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. A 0.54 correlation means they provide meaningful diversification when combined. DUG charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
DUG vs. NTSD - Performance Comparison
Loading charts...
Returns By Period
DUG
- 1D
- -2.67%
- 1M
- 1.02%
- YTD
- -44.70%
- 6M
- -42.64%
- 1Y
- -53.44%
- 3Y*
- -28.46%
- 5Y*
- -38.28%
- 10Y*
- -32.42%
NTSD
- 1D
- -1.11%
- 1M
- 7.13%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUG vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUG ProShares UltraShort Oil & Gas | -1.25% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 17.91% |
Correlation
The correlation between DUG and NTSD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.54 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DUG vs. NTSD — Risk / Return Rank
DUG
NTSD
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.
| DUG | NTSD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.31 | — | — |
Sortino ratioReturn per unit of downside risk | -2.28 | — | — |
Omega ratioGain probability vs. loss probability | 0.77 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.89 | — | — |
Martin ratioReturn relative to average drawdown | -1.60 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DUG | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.31 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | 5.08 | -5.59 |
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 -5.20%. Use the drawdown chart below to compare losses from any high point for DUG and NTSD.
Loading charts...
Drawdown Indicators
| DUG | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -5.20% | -94.72% |
Max Drawdown (1Y)Largest decline over 1 year | -59.89% | — | — |
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 | -99.92% | -1.11% | -98.81% |
Average DrawdownAverage peak-to-trough decline | -88.97% | -0.84% | -88.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.39% | — | — |
Volatility
DUG vs. NTSD - Volatility Comparison
Loading charts...
Volatility by Period
| DUG | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 32.96% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.91% | 24.28% | +16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.59% | 24.28% | +27.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.81% | 24.28% | +34.53% |
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 4.99%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | 4.99% | 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 0.54, 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 4.99%, 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.
Find the right allocation for DUG and NTSD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer