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DVXE vs. OILU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXE vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Energy XLE Defined Volatility ETF (DVXE) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVXE achieves a 50.61% return, which is significantly lower than OILU's 95.09% return.


DVXE

1D
1.38%
1M
15.67%
6M
26.93%
YTD
50.61%
1Y
61.29%
3Y*
5Y*
10Y*
ALL TIME*
55.89%

OILU

1D
3.79%
1M
38.67%
6M
37.11%
YTD
95.09%
1Y
107.91%
3Y*
1.15%
5Y*
10Y*
ALL TIME*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.59K$12.40K$16.43K
$8.21M$8.45M$7.94M

DVXE vs. OILU - Yearly Performance Comparison


Correlation

The correlation between DVXE and OILU is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.97

The correlation between DVXE and OILU has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

DVXE vs. OILU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVXE
DVXE Risk / Return Rank: 6868
Overall Rank
DVXE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DVXE Sortino Ratio Rank: 7070
Sortino Ratio Rank
DVXE Omega Ratio Rank: 6868
Omega Ratio Rank
DVXE Calmar Ratio Rank: 7373
Calmar Ratio Rank
DVXE Martin Ratio Rank: 5151
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 5656
Overall Rank
OILU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5757
Sortino Ratio Rank
OILU Omega Ratio Rank: 5555
Omega Ratio Rank
OILU Calmar Ratio Rank: 5959
Calmar Ratio Rank
OILU Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVXE vs. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Energy XLE Defined Volatility ETF (DVXE) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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.


DVXEOILUDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

2.59

2.07

+0.52

Martin ratioReturn relative to average drawdown

6.05

5.11

+0.94

DVXE vs. OILU - Sharpe Ratio Comparison

The current DVXE Sharpe Ratio is 1.83, which is comparable to the OILU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DVXE and OILU, 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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Drawdowns

DVXE vs. OILU - Drawdown Comparison

The maximum DVXE drawdown since its inception was -21.83%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for DVXE and OILU.


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Drawdown Indicators


DVXEOILUDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-81.00%

+59.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.83%

-46.49%

+24.66%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

Current Drawdown

Current decline from peak

-8.57%

-47.53%

+38.96%

Average Drawdown

Average peak-to-trough decline

-7.25%

-50.69%

+43.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.37%

18.88%

-9.51%

Volatility

DVXE vs. OILU - Volatility Comparison

The current volatility for WEBs Energy XLE Defined Volatility ETF (DVXE) is 8.29%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 19.22%. This indicates that DVXE experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVXEOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

19.22%

-10.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

51.99%

-29.63%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

64.36%

-33.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.78%

80.80%

-50.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.78%

80.80%

-50.02%

DVXE vs. OILU - Expense Ratio Comparison

DVXE has a 0.89% expense ratio, which is lower than OILU's 0.95% expense ratio.


Dividends

DVXE vs. OILU - Dividend Comparison

Neither DVXE nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, DVXE and OILU 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.

OILU has higher volatility (19.22%) compared to DVXE (8.29%). In terms of maximum drawdown, DVXE dropped -21.83% vs OILU's -81.00%.

On 1-year performance, OILU leads with 107.91% vs 61.29% for DVXE. On fees, DVXE is cheaper at 0.89% per year. On volatility, DVXE has been the lower-risk option at 8.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OILU has performed better with a 107.91% return vs 61.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVXE is cheaper with a 0.89% expense ratio, compared with 0.95% for OILU.

DVXE and OILU have nearly identical dividend yields, around 0.00%.

DVXE is categorized as Energy Equities, while OILU is Leveraged Equities. DVXE tracks Syntax Defined Volatility XLE Index, while OILU tracks Solactive MicroSectors Oil & Gas Exploration & Production Index. They also come from different issuers: WEBs and BMO. Their fees differ too: 0.89% for DVXE and 0.95% for OILU.

DVXE currently has the higher Sharpe Ratio (1.83 vs 1.50), 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.

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