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UYM vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UYM vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UYM achieves a 27.95% return, which is significantly higher than DGS's 14.94% return. Over the past 10 years, UYM has outperformed DGS with an annualized return of 12.48%, while DGS has yielded a comparatively lower 10.14% annualized return.


UYM

1D
3.74%
1M
1.10%
YTD
27.95%
6M
30.38%
1Y
36.06%
3Y*
11.85%
5Y*
4.60%
10Y*
12.48%

DGS

1D
0.65%
1M
1.51%
YTD
14.94%
6M
17.07%
1Y
25.61%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UYM vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UYM
ProShares Ultra Basic Materials
27.95%9.46%-8.00%17.47%-23.10%54.58%16.56%35.09%-35.68%51.51%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.94%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%

Correlation

The correlation between UYM and DGS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

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

0.58

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

0.63

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

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2007

0.67

The correlation between UYM and DGS has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

UYM vs. DGS — Risk / Return Rank

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

UYM
UYM Risk / Return Rank: 2929
Overall Rank
UYM Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UYM Sortino Ratio Rank: 3030
Sortino Ratio Rank
UYM Omega Ratio Rank: 2828
Omega Ratio Rank
UYM Calmar Ratio Rank: 3131
Calmar Ratio Rank
UYM Martin Ratio Rank: 2929
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 4949
Overall Rank
DGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DGS Omega Ratio Rank: 4848
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
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.

UYM vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.


UYMDGSDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.38

2.38

-1.00

Martin ratioReturn relative to average drawdown

3.67

7.84

-4.17

UYM vs. DGS - Sharpe Ratio Comparison

The current UYM Sharpe Ratio is 0.94, which is lower than the DGS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of UYM and DGS, 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

UYM vs. DGS - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than DGS's maximum drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for UYM and DGS.


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Drawdown Indicators


UYMDGSDifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-61.83%

-30.94%

Max Drawdown (1Y)

Largest decline over 1 year

-23.85%

-10.06%

-13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-43.88%

-19.31%

-24.57%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-24.86%

-23.39%

Max Drawdown (10Y)

Largest decline over 10 years

-73.31%

-44.08%

-29.23%

Current Drawdown

Current decline from peak

-7.32%

-1.05%

-6.27%

Average Drawdown

Average peak-to-trough decline

-42.06%

-12.57%

-29.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.95%

3.05%

+5.90%

Volatility

UYM vs. DGS - Volatility Comparison

ProShares Ultra Basic Materials (UYM) has a higher volatility of 14.01% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 7.30%. This indicates that UYM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYMDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.01%

7.30%

+6.71%

Volatility (6M)

Calculated over the trailing 6-month period

27.29%

14.27%

+13.02%

Volatility (1Y)

Calculated over the trailing 1-year period

35.09%

16.60%

+18.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.49%

15.08%

+24.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.86%

17.39%

+25.47%

UYM vs. DGS - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is higher than DGS's 0.58% expense ratio.


Dividends

UYM vs. DGS - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.19%, less than DGS's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.20%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
UYM
ProShares Ultra Basic Materials
1.19%1.47%0.98%0.28%0.88%0.52%0.56%1.24%0.94%0.38%0.55%0.42%

Frequently Asked Questions


UYM and DGS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UYM has higher volatility (14.01%) compared to DGS (7.30%). In terms of maximum drawdown, UYM dropped -92.77% vs DGS's -61.83%.

On 10-year performance, UYM leads with 12.48% vs 10.14% for DGS. On fees, DGS is cheaper at 0.58% per year. On volatility, DGS has been the lower-risk option at 7.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UYM has performed better with a 12.48% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGS is cheaper with a 0.58% expense ratio, compared with 0.95% for UYM.

DGS has the higher dividend yield at 3.20%, compared with 1.19% for UYM.

UYM is categorized as Leveraged Equities, while DGS is Emerging Markets Diversified. UYM tracks Dow Jones U.S. Basic Materials Index (200%), while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for UYM and 0.58% for DGS.

DGS currently has the higher Sharpe Ratio (1.44 vs 0.94), 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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