PILL vs. DIG
Compare and contrast key facts about Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and ProShares Ultra Oil & Gas (DIG).
PILL and DIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PILL is a passively managed fund by Direxion that tracks the performance of the Dynamic Pharmaceuticals Intellidex Index. It was launched on Nov 15, 2017. 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 PILL 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
PILL vs. DIG - Performance Comparison
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PILL vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares | -16.82% | 75.14% | -7.26% | -12.06% | -43.16% | -37.33% | 0.28% | 19.26% | -21.15% | 16.39% |
DIG ProShares Ultra Oil & Gas | 85.56% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | 16.18% |
Returns By Period
In the year-to-date period, PILL achieves a -16.82% return, which is significantly lower than DIG's 85.56% return.
PILL
- 1D
- 14.57%
- 1M
- -19.95%
- YTD
- -16.82%
- 6M
- 27.09%
- 1Y
- 42.90%
- 3Y*
- 7.50%
- 5Y*
- -13.42%
- 10Y*
- —
DIG
- 1D
- -2.11%
- 1M
- 20.66%
- YTD
- 85.56%
- 6M
- 84.85%
- 1Y
- 61.85%
- 3Y*
- 23.97%
- 5Y*
- 36.31%
- 10Y*
- 8.22%
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PILL vs. DIG - Expense Ratio Comparison
PILL has a 0.98% expense ratio, which is higher than DIG's 0.95% expense ratio.
Return for Risk
PILL vs. DIG — Risk / Return Rank
PILL
DIG
PILL vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) 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.
| PILL | DIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.26 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.68 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.85 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.31 | 3.79 | -0.48 |
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
| PILL | DIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.26 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.71 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.01 | -0.15 |
Correlation
The correlation between PILL and DIG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PILL vs. DIG - Dividend Comparison
PILL's dividend yield for the trailing twelve months is around 0.75%, less than DIG's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PILL Direxion Daily Pharmaceutical & Medical Bull 3X Shares | 0.75% | 0.69% | 1.28% | 1.83% | 0.67% | 0.00% | 0.00% | 0.38% | 0.91% | 0.10% | 0.00% | 0.00% |
DIG ProShares Ultra Oil & Gas | 1.34% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
Drawdowns
PILL vs. DIG - Drawdown Comparison
The maximum PILL drawdown since its inception was -88.76%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for PILL and DIG.
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Drawdown Indicators
| PILL | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.76% | -97.04% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -36.51% | -35.40% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -83.38% | -46.02% | -37.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.53% | — |
Current DrawdownCurrent decline from peak | -71.50% | -45.64% | -25.86% |
Average DrawdownAverage peak-to-trough decline | -58.38% | -64.48% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.66% | 17.30% | +0.36% |
Volatility
PILL vs. DIG - Volatility Comparison
Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) has a higher volatility of 27.31% compared to ProShares Ultra Oil & Gas (DIG) at 9.86%. This indicates that PILL'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
| PILL | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.31% | 9.86% | +17.45% |
Volatility (6M)Calculated over the trailing 6-month period | 46.63% | 27.64% | +18.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.30% | 49.37% | +20.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.63% | 51.66% | +7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.76% | 57.59% | +6.17% |