ProShares Ultra Oil & Gas (DIG): Historical Returns

Data Source: from March 2007 to January 2024 (~17 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 29 2024
Category: Stocks
ProShares Ultra Oil & Gas (DIG) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.69%
1 Day
Feb 29 2024
5.50%
Current Month
February 2024

In the last 10 Years, the ProShares Ultra Oil & Gas (DIG) ETF obtained a -5.62% compound annual return, with a 59.49% standard deviation.

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The ETF is related to the following investment themes:

  • Leveraged: 2x
  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Value
  • Region: North America
  • Country: U.S.
  • Sector: Energy
  • Industry: Oil & Gas Exploration & Production

The ProShares Ultra Oil & Gas (DIG) ETF is part of the following Lazy Portfolios:

Portfolio Name Author DIG Weight Currency
All Weather Portfolio 2x Leveraged Ray Dalio 7.50% USD

Investment Returns as of Jan 31, 2024

The ProShares Ultra Oil & Gas (DIG) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PROSHARES ULTRA OIL & GAS (DIG) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 29 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~17Y)
ProShares Ultra Oil & Gas (DIG) ETF 0.69 5.50 -1.99 -11.10 -18.61 2.10 -5.62 -3.19
US Inflation Adjusted return -2.29 -12.56 -21.07 -1.98 -8.18 -5.55
Returns over 1 year are annualized | Available data source: since Mar 2007
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the ProShares Ultra Oil & Gas (DIG) ETF granted a 0.52% dividend yield. If you are interested in getting periodic income, please refer to the ProShares Ultra Oil & Gas (DIG) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 0.56$, with a total return of -43.92% (-5.62% annualized).

The Inflation Adjusted Capital now would be 0.43$, with a net total return of -57.39% (-8.18% annualized).
An investment of 1$, since March 2007, now would be worth 0.58$, with a total return of -42.26% (-3.19% annualized).

The Inflation Adjusted Capital now would be 0.38$, with a net total return of -61.92% (-5.55% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of ProShares Ultra Oil & Gas (DIG) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PROSHARES ULTRA OIL & GAS (DIG) ETF
Advanced Metrics
Data Source: 1 March 2007 - 31 January 2024 (~17 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~17Y)
Investment Return (%) -1.99 -5.02 -11.10 -18.61 56.60 2.10 -5.62 -3.19
Infl. Adjusted Return (%) details -2.29 -5.68 -12.56 -21.07 48.21 -1.98 -8.18 -5.55
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.49
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -29.63 -32.52 -85.16 -94.42 -95.81
Start to Recovery (# months) details 12* 14* 38 115* 187*
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2008 07
Start to Bottom (# months) 4 6 19 76 148
Bottom (yyyy mm) 2023 05 2023 05 2020 10 2020 10 2020 10
Bottom to End (# months) 8 8 19 39 39
End (yyyy mm) - - 2022 05 - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2008 07
Start to Bottom (# months) 4 6 19 76 148
Bottom (yyyy mm) 2023 05 2023 05 2020 10 2020 10 2020 10
Bottom to End (# months) 8 8 19 39 39
End (yyyy mm) - - 2022 05 - -
Longest negative period (# months) details 12* 20* 52 120* 203*
Period Start (yyyy mm) 2023 02 2022 06 2019 02 2014 02 2007 03
Period End (yyyy mm) 2024 01 2024 01 2023 05 2024 01 2024 01
Annualized Return (%) -18.61 -10.10 -0.95 -5.62 -3.19
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -30.33 -33.56 -85.50 -94.92 -96.50
Start to Recovery (# months) details 12* 14* 38 115* 187*
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2008 07
Start to Bottom (# months) 4 6 19 76 148
Bottom (yyyy mm) 2023 05 2023 05 2020 10 2020 10 2020 10
Bottom to End (# months) 8 8 19 39 39
End (yyyy mm) - - 2022 05 - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2008 07
Start to Bottom (# months) 4 6 19 76 148
Bottom (yyyy mm) 2023 05 2023 05 2020 10 2020 10 2020 10
Bottom to End (# months) 8 8 19 39 39
End (yyyy mm) - - 2022 05 - -
Longest negative period (# months) details 12* 22* 60* 120* 203*
Period Start (yyyy mm) 2023 02 2022 04 2019 02 2014 02 2007 03
Period End (yyyy mm) 2024 01 2024 01 2024 01 2024 01 2024 01
Annualized Return (%) -21.07 -2.13 -1.98 -8.18 -5.55
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 34.42 60.75 73.48 59.49 54.15
Sharpe Ratio -0.69 0.90 0.00 -0.11 -0.13
Sortino Ratio -0.94 1.39 0.01 -0.17 -0.19
Ulcer Index 15.55 14.55 43.25 63.10 66.04
Ratio: Return / Standard Deviation -0.54 0.93 0.03 -0.09 -0.06
Ratio: Return / Deepest Drawdown -0.63 1.74 0.02 -0.06 -0.03
% Positive Months details 41% 61% 55% 50% 55%
Positive Months 5 22 33 61 112
Negative Months 7 14 27 59 91
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized -5.62 4.71
Worst 10 Years Return (%) - Annualized -17.66
Best 10 Years Return (%) - Annualized -8.18 2.85
Worst 10 Years Return (%) - Annualized -19.07
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 290.11 96.83 6.96 -5.62
Worst Rolling Return (%) - Annualized -83.95 -48.60 -36.36
% Positive Periods 41% 30% 14% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 29.29 9.35 6.85 3.59
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 267.27 86.15 2.77 -8.18
Worst Rolling Return (%) - Annualized -84.19 -49.51 -37.49
% Positive Periods 40% 28% 3% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 29.29 9.35 6.85 3.59
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Mar 2007 - Jan 2024)
Best Rolling Return (%) - Annualized 290.11 96.83 27.74 4.71
Worst Rolling Return (%) - Annualized -83.95 -48.60 -36.36 -17.66
% Positive Periods 51% 42% 25% 10%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 29.29 9.35 6.44 3.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 267.27 86.15 25.22 2.85
Worst Rolling Return (%) - Annualized -84.19 -49.51 -37.49 -19.07
% Positive Periods 49% 41% 18% 3%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 29.29 9.35 6.44 3.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of ProShares Ultra Oil & Gas (DIG) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

PROSHARES ULTRA OIL & GAS (DIG) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs DIG
Asset Class 1 Year 5 Years 10 Years Since
Mar 2007
VTI
US Total Stock Market
0.35
0.62
0.63
0.68
SPY
US Large Cap
0.34
0.61
0.62
0.67
IJR
US Small Cap
0.35
0.71
0.70
0.70
VNQ
US REITs
0.35
0.48
0.42
0.43
QQQ
US Technology
-0.03
0.40
0.40
0.51
PFF
Preferred Stocks
0.42
0.44
0.41
0.33
EFA
EAFE Stocks
0.47
0.60
0.60
0.64
VT
World All Countries
0.42
0.63
0.64
0.69
EEM
Emerging Markets
0.49
0.49
0.50
0.58
VGK
Europe
0.44
0.60
0.60
0.64
VPL
Pacific
0.44
0.55
0.56
0.59
FLLA
Latin America
0.43
0.64
0.56
0.63
BND
US Total Bond Market
0.20
0.06
0.01
-0.02
TLT
Long Term Treasuries
0.13
-0.27
-0.28
-0.33
BIL
US Cash
0.29
-0.22
-0.14
-0.10
TIP
TIPS
0.18
0.18
0.17
0.16
LQD
Invest. Grade Bonds
0.24
0.24
0.22
0.19
HYG
High Yield Bonds
0.40
0.55
0.58
0.52
CWB
US Convertible Bonds
0.31
0.53
0.54
0.60
BNDX
International Bonds
0.03
0.08
0.02
0.04
EMB
Emerg. Market Bonds
0.32
0.38
0.36
0.36
GLD
Gold
-0.03
-0.09
-0.05
0.06
DBC
Commodities
0.86
0.70
0.69
0.71

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

PROSHARES ULTRA OIL & GAS (DIG) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2007 - 31 January 2024 (~17 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-94.42% Jul 2014 Oct 2020 76 in progress 39 115 64.44
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 6 20.2 Months 4.96%
 
DD = 0% 4.96%
 
0% < DD <= -5% 1 121.0 Months 0.83%
 
DD <= -5% 5.79%
 
-5% < DD <= -10% 1 121.0 Months 0.83%
 
DD <= -10% 6.61%
 
-10% < DD <= -15% 0 - 0.00%
 
DD <= -15% 6.61%
 
-15% < DD <= -20% 1 121.0 Months 0.83%
 
DD <= -20% 7.44%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 8.26%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 8.26%
 
-30% < DD <= -35% 1 121.0 Months 0.83%
 
DD <= -35% 9.09%
 
-35% < DD <= -40% 3 40.3 Months 2.48%
 
DD <= -40% 11.57%
 
-40% < DD <= -45% 3 40.3 Months 2.48%
 
DD <= -45% 14.05%
 
-45% < DD <= -50% 6 20.2 Months 4.96%
 
DD <= -50% 19.01%
 
-50% < DD <= -55% 13 9.3 Months 10.74%
 
DD <= -55% 29.75%
 
-55% < DD <= -60% 23 5.3 Months 19.01%
 
DD <= -60% 48.76%
 
-60% < DD <= -65% 19 6.4 Months 15.70%
 
DD <= -65% 64.46%
 
-65% < DD <= -70% 11 11.0 Months 9.09%
 
DD <= -70% 73.55%
 
-70% < DD <= -100% 32 3.8 Months 26.45%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-94.92% Jul 2014 Oct 2020 76 in progress 39 115 67.19
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 6 20.2 Months 4.96%
 
DD = 0% 4.96%
 
0% < DD <= -5% 1 121.0 Months 0.83%
 
DD <= -5% 5.79%
 
-5% < DD <= -10% 1 121.0 Months 0.83%
 
DD <= -10% 6.61%
 
-10% < DD <= -15% 0 - 0.00%
 
DD <= -15% 6.61%
 
-15% < DD <= -20% 1 121.0 Months 0.83%
 
DD <= -20% 7.44%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 8.26%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 8.26%
 
-30% < DD <= -35% 1 121.0 Months 0.83%
 
DD <= -35% 9.09%
 
-35% < DD <= -40% 3 40.3 Months 2.48%
 
DD <= -40% 11.57%
 
-40% < DD <= -45% 3 40.3 Months 2.48%
 
DD <= -45% 14.05%
 
-45% < DD <= -50% 2 60.5 Months 1.65%
 
DD <= -50% 15.70%
 
-50% < DD <= -55% 11 11.0 Months 9.09%
 
DD <= -55% 24.79%
 
-55% < DD <= -60% 14 8.6 Months 11.57%
 
DD <= -60% 36.36%
 
-60% < DD <= -65% 18 6.7 Months 14.88%
 
DD <= -65% 51.24%
 
-65% < DD <= -70% 19 6.4 Months 15.70%
 
DD <= -70% 66.94%
 
-70% < DD <= -100% 40 3.0 Months 33.06%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-95.81% Jul 2008 Oct 2020 148 in progress 39 187 68.76
-22.07% Jan 2008 Jan 2008 1 Apr 2008 3 4 12.78
-9.40% Nov 2007 Nov 2007 1 Dec 2007 1 2 5.43
-0.70% Aug 2007 Aug 2007 1 Sep 2007 1 2 0.40
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 12 17.0 Months 5.88%
 
DD = 0% 5.88%
 
0% < DD <= -5% 1 204.0 Months 0.49%
 
DD <= -5% 6.37%
 
-5% < DD <= -10% 1 204.0 Months 0.49%
 
DD <= -10% 6.86%
 
-10% < DD <= -15% 2 102.0 Months 0.98%
 
DD <= -15% 7.84%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 7.84%
 
-20% < DD <= -25% 2 102.0 Months 0.98%
 
DD <= -25% 8.82%
 
-25% < DD <= -30% 3 68.0 Months 1.47%
 
DD <= -30% 10.29%
 
-30% < DD <= -35% 3 68.0 Months 1.47%
 
DD <= -35% 11.76%
 
-35% < DD <= -40% 2 102.0 Months 0.98%
 
DD <= -40% 12.75%
 
-40% < DD <= -45% 5 40.8 Months 2.45%
 
DD <= -45% 15.20%
 
-45% < DD <= -50% 7 29.1 Months 3.43%
 
DD <= -50% 18.63%
 
-50% < DD <= -55% 14 14.6 Months 6.86%
 
DD <= -55% 25.49%
 
-55% < DD <= -60% 8 25.5 Months 3.92%
 
DD <= -60% 29.41%
 
-60% < DD <= -65% 26 7.8 Months 12.75%
 
DD <= -65% 42.16%
 
-65% < DD <= -70% 32 6.4 Months 15.69%
 
DD <= -70% 57.84%
 
-70% < DD <= -100% 86 2.4 Months 42.16%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-96.50% Jul 2008 Oct 2020 148 in progress 39 187 71.82
-22.34% Jan 2008 Jan 2008 1 Apr 2008 3 4 13.15
-10.10% Nov 2007 Nov 2007 1 Dec 2007 1 2 5.83
-0.75% Jul 2007 Aug 2007 2 Sep 2007 1 3 0.38
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 11 18.5 Months 5.39%
 
DD = 0% 5.39%
 
0% < DD <= -5% 2 102.0 Months 0.98%
 
DD <= -5% 6.37%
 
-5% < DD <= -10% 0 - 0.00%
 
DD <= -10% 6.37%
 
-10% < DD <= -15% 2 102.0 Months 0.98%
 
DD <= -15% 7.35%
 
-15% < DD <= -20% 1 204.0 Months 0.49%
 
DD <= -20% 7.84%
 
-20% < DD <= -25% 1 204.0 Months 0.49%
 
DD <= -25% 8.33%
 
-25% < DD <= -30% 2 102.0 Months 0.98%
 
DD <= -30% 9.31%
 
-30% < DD <= -35% 2 102.0 Months 0.98%
 
DD <= -35% 10.29%
 
-35% < DD <= -40% 3 68.0 Months 1.47%
 
DD <= -40% 11.76%
 
-40% < DD <= -45% 2 102.0 Months 0.98%
 
DD <= -45% 12.75%
 
-45% < DD <= -50% 8 25.5 Months 3.92%
 
DD <= -50% 16.67%
 
-50% < DD <= -55% 9 22.7 Months 4.41%
 
DD <= -55% 21.08%
 
-55% < DD <= -60% 13 15.7 Months 6.37%
 
DD <= -60% 27.45%
 
-60% < DD <= -65% 16 12.8 Months 7.84%
 
DD <= -65% 35.29%
 
-65% < DD <= -70% 17 12.0 Months 8.33%
 
DD <= -70% 43.63%
 
-70% < DD <= -100% 115 1.8 Months 56.37%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

PROSHARES ULTRA OIL & GAS (DIG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2007 - 31 January 2024 (~17 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -83.95 04/2019
03/2020
0.16$ -49.82 0.50$ -8.53 0.91$ 83.78 1.83$ 290.11 11/2020
10/2021
3.90$ -18.61 58.72%
2Y -65.86 10/2018
09/2020
0.11$ -35.36 0.41$ -11.09 0.79$ 60.87 2.58$ 195.71 11/2020
10/2022
8.74$ 18.43 62.89%
3Y -48.60 11/2017
10/2020
0.13$ -32.65 0.30$ -10.61 0.71$ 21.01 1.77$ 96.83 10/2020
09/2023
7.62$ 56.60 69.41%
5Y -36.36 04/2015
03/2020
0.10$ -27.45 0.20$ -14.07 0.46$ -0.45 0.97$ 6.96 01/2019
12/2023
1.40$ 2.10 85.25%
7Y -24.03 02/2014
01/2021
0.14$ -21.00 0.19$ -3.55 0.77$ 0.74 1.05$ 6.07 02/2016
01/2023
1.51$ -2.83 75.68%
10Y -5.62 02/2014
01/2024
0.56$ -5.62 0.56$ -5.62 0.56$ -5.62 0.56$ -5.62 02/2014
01/2024
0.56$ -5.62 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -84.19 04/2019
03/2020
0.15$ -49.93 0.50$ -10.01 0.89$ 74.60 1.74$ 267.27 11/2020
10/2021
3.67$ -21.07 59.63%
2Y -66.37 10/2018
09/2020
0.11$ -36.77 0.39$ -12.04 0.77$ 51.88 2.30$ 176.41 11/2020
10/2022
7.63$ 13.09 62.89%
3Y -49.51 11/2017
10/2020
0.12$ -34.43 0.28$ -12.68 0.66$ 15.22 1.52$ 86.15 10/2020
09/2023
6.45$ 48.21 71.76%
5Y -37.49 04/2015
03/2020
0.09$ -28.68 0.18$ -15.34 0.43$ -4.16 0.80$ 2.77 01/2019
12/2023
1.14$ -1.98 96.72%
7Y -25.21 02/2014
01/2021
0.13$ -22.29 0.17$ -6.35 0.63$ -2.68 0.82$ 2.58 02/2016
01/2023
1.19$ -6.11 91.89%
10Y -8.18 02/2014
01/2024
0.42$ -8.18 0.42$ -8.18 0.42$ -8.18 0.42$ -8.18 02/2014
01/2024
0.42$ -8.18 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -83.95 04/2019
03/2020
0.16$ -45.57 0.54$ 0.96 1.00$ 66.68 1.66$ 290.11 11/2020
10/2021
3.90$ -18.61 48.44%
2Y -65.86 10/2018
09/2020
0.11$ -40.04 0.35$ -3.94 0.92$ 40.02 1.96$ 195.71 11/2020
10/2022
8.74$ 18.43 53.89%
3Y -48.60 11/2017
10/2020
0.13$ -28.15 0.37$ -6.47 0.81$ 20.67 1.75$ 96.83 10/2020
09/2023
7.62$ 56.60 57.74%
5Y -36.36 04/2015
03/2020
0.10$ -17.58 0.38$ -6.23 0.72$ 7.33 1.42$ 27.74 07/2009
06/2014
3.40$ 2.10 74.31%
7Y -30.89 11/2013
10/2020
0.07$ -20.90 0.19$ -3.56 0.77$ 2.67 1.20$ 6.51 05/2009
04/2016
1.55$ -2.83 66.67%
10Y -17.66 11/2010
10/2020
0.14$ -12.28 0.26$ -5.98 0.53$ -1.35 0.87$ 4.71 04/2009
03/2019
1.58$ -5.62 89.29%
15Y -8.51 06/2008
05/2023
0.26$ -7.06 0.33$ -5.35 0.43$ -2.59 0.67$ 1.77 02/2009
01/2024
1.30$ 1.77 83.33%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -84.19 04/2019
03/2020
0.15$ -46.50 0.53$ -0.38 0.99$ 60.28 1.60$ 267.27 11/2020
10/2021
3.67$ -21.07 50.52%
2Y -66.37 10/2018
09/2020
0.11$ -40.93 0.34$ -4.93 0.90$ 35.24 1.82$ 176.41 11/2020
10/2022
7.63$ 13.09 56.11%
3Y -49.51 11/2017
10/2020
0.12$ -29.36 0.35$ -8.08 0.77$ 17.16 1.60$ 86.15 10/2020
09/2023
6.45$ 48.21 58.93%
5Y -37.49 04/2015
03/2020
0.09$ -19.61 0.33$ -8.08 0.65$ 5.45 1.30$ 25.22 07/2009
06/2014
3.07$ -1.98 81.25%
7Y -31.95 11/2013
10/2020
0.06$ -22.25 0.17$ -6.11 0.64$ 0.74 1.05$ 4.76 05/2009
04/2016
1.38$ -6.11 79.17%
10Y -19.07 11/2010
10/2020
0.12$ -13.82 0.22$ -8.18 0.42$ -3.42 0.70$ 2.85 04/2009
03/2019
1.32$ -8.18 96.43%
15Y -10.58 06/2008
05/2023
0.18$ -9.22 0.23$ -7.46 0.31$ -4.76 0.48$ -0.77 02/2009
01/2024
0.88$ -0.77 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the ProShares Ultra Oil & Gas (DIG) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in ProShares Ultra Oil & Gas (DIG) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
5.06
60%
4.22
60%
-7.99
60%
12.64
60%
0.17
60%
0.52
60%
0.93
40%
-2.99
40%
-3.46
60%
9.38
40%
9.47
60%
2.81
60%
Best 37.0
2022
46.1
2021
18.6
2022
63.4
2020
29.6
2022
17.7
2019
20.3
2022
5.7
2022
18.0
2021
50.7
2022
56.5
2020
12.4
2019
Worst -21.5
2020
-28.4
2020
-66.1
2020
-4.6
2022
-22.1
2019
-31.8
2022
-16.5
2021
-17.4
2019
-27.9
2020
-12.2
2023
-10.4
2021
-8.4
2022
Monthly Seasonality over the period Apr 2007 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.86
50%
1.11
50%
-1.91
60%
11.80
70%
-1.17
50%
1.23
60%
-1.73
40%
-3.39
40%
-1.57
60%
3.06
30%
4.38
50%
-1.98
50%
Best 37.0
2022
46.1
2021
19.3
2016
63.4
2020
29.6
2022
17.7
2019
20.3
2022
5.7
2014
21.0
2017
50.7
2022
56.5
2020
12.4
2019
Worst -21.5
2020
-28.4
2020
-66.1
2020
-6.7
2017
-22.1
2019
-31.8
2022
-16.5
2021
-17.4
2019
-27.9
2020
-22.8
2018
-18.1
2014
-25.8
2018
Monthly Seasonality over the period Apr 2007 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.82
47%
2.17
63%
-0.33
65%
9.98
71%
-0.95
53%
-0.18
53%
-0.01
59%
-3.84
35%
-0.63
65%
2.50
47%
2.48
53%
0.27
53%
Best 37.0
2022
46.1
2021
19.3
2016
63.4
2020
29.6
2022
17.7
2019
20.3
2022
5.7
2014
21.0
2017
50.7
2022
56.5
2020
18.2
2010
Worst -22.1
2008
-28.4
2020
-66.1
2020
-6.7
2017
-23.0
2010
-31.8
2022
-28.1
2008
-21.9
2011
-27.9
2020
-43.0
2008
-18.1
2014
-25.8
2018
Monthly Seasonality over the period Apr 2007 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the ProShares Ultra Oil & Gas (DIG) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PROSHARES ULTRA OIL & GAS (DIG) ETF
Monthly Returns Distribution
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2007 - 31 January 2024 (~17 years)
61 Positive Months (51%) - 59 Negative Months (49%)
112 Positive Months (55%) - 91 Negative Months (45%)
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(Scroll down to see all data)
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