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RXD vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RXD vs. DIG - Performance Comparison

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

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RXD vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXD
ProShares UltraShort Health Care
9.76%-21.66%4.83%3.25%1.20%-37.97%-44.25%-32.44%-14.33%-35.24%
DIG
ProShares Ultra Oil & Gas
71.38%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%

Returns By Period

In the year-to-date period, RXD achieves a 9.76% return, which is significantly lower than DIG's 71.38% return. Over the past 10 years, RXD has underperformed DIG with an annualized return of -19.74%, while DIG has yielded a comparatively higher 7.37% annualized return.


RXD

1D
-2.00%
1M
14.23%
YTD
9.76%
6M
-5.46%
1Y
-7.76%
3Y*
-5.35%
5Y*
-8.88%
10Y*
-19.74%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RXD vs. DIG - Expense Ratio Comparison

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


Return for Risk

RXD vs. DIG — Risk / Return Rank

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

RXD
RXD Risk / Return Rank: 99
Overall Rank
RXD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RXD Sortino Ratio Rank: 88
Sortino Ratio Rank
RXD Omega Ratio Rank: 88
Omega Ratio Rank
RXD Calmar Ratio Rank: 1010
Calmar Ratio Rank
RXD Martin Ratio Rank: 1010
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 4747
Overall Rank
DIG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
DIG Omega Ratio Rank: 5252
Omega Ratio Rank
DIG Calmar Ratio Rank: 5151
Calmar Ratio Rank
DIG Martin Ratio Rank: 3131
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.

RXD vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Health Care (RXD) 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.


RXDDIGDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.96

-1.18

Sortino ratio

Return per unit of downside risk

-0.08

1.41

-1.49

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.12

1.40

-1.51

Martin ratio

Return relative to average drawdown

-0.20

2.86

-3.05

RXD vs. DIG - Sharpe Ratio Comparison

The current RXD Sharpe Ratio is -0.22, which is lower than the DIG Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RXD and DIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RXDDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.96

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.66

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

0.13

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

0.00

-0.65

Correlation

The correlation between RXD and DIG is -0.37. 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.


Dividends

RXD vs. DIG - Dividend Comparison

RXD's dividend yield for the trailing twelve months is around 2.55%, more than DIG's 1.45% yield.


TTM20252024202320222021202020192018201720162015
RXD
ProShares UltraShort Health Care
2.55%3.29%4.36%3.17%0.67%0.00%0.17%1.73%0.22%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

RXD vs. DIG - Drawdown Comparison

The maximum RXD drawdown since its inception was -99.65%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for RXD and DIG.


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Drawdown Indicators


RXDDIGDifference

Max Drawdown

Largest peak-to-trough decline

-99.65%

-97.04%

-2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-34.76%

-35.40%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-46.27%

-46.02%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-90.64%

-92.53%

+1.89%

Current Drawdown

Current decline from peak

-99.59%

-49.79%

-49.80%

Average Drawdown

Average peak-to-trough decline

-81.72%

-64.47%

-17.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.54%

17.32%

+3.22%

Volatility

RXD vs. DIG - Volatility Comparison

The current volatility for ProShares UltraShort Health Care (RXD) is 9.50%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 12.95%. This indicates that RXD 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


RXDDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

12.95%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

28.78%

-8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

35.41%

49.96%

-14.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.44%

51.73%

-22.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.84%

57.63%

-24.79%