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DXD vs. DOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXD and DOG is -0.93. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.9

Performance

DXD vs. DOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Dow30 (DXD) and ProShares Short Dow30 (DOG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%NovemberDecember2025FebruaryMarchApril
-99.19%
-86.53%
DXD
DOG

Key characteristics

Sharpe Ratio

DXD:

-0.18

DOG:

0.02

Sortino Ratio

DXD:

-0.02

DOG:

0.15

Omega Ratio

DXD:

1.00

DOG:

1.02

Calmar Ratio

DXD:

-0.06

DOG:

0.00

Martin Ratio

DXD:

-0.38

DOG:

0.05

Ulcer Index

DXD:

16.01%

DOG:

7.25%

Daily Std Dev

DXD:

33.79%

DOG:

17.00%

Max Drawdown

DXD:

-99.62%

DOG:

-92.08%

Current Drawdown

DXD:

-99.53%

DOG:

-91.04%

Returns By Period

In the year-to-date period, DXD achieves a 9.63% return, which is significantly higher than DOG's 6.37% return. Over the past 10 years, DXD has underperformed DOG with an annualized return of -22.21%, while DOG has yielded a comparatively higher -9.89% annualized return.


DXD

YTD

9.63%

1M

8.03%

6M

8.11%

1Y

-8.28%

5Y*

-22.74%

10Y*

-22.21%

DOG

YTD

6.37%

1M

4.90%

6M

6.16%

1Y

-0.80%

5Y*

-10.08%

10Y*

-9.89%

*Annualized

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DXD vs. DOG - Expense Ratio Comparison

Both DXD and DOG have an expense ratio of 0.95%.


Expense ratio chart for DXD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DXD: 0.95%
Expense ratio chart for DOG: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DOG: 0.95%

Risk-Adjusted Performance

DXD vs. DOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXD
The Risk-Adjusted Performance Rank of DXD is 1313
Overall Rank
The Sharpe Ratio Rank of DXD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of DXD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DXD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DXD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DXD is 1313
Martin Ratio Rank

DOG
The Risk-Adjusted Performance Rank of DOG is 2020
Overall Rank
The Sharpe Ratio Rank of DOG is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DOG is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DOG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DOG is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DOG is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DXD vs. DOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Dow30 (DXD) and ProShares Short Dow30 (DOG). 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.


The chart of Sharpe ratio for DXD, currently valued at -0.18, compared to the broader market-1.000.001.002.003.004.00
DXD: -0.18
DOG: 0.02
The chart of Sortino ratio for DXD, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.00
DXD: -0.02
DOG: 0.15
The chart of Omega ratio for DXD, currently valued at 1.00, compared to the broader market0.501.001.502.00
DXD: 1.00
DOG: 1.02
The chart of Calmar ratio for DXD, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
DXD: -0.06
DOG: 0.00
The chart of Martin ratio for DXD, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
DXD: -0.38
DOG: 0.05

The current DXD Sharpe Ratio is -0.18, which is lower than the DOG Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of DXD and DOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.18
0.02
DXD
DOG

Dividends

DXD vs. DOG - Dividend Comparison

DXD's dividend yield for the trailing twelve months is around 5.36%, more than DOG's 4.93% yield.


TTM20242023202220212020201920182017
DXD
ProShares UltraShort Dow30
5.36%5.91%3.87%0.25%0.00%0.30%1.77%1.16%0.13%
DOG
ProShares Short Dow30
4.93%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.03%

Drawdowns

DXD vs. DOG - Drawdown Comparison

The maximum DXD drawdown since its inception was -99.62%, which is greater than DOG's maximum drawdown of -92.08%. Use the drawdown chart below to compare losses from any high point for DXD and DOG. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-99.53%
-91.04%
DXD
DOG

Volatility

DXD vs. DOG - Volatility Comparison

ProShares UltraShort Dow30 (DXD) has a higher volatility of 24.67% compared to ProShares Short Dow30 (DOG) at 12.34%. This indicates that DXD's price experiences larger fluctuations and is considered to be riskier than DOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.67%
12.34%
DXD
DOG