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UCC vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCC vs. DIG - Performance Comparison

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

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UCC vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-18.49%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
DIG
ProShares Ultra Oil & Gas
85.56%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, UCC achieves a -18.49% return, which is significantly lower than DIG's 85.56% return. Over the past 10 years, UCC has outperformed DIG with an annualized return of 12.29%, while DIG has yielded a comparatively lower 8.22% annualized return.


UCC

1D
6.18%
1M
-13.60%
YTD
-18.49%
6M
-20.58%
1Y
9.89%
3Y*
17.11%
5Y*
-1.86%
10Y*
12.29%

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

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UCC vs. DIG - Expense Ratio Comparison

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


Return for Risk

UCC vs. DIG — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 2020
Overall Rank
UCC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 2323
Sortino Ratio Rank
UCC Omega Ratio Rank: 2222
Omega Ratio Rank
UCC Calmar Ratio Rank: 1919
Calmar Ratio Rank
UCC Martin Ratio Rank: 2020
Martin Ratio Rank

DIG
DIG Risk / Return Rank: 6666
Overall Rank
DIG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 6969
Sortino Ratio Rank
DIG Omega Ratio Rank: 7070
Omega Ratio Rank
DIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIG Martin Ratio Rank: 4242
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.

UCC vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) 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.


UCCDIGDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.26

-1.05

Sortino ratio

Return per unit of downside risk

0.66

1.68

-1.02

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.35

1.85

-1.50

Martin ratio

Return relative to average drawdown

1.11

3.79

-2.68

UCC vs. DIG - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.21, which is lower than the DIG Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of UCC 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


UCCDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.26

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.71

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.14

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.01

+0.31

Correlation

The correlation between UCC and DIG is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UCC vs. DIG - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.33%, which matches DIG's 1.34% yield.


TTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.33%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
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

UCC vs. DIG - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for UCC and DIG.


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Drawdown Indicators


UCCDIGDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-97.04%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-35.40%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-46.02%

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-92.53%

+30.76%

Current Drawdown

Current decline from peak

-27.22%

-45.64%

+18.42%

Average Drawdown

Average peak-to-trough decline

-21.85%

-64.48%

+42.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

17.30%

-7.98%

Volatility

UCC vs. DIG - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 14.63% compared to ProShares Ultra Oil & Gas (DIG) at 9.86%. This indicates that UCC'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


UCCDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.63%

9.86%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

27.25%

27.64%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

47.31%

49.37%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.30%

51.66%

-8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

57.59%

-17.16%