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MZZ vs. DIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MZZ vs. DIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MidCap400 (MZZ) and ProShares Ultra Oil & Gas (DIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MZZ achieves a -20.20% return, which is significantly lower than DIG's 59.93% return. Over the past 10 years, MZZ has underperformed DIG with an annualized return of -24.84%, while DIG has yielded a comparatively higher 4.00% annualized return.


MZZ

1D
3.69%
1M
2.05%
YTD
-20.20%
6M
-19.44%
1Y
-32.48%
3Y*
-22.27%
5Y*
-16.07%
10Y*
-24.84%

DIG

1D
-4.13%
1M
1.09%
YTD
59.93%
6M
53.07%
1Y
90.41%
3Y*
21.65%
5Y*
27.28%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MZZ vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MZZ
ProShares UltraShort MidCap400
-20.20%-14.68%-17.75%-23.67%13.02%-42.14%-53.08%-38.03%22.83%-27.72%
DIG
ProShares Ultra Oil & Gas
59.93%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%

Correlation

The correlation between MZZ and DIG is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.34

Correlation (5Y)
Calculated over the trailing 5-year period

-0.44

Correlation (10Y)
Calculated over the trailing 10-year period

-0.53

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

-0.64

Over the past year, the inverse relationship between MZZ and DIG has weakened: their correlation has moved from -0.64 to -0.09, meaning they move in opposite directions less often than they have historically.

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Return for Risk

MZZ vs. DIG — Risk / Return Rank

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

MZZ
MZZ Risk / Return Rank: 11
Overall Rank
MZZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MZZ Sortino Ratio Rank: 22
Sortino Ratio Rank
MZZ Omega Ratio Rank: 22
Omega Ratio Rank
MZZ Calmar Ratio Rank: 11
Calmar Ratio Rank
MZZ Martin Ratio Rank: 11
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 6464
Overall Rank
DIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 5858
Sortino Ratio Rank
DIG Omega Ratio Rank: 5555
Omega Ratio Rank
DIG Calmar Ratio Rank: 7878
Calmar Ratio Rank
DIG Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MZZ vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MidCap400 (MZZ) and ProShares Ultra Oil & Gas (DIG). 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.


MZZDIGDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-4.07

Omega ratioGain probability vs. loss probability

0.83

1.33

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.92

3.90

-4.82

Martin ratioReturn relative to average drawdown

-1.60

10.56

-12.16

MZZ vs. DIG - Sharpe Ratio Comparison

The current MZZ Sharpe Ratio is -1.04, which is lower than the DIG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of MZZ and DIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MZZDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

2.22

-3.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.53

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

0.07

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.00

-0.59

Drawdowns

MZZ vs. DIG - Drawdown Comparison

The maximum MZZ drawdown since its inception was -99.90%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for MZZ and DIG.


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Drawdown Indicators


MZZDIGDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-97.04%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-35.62%

-23.29%

-12.33%

Max Drawdown (3Y)

Largest decline over 3 years

-62.37%

-42.41%

-19.96%

Max Drawdown (5Y)

Largest decline over 5 years

-68.83%

-46.02%

-22.81%

Max Drawdown (10Y)

Largest decline over 10 years

-95.13%

-92.53%

-2.60%

Current Drawdown

Current decline from peak

-99.89%

-53.15%

-46.74%

Average Drawdown

Average peak-to-trough decline

-86.08%

-64.36%

-21.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.27%

8.59%

+11.68%

Volatility

MZZ vs. DIG - Volatility Comparison

The current volatility for ProShares UltraShort MidCap400 (MZZ) is 8.39%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 14.60%. This indicates that MZZ experiences smaller price fluctuations and is considered to be less risky than DIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MZZDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

14.60%

-6.21%

Volatility (6M)

Calculated over the trailing 6-month period

23.21%

33.16%

-9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.28%

40.87%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.18%

51.60%

-12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.38%

57.80%

-16.42%

MZZ vs. DIG - Expense Ratio Comparison

Both MZZ and DIG have an expense ratio of 0.95%.


Dividends

MZZ vs. DIG - Dividend Comparison

MZZ's dividend yield for the trailing twelve months is around 6.50%, more than DIG's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
DIG
ProShares Ultra Oil & Gas
1.56%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%
MZZ
ProShares UltraShort MidCap400
6.50%5.27%6.36%4.52%0.25%0.00%0.22%1.53%0.53%0.00%0.00%0.00%

Frequently Asked Questions


MZZ and DIG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIG has higher volatility (14.60%) compared to MZZ (8.39%). In terms of maximum drawdown, MZZ dropped -99.90% vs DIG's -97.04%.

On 10-year performance, DIG leads with 4.00% vs -24.84% for MZZ. Both ETFs have the same 0.95% expense ratio. On volatility, MZZ has been the lower-risk option at 8.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DIG has performed better with a 4.00% return vs -24.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MZZ and DIG have the same expense ratio: 0.95% per year.

MZZ has the higher dividend yield at 6.50%, compared with 1.56% for DIG.

MZZ tracks S&P MidCap 400 Index (-200%), while DIG tracks Dow Jones U.S. Oil & Gas Index (200%).

DIG currently has the higher Sharpe Ratio (2.22 vs -1.04), 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.

Portfolio Optimizer

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