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DRIP vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIP vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIP achieves a -50.45% return, which is significantly higher than OILD's -61.30% return.


DRIP

1D
-3.05%
1M
9.61%
YTD
-50.45%
6M
-43.03%
1Y
-56.10%
3Y*
-30.92%
5Y*
-41.62%
10Y*
-42.95%

OILD

1D
-3.52%
1M
4.33%
YTD
-61.30%
6M
-58.58%
1Y
-72.54%
3Y*
-48.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIP vs. OILD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-50.45%-14.81%1.27%-17.24%-73.57%22.00%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-61.30%-41.67%-14.58%-19.58%-90.32%5.20%

Correlation

The correlation between DRIP and OILD is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.93

The correlation between DRIP and OILD has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

DRIP vs. OILD — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 11
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 00
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank
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.

DRIP vs. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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.


DRIPOILDDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

0.83

0.75

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.94

+0.06

Martin ratioReturn relative to average drawdown

-1.64

-1.56

-0.09

DRIP vs. OILD - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -1.01, which is comparable to the OILD Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of DRIP and OILD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DRIPOILDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.01

-1.19

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

-0.75

+0.34

Drawdowns

DRIP vs. OILD - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, roughly equal to the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for DRIP and OILD.


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Drawdown Indicators


DRIPOILDDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-98.90%

-1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-63.84%

-77.40%

+13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-76.02%

-88.53%

+12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-99.94%

-98.74%

-1.20%

Average Drawdown

Average peak-to-trough decline

-90.45%

-88.64%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.12%

46.59%

-12.47%

Volatility

DRIP vs. OILD - Volatility Comparison

The current volatility for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) is 19.66%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 24.24%. This indicates that DRIP experiences smaller price fluctuations and is considered to be less risky than OILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIPOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

24.24%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

43.05%

48.55%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

55.64%

61.12%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.36%

79.39%

-11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.59%

79.39%

+17.20%

DRIP vs. OILD - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is higher than OILD's 0.95% expense ratio.


Dividends

DRIP vs. OILD - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.99%, while OILD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.99%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, DRIP and OILD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OILD has higher volatility (24.24%) compared to DRIP (19.66%). In terms of maximum drawdown, DRIP dropped -99.95% vs OILD's -98.90%.

On 3-year performance, DRIP leads with -30.92% vs -48.14% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, DRIP has been the lower-risk option at 19.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DRIP has performed better with a -30.92% return vs -48.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILD is cheaper with a 0.95% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.99%, compared with 0.00% for OILD.

DRIP is categorized as Leveraged Equities, while OILD is Inverse Equities. DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: Direxion and REX. Their fees differ too: 1.07% for DRIP and 0.95% for OILD.

DRIP currently has the higher Sharpe Ratio (-1.01 vs -1.19), 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.

Portfolio Optimizer

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