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WTID vs. DOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTID vs. DOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and ProShares Short Dow30 (DOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTID achieves a -67.32% return, which is significantly lower than DOG's -7.91% return.


WTID

1D
4.70%
1M
-32.80%
6M
-56.78%
YTD
-67.32%
1Y
-74.04%
3Y*
-45.60%
5Y*
10Y*
ALL TIME*
-43.47%

DOG

1D
-1.25%
1M
-0.23%
6M
-5.66%
YTD
-7.91%
1Y
-14.94%
3Y*
-8.74%
5Y*
-5.96%
10Y*
-11.12%
ALL TIME*
-10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$40.68M$37.60M$41.71M
$198.95K$195.92K$630.81K

WTID vs. DOG - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-67.32%-44.50%-7.93%-16.93%
DOG
ProShares Short Dow30
-7.91%-8.40%-5.62%-4.88%

Correlation

The correlation between WTID and DOG is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.15

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2023

0.25

The correlation between WTID and DOG shifts across timeframes, from -0.15 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

WTID vs. DOG - Sectors Allocation Comparison


Sectors
WTID
DOG

Energy

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

82.8%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

WTID
100.0%
DOG

-

Basic Materials

WTID

-

DOG

-

Communication Services

WTID

-

DOG

-

Consumer Cyclical

WTID

-

DOG

-

Consumer Defensive

WTID

-

DOG

-

Financial Services

WTID

-

DOG
82.8%

Healthcare

WTID

-

DOG

-

Industrials

WTID

-

DOG

-

Real Estate

WTID

-

DOG

-

Technology

WTID

-

DOG

-

Utilities

WTID

-

DOG

-

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Return for Risk

WTID vs. DOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 00
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 11
Calmar Ratio Rank
WTID Martin Ratio Rank: 11
Martin Ratio Rank

DOG
DOG Risk / Return Rank: 11
Overall Rank
DOG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 11
Sortino Ratio Rank
DOG Omega Ratio Rank: 11
Omega Ratio Rank
DOG Calmar Ratio Rank: 00
Calmar Ratio Rank
DOG Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WTID vs. DOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and ProShares Short Dow30 (DOG). 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.


WTIDDOGDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

0.77

0.82

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.98

-1.05

+0.07

Martin ratioReturn relative to average drawdown

-1.49

-1.87

+0.38

WTID vs. DOG - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -1.07, which is comparable to the DOG Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of WTID and DOG, 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

WTID vs. DOG - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.80%, roughly equal to the maximum DOG drawdown of -92.90%. Use the drawdown chart below to compare losses from any high point for WTID and DOG.


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Drawdown Indicators


WTIDDOGDifference

Max Drawdown

Largest peak-to-trough decline

-90.80%

-92.90%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-76.06%

-14.32%

-61.74%

Max Drawdown (3Y)

Largest decline over 3 years

-86.73%

-30.86%

-55.87%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

Max Drawdown (10Y)

Largest decline over 10 years

-70.07%

Current Drawdown

Current decline from peak

-90.37%

-92.90%

+2.53%

Average Drawdown

Average peak-to-trough decline

-55.96%

-66.59%

+10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.62%

8.65%

+40.97%

Volatility

WTID vs. DOG - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 23.44% compared to ProShares Short Dow30 (DOG) at 3.81%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than DOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

3.81%

+19.63%

Volatility (6M)

Calculated over the trailing 6-month period

56.62%

10.01%

+46.61%

Volatility (1Y)

Calculated over the trailing 1-year period

69.15%

12.57%

+56.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.60%

14.84%

+55.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.60%

17.50%

+53.10%

WTID vs. DOG - Expense Ratio Comparison

Both WTID and DOG have an expense ratio of 0.95%.


Dividends

WTID vs. DOG - Dividend Comparison

WTID has not paid dividends to shareholders, while DOG's dividend yield for the trailing twelve months is around 3.43%.


PositionTTM202520242023202220212020201920182017
DOG
ProShares Short Dow30
3.43%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTID and DOG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTID has higher volatility (23.44%) compared to DOG (3.81%). In terms of maximum drawdown, WTID dropped -90.80% vs DOG's -92.90%.

On 3-year performance, DOG leads with -8.74% vs -45.60% for WTID. Both ETFs have the same 0.95% expense ratio. On volatility, DOG has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DOG has performed better with a -8.74% return vs -45.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTID and DOG have the same expense ratio: 0.95% per year.

DOG has the higher dividend yield at 3.43%, compared with 0.00% for WTID.

WTID tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while DOG tracks DJ Industrial Average (-100%). They also come from different issuers: REX and ProShares.

WTID currently has the higher Sharpe Ratio (-1.07 vs -1.20), 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

Find the right allocation for WTID and DOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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