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OILD vs. BOIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILD vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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OILD vs. BOIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-59.82%-41.67%-14.58%-19.58%-90.32%5.20%
BOIL
ProShares Ultra Bloomberg Natural Gas
-33.36%-58.98%-60.75%-92.00%-31.85%-50.60%

Returns By Period

In the year-to-date period, OILD achieves a -59.82% return, which is significantly lower than BOIL's -33.36% return.


OILD

1D
10.51%
1M
-15.65%
YTD
-59.82%
6M
-61.74%
1Y
-67.52%
3Y*
-46.53%
5Y*
10Y*

BOIL

1D
-5.33%
1M
-14.17%
YTD
-33.36%
6M
-52.97%
1Y
-80.61%
3Y*
-65.17%
5Y*
-62.88%
10Y*
-55.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILD vs. BOIL - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Return for Risk

OILD vs. BOIL — Risk / Return Rank

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

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: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 22
Sortino Ratio Rank
BOIL Omega Ratio Rank: 22
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL 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.

OILD vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


OILDBOILDifference

Sharpe ratio

Return per unit of total volatility

-0.88

-0.67

-0.21

Sortino ratio

Return per unit of downside risk

-1.62

-0.97

-0.65

Omega ratio

Gain probability vs. loss probability

0.82

0.88

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.80

-1.00

+0.20

Martin ratio

Return relative to average drawdown

-1.29

-1.35

+0.06

OILD vs. BOIL - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -0.88, which is lower than the BOIL Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of OILD and BOIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OILDBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

-0.67

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

-0.61

-0.15

Correlation

The correlation between OILD and BOIL is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OILD vs. BOIL - Dividend Comparison

Neither OILD nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILD vs. BOIL - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for OILD and BOIL.


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Drawdown Indicators


OILDBOILDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-100.00%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-84.54%

-82.08%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-99.88%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-98.69%

-100.00%

+1.31%

Average Drawdown

Average peak-to-trough decline

-88.25%

-93.51%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.71%

60.88%

-8.17%

Volatility

OILD vs. BOIL - Volatility Comparison

The current volatility for MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) is 19.05%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 29.37%. This indicates that OILD experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.05%

29.37%

-10.32%

Volatility (6M)

Calculated over the trailing 6-month period

43.16%

109.37%

-66.21%

Volatility (1Y)

Calculated over the trailing 1-year period

76.80%

120.58%

-43.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.54%

118.63%

-39.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.54%

101.93%

-22.39%