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RXD vs. DIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, RXD achieves a 4.25% return, which is significantly lower than DIG's 66.82% return. Over the past 10 years, RXD has underperformed DIG with an annualized return of -19.08%, while DIG has yielded a comparatively higher 4.90% annualized return.


RXD

1D
-5.76%
1M
-8.56%
YTD
4.25%
6M
2.28%
1Y
-22.97%
3Y*
-6.72%
5Y*
-7.99%
10Y*
-19.08%

DIG

1D
0.28%
1M
-3.40%
YTD
66.82%
6M
58.48%
1Y
98.04%
3Y*
24.00%
5Y*
28.36%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXD vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXD
ProShares UltraShort Health Care
4.25%-21.66%4.83%3.25%1.20%-37.97%-44.25%-32.44%-14.33%-35.24%
DIG
ProShares Ultra Oil & Gas
66.82%2.73%0.93%-13.04%125.34%115.63%-70.36%12.51%-40.11%-7.39%

Correlation

The correlation between RXD and DIG is -0.00, 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

-0.00

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

-0.12

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

-0.20

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

-0.27

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

-0.36

Over the past year, the inverse relationship between RXD and DIG has weakened: their correlation has moved from -0.36 to -0.00, meaning they move in opposite directions less often than they have historically.

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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: 33
Overall Rank
RXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RXD Sortino Ratio Rank: 33
Sortino Ratio Rank
RXD Omega Ratio Rank: 33
Omega Ratio Rank
RXD Calmar Ratio Rank: 33
Calmar Ratio Rank
RXD Martin Ratio Rank: 44
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 6868
Overall Rank
DIG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6060
Sortino Ratio Rank
DIG Omega Ratio Rank: 5858
Omega Ratio Rank
DIG Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIG Martin Ratio Rank: 6565
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 ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.89

1.35

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.67

4.23

-4.90

Martin ratioReturn relative to average drawdown

-1.04

11.54

-12.58

RXD vs. DIG - Sharpe Ratio Comparison

The current RXD Sharpe Ratio is -0.77, which is lower than the DIG Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of RXD 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


RXDDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

2.43

-3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.55

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

0.09

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

-0.00

-0.65

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

-34.63%

-23.29%

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-36.60%

-42.41%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-40.53%

-46.02%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-90.64%

-92.53%

+1.89%

Current Drawdown

Current decline from peak

-99.61%

-51.13%

-48.48%

Average Drawdown

Average peak-to-trough decline

-81.88%

-64.36%

-17.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.14%

8.52%

+13.62%

Volatility

RXD vs. DIG - Volatility Comparison

The current volatility for ProShares UltraShort Health Care (RXD) is 10.19%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 16.57%. 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

10.19%

16.57%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

33.00%

-11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

30.03%

40.83%

-10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

51.59%

-21.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.00%

57.80%

-24.80%

RXD vs. DIG - Expense Ratio Comparison

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


Dividends

RXD vs. DIG - Dividend Comparison

RXD's dividend yield for the trailing twelve months is around 2.69%, more than DIG's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
DIG
ProShares Ultra Oil & Gas
1.49%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%
RXD
ProShares UltraShort Health Care
2.69%3.29%4.36%3.17%0.67%0.00%0.17%1.73%0.22%0.00%0.00%0.00%

Frequently Asked Questions


RXD and DIG have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIG has higher volatility (16.57%) compared to RXD (10.19%). In terms of maximum drawdown, RXD dropped -99.65% vs DIG's -97.04%.

On 10-year performance, DIG leads with 4.90% vs -19.08% for RXD. Both ETFs have the same 0.95% expense ratio. On volatility, RXD has been the lower-risk option at 10.19%. 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 4.90% return vs -19.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RXD has the higher dividend yield at 2.69%, compared with 1.49% for DIG.

RXD tracks DJ Global United States (All) / Health Care -IND (-200%), while DIG tracks Dow Jones U.S. Oil & Gas Index (200%).

DIG currently has the higher Sharpe Ratio (2.43 vs -0.77), 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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