NRGU vs. VSDB

Last updated Jun 23, 2026

NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) and VSDB (Vanguard Short Duration Bond ETF Shares) are both exchange-traded funds - NRGU is a Leveraged Equities fund tracking the Solactive MicroSectors U.S. Big Oil Index (-300%), while VSDB is a Short-Term Bond fund actively managed by Vanguard. NRGU is passively managed, while VSDB is actively managed. Over the past year, NRGU returned 61.72% vs 4.75% for VSDB. At a correlation of -0.24, they often move in opposite directions. NRGU charges 0.95%/yr vs 0.15%/yr for VSDB.

Performance

NRGU vs. VSDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and Vanguard Short Duration Bond ETF Shares (VSDB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NRGU achieves a 75.49% return, which is significantly higher than VSDB's 0.95% return.

NRGU

• 1D: 5.64%
• 1M: -22.47%
• YTD: 75.49%
• 6M: 77.93%
• 1Y: 61.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VSDB

• 1D: -0.11%
• 1M: 0.30%
• YTD: 0.95%
• 6M: 1.15%
• 1Y: 4.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NRGU vs. VSDB - Yearly Performance Comparison

	2026 (YTD)	2025
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN	75.49%	-29.44%
VSDB Vanguard Short Duration Bond ETF Shares	0.95%	4.88%

Correlation

The correlation between NRGU and VSDB is -0.29, 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 (1Y) Calculated over the trailing 1-year period	-0.29
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025	-0.24

Return for Risk

NRGU vs. VSDB — Risk / Return Rank

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

NRGU

NRGU Risk / Return Rank: 27
NRGU Sharpe Ratio Rank: 23
NRGU Sortino Ratio Rank: 28
NRGU Omega Ratio Rank: 27
NRGU Calmar Ratio Rank: 30
NRGU Martin Ratio Rank: 27

VSDB

VSDB Risk / Return Rank: 83
VSDB Sharpe Ratio Rank: 88
VSDB Sortino Ratio Rank: 92
VSDB Omega Ratio Rank: 91
VSDB Calmar Ratio Rank: 69
VSDB Martin Ratio Rank: 78

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.

NRGU vs. VSDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) and Vanguard Short Duration Bond ETF Shares (VSDB). 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.

	NRGU	VSDB	Difference
Sharpe ratio: Return per unit of total volatility	0.81	2.74	-1.93
Sortino ratio: Return per unit of downside risk	1.46	4.25	-2.79
Omega ratio: Gain probability vs. loss probability	1.18	1.56	-0.38
Calmar ratio: Return relative to maximum drawdown	1.45	3.35	-1.90
Martin ratio: Return relative to average drawdown	3.58	14.67	-11.09

NRGU vs. VSDB - Sharpe Ratio Comparison

The current NRGU Sharpe Ratio is 0.81, which is lower than the VSDB Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of NRGU and VSDB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NRGU vs. VSDB - Drawdown Comparison

The maximum NRGU drawdown since its inception was -57.50%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for NRGU and VSDB.

Drawdown Indicators

	NRGU	VSDB	Difference
Max Drawdown Largest peak-to-trough decline	-57.50%	-1.42%	-56.08%
Max Drawdown (1Y) Largest decline over 1 year	-42.71%	-1.42%	-41.29%
Current Drawdown Current decline from peak	-39.48%	-0.26%	-39.22%
Average Drawdown Average peak-to-trough decline	-25.55%	-0.19%	-25.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.39%	0.32%	+17.07%

Volatility

NRGU vs. VSDB - Volatility Comparison

MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) has a higher volatility of 27.45% compared to Vanguard Short Duration Bond ETF Shares (VSDB) at 0.52%. This indicates that NRGU's price experiences larger fluctuations and is considered to be riskier than VSDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NRGU	VSDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.45%	0.52%	+26.93%
Volatility (6M) Calculated over the trailing 6-month period	62.96%	1.39%	+61.57%
Volatility (1Y) Calculated over the trailing 1-year period	76.67%	1.75%	+74.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.31%	1.90%	+87.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.31%	1.90%	+87.41%

NRGU vs. VSDB - Expense Ratio Comparison

NRGU has a 0.95% expense ratio, which is higher than VSDB's 0.15% expense ratio.

Dividends

NRGU vs. VSDB - Dividend Comparison

NRGU has not paid dividends to shareholders, while VSDB's dividend yield for the trailing twelve months is around 4.16%.

Position	TTM	2025
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN	0.00%	0.00%
VSDB Vanguard Short Duration Bond ETF Shares	4.16%	3.30%

Frequently Asked Questions

Can I hold both NRGU and VSDB in my portfolio?

NRGU and VSDB have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NRGU or VSDB?

NRGU has higher volatility (27.45%) compared to VSDB (0.52%). In terms of maximum drawdown, NRGU dropped -57.50% vs VSDB's -1.42%.

Which ETF is better, NRGU or VSDB?

On 1-year performance, NRGU leads with 61.72% vs 4.75% for VSDB. On fees, VSDB is cheaper at 0.15% per year. On volatility, VSDB has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NRGU or VSDB?

Over the 1-year period, NRGU has performed better with a 61.72% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NRGU or VSDB?

VSDB is cheaper with a 0.15% expense ratio, compared with 0.95% for NRGU.

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

VSDB has the higher dividend yield at 4.16%, compared with 0.00% for NRGU.

What is the main difference between NRGU and VSDB?

NRGU is categorized as Leveraged Equities, while VSDB is Short-Term Bond. They also come from different issuers: BMO and Vanguard. Their fees differ too: 0.95% for NRGU and 0.15% for VSDB.

Which has better risk-adjusted returns?

VSDB currently has the higher Sharpe Ratio (2.74 vs 0.81), 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.