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Data as of .

DUG vs XLEX: which held to its multiple?

Over three months against its own daily promise, DUG finished 2.0 points over and XLEX 3.6 points short.

ProShares UltraShort Energy and Corgi U.S. Energy 2x Daily ETF, side by side, leveraged ETFs on ETFIQ.

−23.7%DUG returned, 3 months
+24.9%XLEX returned, 3 months
+4.3 ptsDUG from its stated multiple
−3.1 ptsXLEX from its stated multiple

ETFIQ Decay Resistance Score: DUG scores higher

Did it keep up with its own daily multiple, compounded day by day?

DUG 64.9XLEX 28.30.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

DUG4.3 pts over its label · 3 months to Sep 11, 2026
XLE +14.0% ×2 implies−28.0%DUG returned−23.7%XLE +14.0% ×2 implies−28.0%DUG returned−23.7%
XLEX3.1 pts short of its label · 3 months to Sep 11, 2026
XLE +14.0% ×2 implies+28.0%XLEX returned+24.9%XLE +14.0% ×2 implies+28.0%XLEX returned+24.9%

Performance, window by window

DUG and XLEX over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
DUGXLEXDUGXLEXDUGXLEX
1 month−12.0%+12.4%−13.5%+13.5%+1.5 pts−1.1 pts
3 months−23.7%+24.9%−28.0%+28.0%+4.3 pts−3.1 pts
6 months−26.0%not published−28.9%not published+2.8 ptsnot published
1 year−57.6%not published−101.4%not published+43.7 ptsnot published
3 years−60.4%not published−108.3%not published+48.0 ptsnot published
Since launch−99.7%+18.4%not meaningful+23.5%not meaningful−5.0 pts
Open the live comparison on ETFIQ
DUG and XLEX on the same fields, as of Sep 11, 2026. Source: ETFIQ.
DUG
ProShares UltraShort Energy
Aims to return twice the opposite of the daily move of energy (XLE)
XLEX
Corgi U.S. Energy 2x Daily ETF
Aims to return twice the daily move of energy (XLE)
IssuerProSharesCorgi
Sets out to return-2x+2x
OnXLEXLE
Segmentsectorsector
Fund returned, 3 months−23.7%+24.9%
Underlying returned, 3 months+14.0%+14.0%
What the stated multiple implies, 3 months−28.0%+28.0%
Difference from stated, 3 months+4.3 pts−3.1 pts
Fund returned, 1 year or since launch−57.6%+18.4%
Difference from stated, over that window+43.7 pts−5.0 pts
Underlying volatility22%22%
Difference over the days both have traded+4.3 pts−3.1 pts
Expense ratio0.95%0.45%
LaunchedJan 4, 2010Jun 3, 2026

DUG in plain words

Three months to Sep 11, 2026: DUG returned −23.7% where its own daily promise gave −25.7%, 2.0 points over. Read the multiple against the whole window instead and −2 times XLE's 14.0% implies −28.0%, which makes DUG look 4.3 points over. 2.3 of that is daily compounding, which happens to any −2 times fund over the same path, and the rest is the fund. DUG aims to return -2 times XLE's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. XLE moved at 22% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

XLEX in plain words

Three months to Sep 11, 2026: XLEX returned +24.9% where its own daily promise gave +28.5%, 3.6 points short. Read the multiple against the whole window instead and +2 times XLE's 14.0% implies +28.0%, which makes XLEX look 3.1 points short. 0.5 of that is daily compounding, which happens to any +2 times fund over the same path, and the rest is the fund. XLEX aims to return +2 times XLE's move each day, then resets. Over longer, the daily results compound, so the total is not +2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, DUG or XLEX?
Over the window to Sep 11, 2026, DUG finished 4.3 points from what its multiple implies and XLEX finished 3.1 points from its own, so XLEX came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are DUG and XLEX levered on the same thing?
Yes. Both are levered on energy, DUG at -2 times and XLEX at +2 times the daily move.
Which one decays faster, DUG or XLEX?
Decay follows how much the underlying moves about. Over this window DUG’s moved at 22% annualized and XLEX’s at 22%, so DUG has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold DUG or XLEX for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.
Which is cheaper, DUG or XLEX?
DUG charges 0.95% a year and XLEX charges 0.45%, so XLEX is cheaper. Fees come from each fund's prospectus.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

DUG against XLEX, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, DUG against XLEX, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/DUG-XLEX Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources