DUG vs. WTIU
DUG (ProShares UltraShort Oil & Gas) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both Leveraged Equities funds - DUG tracks the DJ Global United States (All) / Oil & Gas -IND (-200%) while WTIU tracks the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). Both are passively managed. Over the past 3 years, DUG returned -25.03%/yr vs 0.02%/yr for WTIU. Their -0.97 correlation means they have often moved in opposite directions in the past. Both charge a 0.95% expense ratio.
Performance
DUG vs. WTIU - Performance Comparison
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Returns By Period
In the year-to-date period, DUG achieves a -47.25% return, which is significantly lower than WTIU's 104.80% return.
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%
WTIU
- 1D
- 3.15%
- 1M
- 45.95%
- 6M
- 51.31%
- YTD
- 104.80%
- 1Y
- 114.64%
- 3Y*
- 0.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.33M | $1.11M | $2.13M | |
| $1.32M | $870.89K | $849.27K |
DUG vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | -47.25% | -18.63% | -6.13% | 4.21% |
WTIU MicroSectors Energy 3X Leveraged ETN | 104.80% | -17.13% | -29.63% | -28.45% |
Correlation
The correlation between DUG and WTIU is -0.96, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.96 |
Correlation (3Y) Balances recent behavior with more history. | -0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2023 | -0.97 |
The correlation between DUG and WTIU has been stable across timeframes, ranging from -0.97 to -0.96 - a consistent structural relationship.
DUG vs. WTIU - Sectors Allocation Comparison
Sectors
DUG
WTIU
Financial Services
-
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
-
Consumer Defensive
-
-
Energy
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
-
Utilities
-
-
Financial Services
DUG
WTIU
-
Basic Materials
DUG
-
WTIU
-
Communication Services
DUG
-
WTIU
-
Consumer Cyclical
DUG
-
WTIU
-
Consumer Defensive
DUG
-
WTIU
-
Energy
DUG
-
WTIU
Healthcare
DUG
-
WTIU
-
Industrials
DUG
-
WTIU
-
Real Estate
DUG
-
WTIU
-
Technology
DUG
-
WTIU
-
Utilities
DUG
-
WTIU
-
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Return for Risk
DUG vs. WTIU — Risk / Return Rank
DUG
WTIU
DUG vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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 | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.98 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.24 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.09 | -2.99 |
| Martin ratioReturn relative to average drawdown | -1.43 | 4.79 | -6.22 |
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Drawdowns
DUG vs. WTIU - Drawdown Comparison
The maximum DUG drawdown since its inception was -99.92%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for DUG and WTIU.
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Drawdown Indicators
| DUG | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -75.73% | -24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -57.00% | -48.11% | -8.89% |
Max Drawdown (3Y)Largest decline over 3 years | -65.94% | -75.73% | +9.79% |
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% | -27.41% | -72.51% |
Average DrawdownAverage peak-to-trough decline | -89.04% | -39.21% | -49.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.55% | 21.07% | +14.48% |
Volatility
DUG vs. WTIU - Volatility Comparison
The current volatility for ProShares UltraShort Oil & Gas (DUG) is 12.01%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 21.18%. This indicates that DUG experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUG | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.01% | 21.18% | -9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 33.36% | 57.82% | -24.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.16% | 69.90% | -27.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 70.86% | -19.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.79% | 70.86% | -12.07% |
DUG vs. WTIU - Expense Ratio Comparison
Both DUG and WTIU have an expense ratio of 0.95%.
Dividends
DUG vs. WTIU - Dividend Comparison
DUG's dividend yield for the trailing twelve months is around 4.54%, while WTIU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | 4.54% | 3.21% | 5.66% | 4.16% | 0.28% | 0.00% | 0.10% | 0.56% | 0.29% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUG and WTIU have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (21.18%) compared to DUG (12.01%). In terms of maximum drawdown, DUG dropped -99.92% vs WTIU's -75.73%.
On 3-year performance, WTIU leads with 0.02% vs -25.03% for DUG. Both ETFs have the same 0.95% expense ratio. On volatility, DUG has been the lower-risk option at 12.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTIU has performed better with a 0.02% return vs -25.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DUG and WTIU have the same expense ratio: 0.95% per year.
DUG has the higher dividend yield at 4.54%, compared with 0.00% for WTIU.
DUG tracks DJ Global United States (All) / Oil & Gas -IND (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.
WTIU currently has the higher Sharpe Ratio (1.44 vs -1.21), 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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