DUG vs. RTXG
DUG (ProShares UltraShort Oil & Gas) and RTXG (Leverage Shares 2X Long RTX Daily ETF) are both Leveraged Equities funds. DUG is passively managed, while RTXG is actively managed. Over the past year, DUG returned -42.58% vs 41.48% for RTXG. At a correlation of -0.02, they often move in opposite directions. DUG charges 0.95%/yr vs 0.75%/yr for RTXG.
Performance
DUG vs. RTXG - Performance Comparison
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Returns By Period
In the year-to-date period, DUG achieves a -36.75% return, which is significantly lower than RTXG's -4.29% return.
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%
RTXG
- 1D
- 5.07%
- 1M
- 9.01%
- YTD
- -4.29%
- 6M
- -6.71%
- 1Y
- 41.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUG vs. RTXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DUG ProShares UltraShort Oil & Gas | -36.75% | -19.25% |
RTXG Leverage Shares 2X Long RTX Daily ETF | -4.29% | 60.90% |
Correlation
The correlation between DUG and RTXG is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | -0.02 |
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Return for Risk
DUG vs. RTXG — Risk / Return Rank
DUG
RTXG
DUG vs. RTXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) and Leverage Shares 2X Long RTX Daily ETF (RTXG). 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 | RTXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.18 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.11 | -1.86 |
| Martin ratioReturn relative to average drawdown | -1.34 | 2.78 | -4.12 |
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Drawdowns
DUG vs. RTXG - Drawdown Comparison
The maximum DUG drawdown since its inception was -99.92%, which is greater than RTXG's maximum drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for DUG and RTXG.
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Drawdown Indicators
| DUG | RTXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -37.49% | -62.43% |
Max Drawdown (1Y)Largest decline over 1 year | -57.00% | -37.49% | -19.51% |
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% | -26.83% | -73.07% |
Average DrawdownAverage peak-to-trough decline | -88.98% | -9.63% | -79.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.81% | 14.97% | +16.84% |
Volatility
DUG vs. RTXG - Volatility Comparison
The current volatility for ProShares UltraShort Oil & Gas (DUG) is 14.09%, while Leverage Shares 2X Long RTX Daily ETF (RTXG) has a volatility of 18.81%. This indicates that DUG experiences smaller price fluctuations and is considered to be less risky than RTXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUG | RTXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.09% | 18.81% | -4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 33.47% | 38.71% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.82% | 50.00% | -8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.52% | 50.19% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.84% | 50.19% | +8.65% |
DUG vs. RTXG - Expense Ratio Comparison
DUG has a 0.95% expense ratio, which is higher than RTXG's 0.75% expense ratio.
Dividends
DUG vs. RTXG - Dividend Comparison
DUG's dividend yield for the trailing twelve months is around 4.36%, less than RTXG's 6.65% yield.
| 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% |
RTXG Leverage Shares 2X Long RTX Daily ETF | 6.65% | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUG and RTXG have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTXG has higher volatility (18.81%) compared to DUG (14.09%). In terms of maximum drawdown, DUG dropped -99.92% vs RTXG's -37.49%.
On 1-year performance, RTXG leads with 41.48% vs -42.58% for DUG. On fees, RTXG is cheaper at 0.75% per year. On volatility, DUG has been the lower-risk option at 14.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RTXG has performed better with a 41.48% return vs -42.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RTXG is cheaper with a 0.75% expense ratio, compared with 0.95% for DUG.
RTXG has the higher dividend yield at 6.65%, compared with 4.36% for DUG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for DUG and 0.75% for RTXG.
RTXG currently has the higher Sharpe Ratio (0.83 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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