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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 24.19% return, which is significantly higher than OILD's -52.45% return.


MSFD

1D
-3.08%
1M
9.58%
YTD
24.19%
6M
25.23%
1Y
26.45%
3Y*
-3.55%
5Y*
10Y*

OILD

1D
-1.60%
1M
26.30%
YTD
-52.45%
6M
-53.18%
1Y
-61.71%
3Y*
-45.55%
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
24.19%-13.36%-7.86%-35.90%3.88%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-52.45%-41.67%-14.58%-19.58%-38.16%

Correlation

The correlation between MSFD and OILD is -0.09, 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

-0.09

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

-0.01

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 -0.09 (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: 2929
Overall Rank
MSFD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSFD Omega Ratio Rank: 3232
Omega Ratio Rank
MSFD Calmar Ratio Rank: 2525
Calmar Ratio Rank
MSFD Martin Ratio Rank: 2828
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
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

+2.01

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.20

0.82

+0.38

Calmar ratioReturn relative to maximum drawdown

1.14

-0.83

+1.97

Martin ratioReturn relative to average drawdown

3.69

-1.39

+5.08

MSFD vs. OILD - Sharpe Ratio Comparison

The current MSFD Sharpe Ratio is 1.01, 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%

-88.53%

+48.03%

Current Drawdown

Current decline from peak

-43.99%

-98.45%

+54.46%

Average Drawdown

Average peak-to-trough decline

-41.61%

-88.67%

+47.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

44.45%

-37.10%

Volatility

MSFD vs. OILD - Volatility Comparison

The current volatility for Direxion Daily MSFT Bear 1X Shares (MSFD) is 11.74%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 21.45%. 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

11.74%

21.45%

-9.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

49.41%

-26.60%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

62.59%

-36.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.27%

79.37%

-53.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.27%

79.37%

-53.10%

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 2.52%, while OILD has not paid dividends to shareholders.


PositionTTM2025202420232022
MSFD
Direxion Daily MSFT Bear 1X Shares
2.52%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 -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (21.45%) compared to MSFD (11.74%). In terms of maximum drawdown, MSFD dropped -59.90% vs OILD's -98.90%.

On 3-year performance, MSFD leads with -3.55% vs -45.55% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, MSFD has been the lower-risk option at 11.74%. 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 -3.55% return vs -45.55%. 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 2.52%, 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 (1.01 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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