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OILD vs. CEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. CEPI - 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 REX Crypto Equity Premium Income ETF (CEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OILD achieves a -61.30% return, which is significantly lower than CEPI's 20.71% return.


OILD

1D
-3.52%
1M
4.33%
YTD
-61.30%
6M
-58.58%
1Y
-72.54%
3Y*
-48.14%
5Y*
10Y*

CEPI

1D
-1.35%
1M
7.21%
YTD
20.71%
6M
18.40%
1Y
34.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. CEPI - Yearly Performance Comparison


Correlation

The correlation between OILD and CEPI is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

-0.14

The correlation between OILD and CEPI shifts across timeframes, from -0.14 (all time) to 0.03 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. CEPI — 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: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 00
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank

CEPI
CEPI Risk / Return Rank: 3232
Overall Rank
CEPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEPI Sortino Ratio Rank: 3333
Sortino Ratio Rank
CEPI Omega Ratio Rank: 3636
Omega Ratio Rank
CEPI Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEPI Martin Ratio Rank: 2626
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. CEPI - 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 REX Crypto Equity Premium Income ETF (CEPI). 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.


OILDCEPIDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

0.75

1.24

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.94

1.52

-2.46

Martin ratioReturn relative to average drawdown

-1.56

3.62

-5.18

OILD vs. CEPI - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.19, which is lower than the CEPI Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of OILD and CEPI, 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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Sharpe Ratios by Period


OILDCEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.19

1.28

-2.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.45

-1.20

Drawdowns

OILD vs. CEPI - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than CEPI's maximum drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for OILD and CEPI.


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Drawdown Indicators


OILDCEPIDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-29.48%

-69.42%

Max Drawdown (1Y)

Largest decline over 1 year

-77.40%

-22.47%

-54.93%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

Current Drawdown

Current decline from peak

-98.74%

-2.08%

-96.66%

Average Drawdown

Average peak-to-trough decline

-88.64%

-8.65%

-79.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.59%

9.43%

+37.16%

Volatility

OILD vs. CEPI - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 24.24% compared to REX Crypto Equity Premium Income ETF (CEPI) at 5.92%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than CEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDCEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.24%

5.92%

+18.32%

Volatility (6M)

Calculated over the trailing 6-month period

48.55%

20.94%

+27.61%

Volatility (1Y)

Calculated over the trailing 1-year period

61.12%

26.79%

+34.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.39%

31.57%

+47.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.39%

31.57%

+47.82%

OILD vs. CEPI - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is higher than CEPI's 0.85% expense ratio.


Dividends

OILD vs. CEPI - Dividend Comparison

OILD has not paid dividends to shareholders, while CEPI's dividend yield for the trailing twelve months is around 42.71%.


Frequently Asked Questions


OILD and CEPI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (24.24%) compared to CEPI (5.92%). In terms of maximum drawdown, OILD dropped -98.90% vs CEPI's -29.48%.

On 1-year performance, CEPI leads with 34.07% vs -72.54% for OILD. On fees, CEPI is cheaper at 0.85% per year. On volatility, CEPI has been the lower-risk option at 5.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CEPI has performed better with a 34.07% return vs -72.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CEPI is cheaper with a 0.85% expense ratio, compared with 0.95% for OILD.

CEPI has the higher dividend yield at 42.71%, compared with 0.00% for OILD.

OILD is categorized as Inverse Equities, while CEPI is Cryptocurrency. Their fees differ too: 0.95% for OILD and 0.85% for CEPI.

CEPI currently has the higher Sharpe Ratio (1.28 vs -1.19), 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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