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UPW vs. DIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPW vs. DIG - Performance Comparison

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

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UPW vs. DIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPW
ProShares Ultra Utilities
14.41%23.61%37.67%-22.37%-4.59%32.57%-17.15%48.59%2.36%22.53%
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, UPW achieves a 14.41% return, which is significantly lower than DIG's 85.56% return. Over the past 10 years, UPW has outperformed DIG with an annualized return of 11.18%, while DIG has yielded a comparatively lower 8.22% annualized return.


UPW

1D
-0.37%
1M
-7.21%
YTD
14.41%
6M
9.25%
1Y
30.87%
3Y*
18.27%
5Y*
12.78%
10Y*
11.18%

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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UPW vs. DIG - Expense Ratio Comparison

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


Return for Risk

UPW vs. DIG — Risk / Return Rank

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

UPW
UPW Risk / Return Rank: 5656
Overall Rank
UPW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 5555
Sortino Ratio Rank
UPW Omega Ratio Rank: 5151
Omega Ratio Rank
UPW Calmar Ratio Rank: 7171
Calmar Ratio Rank
UPW Martin Ratio Rank: 4545
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.

UPW vs. DIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Utilities (UPW) 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.


UPWDIGDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.26

-0.27

Sortino ratio

Return per unit of downside risk

1.41

1.68

-0.28

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.78

1.85

-0.07

Martin ratio

Return relative to average drawdown

4.17

3.79

+0.38

UPW vs. DIG - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.99, which is comparable to the DIG Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of UPW 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


UPWDIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.26

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.71

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.14

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.01

+0.26

Correlation

The correlation between UPW and DIG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UPW vs. DIG - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.40%, more than DIG's 1.34% yield.


TTM20252024202320222021202020192018201720162015
UPW
ProShares Ultra Utilities
1.40%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%
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

UPW vs. DIG - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for UPW and DIG.


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Drawdown Indicators


UPWDIGDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-97.04%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-35.40%

+16.47%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-46.02%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-92.53%

+29.86%

Current Drawdown

Current decline from peak

-7.21%

-45.64%

+38.43%

Average Drawdown

Average peak-to-trough decline

-22.71%

-64.48%

+41.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

17.30%

-9.21%

Volatility

UPW vs. DIG - Volatility Comparison

ProShares Ultra Utilities (UPW) and ProShares Ultra Oil & Gas (DIG) have volatilities of 10.16% and 9.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPWDIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

9.86%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

27.64%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

31.45%

49.37%

-17.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.11%

51.66%

-17.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.07%

57.59%

-20.52%