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SAA vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAA vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra SmallCap600 (SAA) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAA achieves a 40.60% return, which is significantly lower than DBO's 76.48% return. Over the past 10 years, SAA has underperformed DBO with an annualized return of 11.77%, while DBO has yielded a comparatively higher 12.59% annualized return.


SAA

1D
-0.46%
1M
-1.90%
6M
26.90%
YTD
40.60%
1Y
69.35%
3Y*
15.75%
5Y*
4.55%
10Y*
11.77%
ALL TIME*
9.32%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$74.40K$123.70K$201.98K

SAA vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAA
ProShares Ultra SmallCap600
40.60%0.29%5.60%21.32%-36.17%51.77%-1.79%42.39%-23.00%23.94%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between SAA and DBO is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.27

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2007

0.26

The correlation between SAA and DBO shifts across timeframes, from -0.27 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SAA vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SAA
SAA Risk / Return Rank: 8181
Overall Rank
SAA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SAA Sortino Ratio Rank: 7979
Sortino Ratio Rank
SAA Omega Ratio Rank: 7272
Omega Ratio Rank
SAA Calmar Ratio Rank: 8888
Calmar Ratio Rank
SAA Martin Ratio Rank: 8484
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SAA vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra SmallCap600 (SAA) and Invesco DB Oil Fund (DBO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAADBODifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

3.56

2.01

+1.56

Martin ratioReturn relative to average drawdown

11.78

6.09

+5.69

SAA vs. DBO - Sharpe Ratio Comparison

The current SAA Sharpe Ratio is 1.84, which is comparable to the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SAA and DBO, 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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Drawdowns

SAA vs. DBO - Drawdown Comparison

The maximum SAA drawdown since its inception was -87.39%, roughly equal to the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for SAA and DBO.


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Drawdown Indicators


SAADBODifference

Max Drawdown

Largest peak-to-trough decline

-87.39%

-90.18%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

-27.73%

+9.52%

Max Drawdown (3Y)

Largest decline over 3 years

-50.84%

-28.20%

-22.64%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

-37.68%

-17.69%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

-61.69%

-12.85%

Current Drawdown

Current decline from peak

-4.60%

-53.56%

+48.96%

Average Drawdown

Average peak-to-trough decline

-27.22%

-62.20%

+34.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

9.96%

-4.46%

Volatility

SAA vs. DBO - Volatility Comparison

The current volatility for ProShares Ultra SmallCap600 (SAA) is 6.98%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that SAA experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAADBODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

17.75%

-10.77%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

33.77%

-10.23%

Volatility (1Y)

Calculated over the trailing 1-year period

35.44%

38.53%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.23%

33.35%

+9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.01%

32.20%

+13.81%

SAA vs. DBO - Expense Ratio Comparison

SAA has a 0.95% expense ratio, which is higher than DBO's 0.78% expense ratio.


Dividends

SAA vs. DBO - Dividend Comparison

SAA's dividend yield for the trailing twelve months is around 0.77%, less than DBO's 1.99% yield.


PositionTTM2025202420232022202120202019201820172016
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%
SAA
ProShares Ultra SmallCap600
0.77%1.05%1.36%0.88%0.46%0.00%0.03%0.35%0.27%0.00%0.14%

Frequently Asked Questions


SAA and DBO have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (17.75%) compared to SAA (6.98%). In terms of maximum drawdown, SAA dropped -87.39% vs DBO's -90.18%.

On 10-year performance, DBO leads with 12.59% vs 11.77% for SAA. On fees, DBO is cheaper at 0.78% per year. On volatility, SAA has been the lower-risk option at 6.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBO has performed better with a 12.59% return vs 11.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBO is cheaper with a 0.78% expense ratio, compared with 0.95% for SAA.

DBO has the higher dividend yield at 1.99%, compared with 0.77% for SAA.

SAA is categorized as Leveraged Equities, while DBO is Oil & Gas. SAA tracks S&P SmallCap 600 Index (200%), while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for SAA and 0.78% for DBO.

SAA currently has the higher Sharpe Ratio (1.84 vs 1.45), 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

Find the right allocation for SAA and DBO

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