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LTL vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LTL and DGRO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LTL vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
121.91%
218.85%
LTL
DGRO

Key characteristics

Sharpe Ratio

LTL:

2.36

DGRO:

1.91

Sortino Ratio

LTL:

2.83

DGRO:

2.69

Omega Ratio

LTL:

1.39

DGRO:

1.35

Calmar Ratio

LTL:

4.14

DGRO:

3.15

Martin Ratio

LTL:

17.69

DGRO:

11.43

Ulcer Index

LTL:

4.03%

DGRO:

1.63%

Daily Std Dev

LTL:

30.18%

DGRO:

9.75%

Max Drawdown

LTL:

-80.20%

DGRO:

-35.10%

Current Drawdown

LTL:

-8.40%

DGRO:

-4.91%

Returns By Period

In the year-to-date period, LTL achieves a 68.92% return, which is significantly higher than DGRO's 16.70% return. Over the past 10 years, LTL has underperformed DGRO with an annualized return of 9.30%, while DGRO has yielded a comparatively higher 11.26% annualized return.


LTL

YTD

68.92%

1M

0.49%

6M

28.32%

1Y

68.73%

5Y*

16.95%

10Y*

9.30%

DGRO

YTD

16.70%

1M

-2.05%

6M

7.52%

1Y

17.72%

5Y*

10.51%

10Y*

11.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LTL vs. DGRO - Expense Ratio Comparison

LTL has a 0.95% expense ratio, which is higher than DGRO's 0.08% expense ratio.


LTL
ProShares Ultra Telecommunications
Expense ratio chart for LTL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

LTL vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for LTL, currently valued at 2.36, compared to the broader market0.002.004.002.361.91
The chart of Sortino ratio for LTL, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.832.69
The chart of Omega ratio for LTL, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.35
The chart of Calmar ratio for LTL, currently valued at 4.14, compared to the broader market0.005.0010.0015.004.143.15
The chart of Martin ratio for LTL, currently valued at 17.69, compared to the broader market0.0020.0040.0060.0080.00100.0017.6911.43
LTL
DGRO

The current LTL Sharpe Ratio is 2.36, which is comparable to the DGRO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LTL and DGRO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.36
1.91
LTL
DGRO

Dividends

LTL vs. DGRO - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 0.24%, less than DGRO's 2.26% yield.


TTM20232022202120202019201820172016201520142013
LTL
ProShares Ultra Telecommunications
0.24%0.98%2.01%1.14%1.57%0.83%1.99%1.95%0.93%1.55%0.77%0.82%
DGRO
iShares Core Dividend Growth ETF
2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%

Drawdowns

LTL vs. DGRO - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LTL and DGRO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.40%
-4.91%
LTL
DGRO

Volatility

LTL vs. DGRO - Volatility Comparison

ProShares Ultra Telecommunications (LTL) has a higher volatility of 9.73% compared to iShares Core Dividend Growth ETF (DGRO) at 3.52%. This indicates that LTL's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.73%
3.52%
LTL
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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