DFMC vs. NRGU

Last updated Jul 17, 2026

DFMC (Dimensional US Micro Cap Portfolio ETF) and NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) are both exchange-traded funds - DFMC is a Small Cap Blend Equities fund actively managed by Dimensional Fund Advisors, while NRGU is a Leveraged Equities fund tracking the Solactive MicroSectors U.S. Big Oil Index (-300%). DFMC is actively managed, while NRGU is passively managed. At a correlation of -0.44, they often move in opposite directions. DFMC charges 0.41%/yr vs 0.95%/yr for NRGU.

Performance

DFMC vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Micro Cap Portfolio ETF (DFMC) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFMC

• 1D: 0.71%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NRGU

• 1D: 3.84%
• 1M: 18.77%
• 6M: 86.19%
• YTD: 118.00%
• 1Y: 119.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFMC vs. NRGU - Yearly Performance Comparison

	2026 (YTD)
DFMC Dimensional US Micro Cap Portfolio ETF	21.30%
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN	-10.45%

Correlation

The correlation between DFMC and NRGU is -0.44, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 23, 2026	-0.44

Return for Risk

DFMC vs. NRGU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFMC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NRGU

NRGU Risk / Return Rank: 55
NRGU Sharpe Ratio Rank: 58
NRGU Sortino Ratio Rank: 52
NRGU Omega Ratio Rank: 50
NRGU Calmar Ratio Rank: 69
NRGU Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFMC vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Micro Cap Portfolio ETF (DFMC) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.

	DFMC	NRGU	Difference
Sharpe ratio: Return per unit of total volatility	—	1.56	—
Sortino ratio: Return per unit of downside risk	—	2.08	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.73	—
Martin ratio: Return relative to average drawdown	—	6.13	—

Drawdowns

DFMC vs. NRGU - Drawdown Comparison

The maximum DFMC drawdown since its inception was -4.29%, smaller than the maximum NRGU drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for DFMC and NRGU.

Drawdown Indicators

	DFMC	NRGU	Difference
Max Drawdown Largest peak-to-trough decline	-4.29%	-57.50%	+53.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-43.89%	—
Current Drawdown Current decline from peak	-0.62%	-24.81%	+24.19%
Average Drawdown Average peak-to-trough decline	-0.80%	-26.06%	+25.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	19.53%	—

Volatility

Volatility by Period

	DFMC	NRGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	23.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	63.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	76.98%	-61.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	89.07%	-73.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	89.07%	-73.67%

DFMC vs. NRGU - Expense Ratio Comparison

DFMC has a 0.41% expense ratio, which is lower than NRGU's 0.95% expense ratio.

Dividends

DFMC vs. NRGU - Dividend Comparison

DFMC's dividend yield for the trailing twelve months is around 0.22%, while NRGU has not paid dividends to shareholders.

Position	TTM
DFMC Dimensional US Micro Cap Portfolio ETF	0.22%
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN	0.00%

Frequently Asked Questions

Can I hold both DFMC and NRGU in my portfolio?

DFMC and NRGU have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFMC or NRGU?

On fees, DFMC is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFMC or NRGU?

DFMC is cheaper with a 0.41% expense ratio, compared with 0.95% for NRGU.

Which ETF pays a higher dividend yield, DFMC or NRGU?

DFMC has the higher dividend yield at 0.22%, compared with 0.00% for NRGU.

What is the main difference between DFMC and NRGU?

DFMC is categorized as Small Cap Blend Equities, while NRGU is Leveraged Equities. They also come from different issuers: Dimensional Fund Advisors and BMO. Their fees differ too: 0.41% for DFMC and 0.95% for NRGU.