correlation
The correlation between DUG and NTSD is 0.47, 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 | 0.47 |
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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 | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | — | — |
| Martin ratioReturn relative to average drawdown | -1.34 | — | — |
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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 | -68.64% | — | — |
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 | -99.90% | -2.97% | -96.93% |
Average DrawdownAverage peak-to-trough decline | -88.98% | -1.09% | -87.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.81% | — | — |
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 | 14.09% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 33.47% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.82% | 25.11% | +16.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.52% | 25.11% | +26.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.84% | 25.11% | +33.73% |
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 4.36%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | 4.36% | 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 | 0.00% | 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 0.47, 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 4.36%, compared with 0.00% 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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