BMNU vs. OILD
BMNU (T-REX 2X Long BMNR Daily Target ETF) and OILD (MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs) are both exchange-traded funds - BMNU is a Leveraged Equities fund actively managed by REX, while OILD is a Inverse Equities fund tracking the Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). BMNU is actively managed, while OILD is passively managed. At a correlation of -0.05, they often move in opposite directions. BMNU charges 1.50%/yr vs 0.95%/yr for OILD.
Performance
BMNU vs. OILD - Performance Comparison
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Returns By Period
In the year-to-date period, BMNU achieves a -82.74% return, which is significantly lower than OILD's -54.54% return.
BMNU
- 1D
- 3.58%
- 1M
- -18.33%
- 6M
- -85.30%
- YTD
- -82.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILD
- 1D
- -1.43%
- 1M
- 10.54%
- 6M
- -48.60%
- YTD
- -54.54%
- 1Y
- -59.78%
- 3Y*
- -41.86%
- 5Y*
- —
- 10Y*
- —
BMNU vs. OILD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BMNU T-REX 2X Long BMNR Daily Target ETF | -82.74% | -80.88% |
OILD MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs | -54.54% | -1.07% |
Correlation
The correlation between BMNU and OILD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 26, 2025 | -0.05 |
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Return for Risk
BMNU vs. OILD — Risk / Return Rank
BMNU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OILD
BMNU vs. OILD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long BMNR Daily Target ETF (BMNU) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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.
| BMNU | OILD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.83 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.82 | — |
| Martin ratioReturn relative to average drawdown | — | -1.31 | — |
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Drawdowns
BMNU vs. OILD - Drawdown Comparison
The maximum BMNU drawdown since its inception was -98.29%, roughly equal to the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for BMNU and OILD.
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Drawdown Indicators
| BMNU | OILD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.29% | -98.90% | +0.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.53% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -86.29% | — |
Current DrawdownCurrent decline from peak | -97.89% | -98.52% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -81.57% | -88.77% | +7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 46.48% | — |
Volatility
BMNU vs. OILD - Volatility Comparison
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Volatility by Period
| BMNU | OILD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 21.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 49.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 182.49% | 62.68% | +119.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 182.49% | 79.24% | +103.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 182.49% | 79.24% | +103.25% |
BMNU vs. OILD - Expense Ratio Comparison
BMNU has a 1.50% expense ratio, which is higher than OILD's 0.95% expense ratio.
Dividends
BMNU vs. OILD - Dividend Comparison
Neither BMNU nor OILD has paid dividends to shareholders.
Frequently Asked Questions
BMNU and OILD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OILD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OILD is cheaper with a 0.95% expense ratio, compared with 1.50% for BMNU.
BMNU and OILD have nearly identical dividend yields, around 0.00%.
BMNU is categorized as Leveraged Equities, while OILD is Inverse Equities. Their fees differ too: 1.50% for BMNU and 0.95% for OILD.
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