NRGU vs. DIG
Compare and contrast key facts about MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and ProShares Ultra Oil & Gas (DIG).
NRGU and DIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NRGU is a passively managed fund by BMO that tracks the performance of the Solactive MicroSectors U.S. Big Oil Index (-300%). It was launched on Apr 9, 2019. DIG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index (200%). It was launched on Jan 30, 2007. Both NRGU and DIG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NRGU vs. DIG - Performance Comparison
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NRGU vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 139.49% | -33.00% |
DIG ProShares Ultra Oil & Gas | 71.38% | -11.23% |
Returns By Period
In the year-to-date period, NRGU achieves a 139.49% return, which is significantly higher than DIG's 71.38% return.
NRGU
- 1D
- -10.75%
- 1M
- 24.81%
- YTD
- 139.49%
- 6M
- 107.68%
- 1Y
- 69.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIG
- 1D
- -7.64%
- 1M
- 7.25%
- YTD
- 71.38%
- 6M
- 70.78%
- 1Y
- 47.64%
- 3Y*
- 20.73%
- 5Y*
- 34.16%
- 10Y*
- 7.37%
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NRGU vs. DIG - Expense Ratio Comparison
Both NRGU and DIG have an expense ratio of 0.95%.
Return for Risk
NRGU vs. DIG — Risk / Return Rank
NRGU
DIG
NRGU vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) 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.
| NRGU | DIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.96 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.41 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.64 | 2.86 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NRGU | DIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.96 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.00 | +0.61 |
Correlation
The correlation between NRGU and DIG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NRGU vs. DIG - Dividend Comparison
NRGU has not paid dividends to shareholders, while DIG's dividend yield for the trailing twelve months is around 1.45%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIG ProShares Ultra Oil & Gas | 1.45% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
Drawdowns
NRGU vs. DIG - Drawdown Comparison
The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for NRGU and DIG.
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Drawdown Indicators
| NRGU | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.50% | -97.04% | +39.54% |
Max Drawdown (1Y)Largest decline over 1 year | -55.24% | -35.40% | -19.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.53% | — |
Current DrawdownCurrent decline from peak | -17.40% | -49.79% | +32.39% |
Average DrawdownAverage peak-to-trough decline | -25.38% | -64.47% | +39.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.12% | 17.32% | +9.80% |
Volatility
NRGU vs. DIG - Volatility Comparison
MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a higher volatility of 23.31% compared to ProShares Ultra Oil & Gas (DIG) at 12.95%. This indicates that NRGU's price experiences larger fluctuations and is considered to be riskier 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
| NRGU | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.31% | 12.95% | +10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 50.27% | 28.78% | +21.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.18% | 49.96% | +38.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.12% | 51.73% | +35.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.12% | 57.63% | +29.49% |