VDE vs. DIG
Compare and contrast key facts about Vanguard Energy ETF (VDE) and ProShares Ultra Oil & Gas (DIG).
VDE and DIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. DIG is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index (200%). It was launched on Jan 30, 2007. Both VDE and DIG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VDE vs. DIG - Performance Comparison
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VDE vs. DIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 34.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
DIG ProShares Ultra Oil & Gas | 73.11% | 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, VDE achieves a 34.23% return, which is significantly lower than DIG's 73.11% return. Over the past 10 years, VDE has outperformed DIG with an annualized return of 11.00%, while DIG has yielded a comparatively lower 7.61% annualized return.
VDE
- 1D
- 0.76%
- 1M
- 6.05%
- YTD
- 34.23%
- 6M
- 36.66%
- 1Y
- 32.62%
- 3Y*
- 15.51%
- 5Y*
- 23.51%
- 10Y*
- 11.00%
DIG
- 1D
- 1.01%
- 1M
- 10.26%
- YTD
- 73.11%
- 6M
- 76.22%
- 1Y
- 48.84%
- 3Y*
- 17.66%
- 5Y*
- 34.43%
- 10Y*
- 7.61%
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VDE vs. DIG - Expense Ratio Comparison
VDE has a 0.10% expense ratio, which is lower than DIG's 0.95% expense ratio.
Return for Risk
VDE vs. DIG — Risk / Return Rank
VDE
DIG
VDE vs. DIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) 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.
| VDE | DIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.98 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.43 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.39 | +0.35 |
Martin ratioReturn relative to average drawdown | 4.96 | 2.83 | +2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDE | DIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.98 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.67 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.13 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.00 | +0.28 |
Correlation
The correlation between VDE and DIG is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VDE vs. DIG - Dividend Comparison
VDE's dividend yield for the trailing twelve months is around 2.34%, more than DIG's 1.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
DIG ProShares Ultra Oil & Gas | 1.44% | 2.62% | 3.13% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% |
Drawdowns
VDE vs. DIG - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, smaller than the maximum DIG drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for VDE and DIG.
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Drawdown Indicators
| VDE | DIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -97.04% | +22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -23.36% | +11.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -46.02% | +19.44% |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | -92.53% | +23.24% |
Current DrawdownCurrent decline from peak | -5.02% | -49.29% | +44.27% |
Average DrawdownAverage peak-to-trough decline | -20.06% | -64.47% | +44.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 17.33% | -10.72% |
Volatility
VDE vs. DIG - Volatility Comparison
The current volatility for Vanguard Energy ETF (VDE) is 6.28%, while ProShares Ultra Oil & Gas (DIG) has a volatility of 12.83%. This indicates that VDE 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
| VDE | DIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 12.83% | -6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 28.78% | -14.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 49.95% | -24.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.53% | 51.71% | -25.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.88% | 57.62% | -27.74% |