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MSFD vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFD vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSFT Bear 1X Shares (MSFD) 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, MSFD achieves a 19.79% return, which is significantly higher than OILD's -58.56% return.


MSFD

1D
-1.53%
1M
-0.73%
6M
18.10%
YTD
19.79%
1Y
25.82%
3Y*
-3.82%
5Y*
10Y*

OILD

1D
-8.84%
1M
0.76%
6M
-53.66%
YTD
-58.56%
1Y
-63.34%
3Y*
-44.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFD vs. OILD - Yearly Performance Comparison


2026 (YTD)2025202420232022
MSFD
Direxion Daily MSFT Bear 1X Shares
19.79%-13.36%-7.86%-35.90%3.88%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-58.56%-41.67%-14.58%-19.58%-38.16%

Correlation

The correlation between MSFD and OILD is -0.08, 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 (1Y)
Calculated over the trailing 1-year period

-0.08

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.07

The correlation between MSFD and OILD shifts across timeframes, from -0.08 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MSFD vs. OILD — Risk / Return Rank

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

MSFD
MSFD Risk / Return Rank: 3232
Overall Rank
MSFD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 3535
Sortino Ratio Rank
MSFD Omega Ratio Rank: 3535
Omega Ratio Rank
MSFD Calmar Ratio Rank: 2828
Calmar Ratio Rank
MSFD Martin Ratio Rank: 3131
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
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.

MSFD vs. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bear 1X Shares (MSFD) 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.


MSFDOILDDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.19

0.82

+0.37

Calmar ratioReturn relative to maximum drawdown

1.12

-0.85

+1.97

Martin ratioReturn relative to average drawdown

3.58

-1.36

+4.94

MSFD vs. OILD - Sharpe Ratio Comparison

The current MSFD Sharpe Ratio is 0.95, which is higher than the OILD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of MSFD 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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Drawdowns

MSFD vs. OILD - Drawdown Comparison

The maximum MSFD drawdown since its inception was -59.90%, smaller than the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for MSFD and OILD.


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Drawdown Indicators


MSFDOILDDifference

Max Drawdown

Largest peak-to-trough decline

-59.90%

-98.90%

+39.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.25%

-74.53%

+51.28%

Max Drawdown (3Y)

Largest decline over 3 years

-40.50%

-86.29%

+45.79%

Current Drawdown

Current decline from peak

-45.97%

-98.65%

+52.68%

Average Drawdown

Average peak-to-trough decline

-41.64%

-88.78%

+47.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

46.68%

-39.45%

Volatility

MSFD vs. OILD - Volatility Comparison

The current volatility for Direxion Daily MSFT Bear 1X Shares (MSFD) is 10.57%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 23.04%. This indicates that MSFD 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


MSFDOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

23.04%

-12.47%

Volatility (6M)

Calculated over the trailing 6-month period

23.99%

50.04%

-26.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.34%

63.35%

-36.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.39%

79.31%

-52.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

79.31%

-52.92%

MSFD vs. OILD - Expense Ratio Comparison

MSFD has a 1.06% expense ratio, which is higher than OILD's 0.95% expense ratio.


Dividends

MSFD vs. OILD - Dividend Comparison

MSFD's dividend yield for the trailing twelve months is around 3.30%, while OILD has not paid dividends to shareholders.


PositionTTM2025202420232022
MSFD
Direxion Daily MSFT Bear 1X Shares
3.30%3.33%4.46%4.43%0.74%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSFD and OILD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (23.04%) compared to MSFD (10.57%). In terms of maximum drawdown, MSFD dropped -59.90% vs OILD's -98.90%.

On 3-year performance, MSFD leads with -3.82% vs -44.77% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, MSFD has been the lower-risk option at 10.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MSFD has performed better with a -3.82% return vs -44.77%. 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 1.06% for MSFD.

MSFD has the higher dividend yield at 3.30%, compared with 0.00% for OILD.

MSFD tracks Microsoft Corporation (-100%), while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: Direxion and REX. Their fees differ too: 1.06% for MSFD and 0.95% for OILD.

MSFD currently has the higher Sharpe Ratio (0.95 vs -1.00), 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

Find the right allocation for MSFD and OILD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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