WTIU vs. DUG
WTIU (MicroSectors Energy 3X Leveraged ETN) and DUG (ProShares UltraShort Oil & Gas) are both Leveraged Equities funds - WTIU tracks the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%) while DUG tracks the DJ Global United States (All) / Oil & Gas -IND (-200%). Both are passively managed. Over the past 3 years, WTIU returned -1.04%/yr vs -24.54%/yr for DUG. Their -0.97 correlation means they have often moved in opposite directions in the past. Both charge a 0.95% expense ratio.
Performance
WTIU vs. DUG - Performance Comparison
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Returns By Period
In the year-to-date period, WTIU achieves a 95.37% return, which is significantly higher than DUG's -45.95% return.
WTIU
- 1D
- -4.60%
- 1M
- 39.23%
- 6M
- 55.77%
- YTD
- 95.37%
- 1Y
- 104.76%
- 3Y*
- -1.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -5.73%
DUG
- 1D
- 2.48%
- 1M
- -18.44%
- 6M
- -31.78%
- YTD
- -45.95%
- 1Y
- -51.56%
- 3Y*
- -24.54%
- 5Y*
- -40.91%
- 10Y*
- -32.20%
- ALL TIME*
- -29.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.12M | $1.11M | $2.02M | |
| $1.41M | $930.94K | $851.49K |
WTIU vs. DUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTIU MicroSectors Energy 3X Leveraged ETN | 95.37% | -17.13% | -29.63% | -28.45% |
DUG ProShares UltraShort Oil & Gas | -45.95% | -18.63% | -6.13% | 4.21% |
Correlation
The correlation between WTIU and DUG is -0.96, 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. | -0.96 |
Correlation (3Y) Balances recent behavior with more history. | -0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2023 | -0.97 |
The correlation between WTIU and DUG has been stable across timeframes, ranging from -0.97 to -0.96 - a consistent structural relationship.
WTIU vs. DUG - Sectors Allocation Comparison
Sectors
WTIU
DUG
Energy
-
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
-
Consumer Defensive
-
-
Financial Services
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
-
Utilities
-
-
Energy
WTIU
DUG
-
Basic Materials
WTIU
-
DUG
-
Communication Services
WTIU
-
DUG
-
Consumer Cyclical
WTIU
-
DUG
-
Consumer Defensive
WTIU
-
DUG
-
Financial Services
WTIU
-
DUG
Healthcare
WTIU
-
DUG
-
Industrials
WTIU
-
DUG
-
Real Estate
WTIU
-
DUG
-
Technology
WTIU
-
DUG
-
Utilities
WTIU
-
DUG
-
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Return for Risk
WTIU vs. DUG — Risk / Return Rank
WTIU
DUG
WTIU vs. DUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) and ProShares UltraShort Oil & Gas (DUG). 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.
| WTIU | DUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.74 | ||
| Sortino ratioReturn per unit of downside risk | +4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.79 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.91 | +3.10 |
| Martin ratioReturn relative to average drawdown | 4.99 | -1.45 | +6.43 |
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Drawdowns
WTIU vs. DUG - Drawdown Comparison
The maximum WTIU drawdown since its inception was -75.73%, smaller than the maximum DUG drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for WTIU and DUG.
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Drawdown Indicators
| WTIU | DUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.73% | -99.92% | +24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -48.11% | -57.00% | +8.89% |
Max Drawdown (3Y)Largest decline over 3 years | -75.73% | -65.94% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -94.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.46% | — |
Current DrawdownCurrent decline from peak | -30.75% | -99.92% | +69.17% |
Average DrawdownAverage peak-to-trough decline | -39.20% | -89.04% | +49.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.07% | 35.71% | -14.64% |
Volatility
WTIU vs. DUG - Volatility Comparison
MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 22.17% compared to ProShares UltraShort Oil & Gas (DUG) at 12.53%. This indicates that WTIU's price experiences larger fluctuations and is considered to be riskier than DUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIU | DUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.17% | 12.53% | +9.64% |
Volatility (6M)Calculated over the trailing 6-month period | 57.97% | 33.42% | +24.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.79% | 42.10% | +27.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.86% | 51.14% | +19.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.86% | 58.80% | +12.06% |
WTIU vs. DUG - Expense Ratio Comparison
Both WTIU and DUG have an expense ratio of 0.95%.
Dividends
WTIU vs. DUG - Dividend Comparison
WTIU has not paid dividends to shareholders, while DUG's dividend yield for the trailing twelve months is around 4.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUG ProShares UltraShort Oil & Gas | 4.44% | 3.21% | 5.66% | 4.16% | 0.28% | 0.00% | 0.10% | 0.56% | 0.29% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTIU and DUG have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (22.17%) compared to DUG (12.53%). In terms of maximum drawdown, WTIU dropped -75.73% vs DUG's -99.92%.
On 3-year performance, WTIU leads with -1.04% vs -24.54% for DUG. Both ETFs have the same 0.95% expense ratio. On volatility, DUG has been the lower-risk option at 12.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTIU has performed better with a -1.04% return vs -24.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTIU and DUG have the same expense ratio: 0.95% per year.
DUG has the higher dividend yield at 4.44%, compared with 0.00% for WTIU.
WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while DUG tracks DJ Global United States (All) / Oil & Gas -IND (-200%). They also come from different issuers: REX and ProShares.
WTIU currently has the higher Sharpe Ratio (1.51 vs -1.23), 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.
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