SCC vs. DIG
SCC (ProShares UltraShort Consumer Services) and DIG (ProShares Ultra Oil & Gas) are both Leveraged Equities funds from ProShares - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while DIG tracks the Dow Jones U.S. Oil & Gas Index (200%). Both are passively managed. Over the past 10 years, SCC returned -24.95%/yr vs 3.76%/yr for DIG. At a correlation of -0.40, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
SCC vs. DIG - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 8.21% return, which is significantly lower than DIG's 44.39% return. Over the past 10 years, SCC has underperformed DIG with an annualized return of -24.95%, while DIG has yielded a comparatively higher 3.76% annualized return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
DIG
- 1D
- 1.37%
- 1M
- -15.65%
- YTD
- 44.39%
- 6M
- 45.60%
- 1Y
- 53.89%
- 3Y*
- 19.73%
- 5Y*
- 24.80%
- 10Y*
- 3.76%
SCC vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
DIG ProShares Ultra Oil & Gas | 44.39% | 2.73% | 0.93% | -13.04% | 125.34% | 115.63% | -70.36% | 12.51% | -40.11% | -7.39% |
Correlation
The correlation between SCC and DIG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | -0.40 |
The correlation between SCC and DIG shifts across timeframes, from -0.40 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. DIG — Risk / Return Rank
SCC
DIG
SCC vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
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.
| SCC | DIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.92 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.72 | 5.59 | -6.31 |
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Drawdowns
SCC vs. DIG - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, roughly equal to the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for SCC and DIG.
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Drawdown Indicators
| SCC | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -97.04% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -28.23% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -42.41% | -24.69% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -46.02% | -31.32% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | -92.53% | -3.02% |
Current DrawdownCurrent decline from peak | -99.90% | -57.70% | -42.20% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -64.33% | -21.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 9.68% | +7.62% |
Volatility
SCC vs. DIG - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 12.97%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 14.13%. This indicates that SCC 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
| SCC | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 14.13% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 33.67% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 41.74% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 51.53% | -7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 57.83% | -18.16% |
SCC vs. DIG - Expense Ratio Comparison
Both SCC and DIG have an expense ratio of 0.95%.
Dividends
SCC vs. DIG - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, more than DIG's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIG ProShares Ultra Oil & Gas | 1.72% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
SCC ProShares UltraShort Consumer Services | 4.35% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCC and DIG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIG has higher volatility (14.13%) compared to SCC (12.97%). In terms of maximum drawdown, SCC dropped -99.92% vs DIG's -97.04%.
On 10-year performance, DIG leads with 3.76% vs -24.95% for SCC. Both ETFs have the same 0.95% expense ratio. On volatility, SCC has been the lower-risk option at 12.97%. 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 3.76% return vs -24.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC and DIG have the same expense ratio: 0.95% per year.
SCC has the higher dividend yield at 4.35%, compared with 1.72% for DIG.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while DIG tracks Dow Jones U.S. Oil & Gas Index (200%).
DIG currently has the higher Sharpe Ratio (1.31 vs -0.34), 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.
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