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OILD vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. DRIP - 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 Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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 -64.92% return, which is significantly lower than DRIP's -55.32% return.


OILD

1D
-3.75%
1M
-31.76%
6M
-47.49%
YTD
-64.92%
1Y
-72.17%
3Y*
-43.79%
5Y*
10Y*
ALL TIME*
-59.42%

DRIP

1D
-2.95%
1M
-25.11%
6M
-44.52%
YTD
-55.32%
1Y
-59.32%
3Y*
-26.17%
5Y*
-45.26%
10Y*
-43.88%
ALL TIME*
-42.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.97M$70.63M$133.34M
$2.56M$2.79M$3.90M

OILD vs. DRIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-64.92%-41.67%-14.58%-19.58%-90.32%3.83%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-55.32%-14.81%1.27%-17.24%-73.57%22.83%

Correlation

The correlation between OILD and DRIP is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.93

The correlation between OILD and DRIP has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

OILD vs. DRIP — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 22
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OILD vs. DRIP - 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 Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


OILDDRIPDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.78

0.83

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.91

-0.04

Martin ratioReturn relative to average drawdown

-1.42

-1.49

+0.06

OILD vs. DRIP - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.11, which is comparable to the DRIP Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of OILD and DRIP, 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

OILD vs. DRIP - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, roughly equal to the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for OILD and DRIP.


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Drawdown Indicators


OILDDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-99.95%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-62.18%

-12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-85.42%

-76.02%

-9.40%

Max Drawdown (5Y)

Largest decline over 5 years

-96.24%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-98.86%

-99.94%

+1.08%

Average Drawdown

Average peak-to-trough decline

-88.90%

-90.56%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.58%

37.99%

+11.59%

Volatility

OILD vs. DRIP - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 19.24% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) at 16.75%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.24%

16.75%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

50.43%

44.83%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

63.51%

57.15%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.08%

67.64%

+11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.08%

95.75%

-16.67%

OILD vs. DRIP - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Dividends

OILD vs. DRIP - Dividend Comparison

OILD has not paid dividends to shareholders, while DRIP's dividend yield for the trailing twelve months is around 3.98%.


PositionTTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.98%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, OILD and DRIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OILD has higher volatility (19.24%) compared to DRIP (16.75%). In terms of maximum drawdown, OILD dropped -98.90% vs DRIP's -99.95%.

On 3-year performance, DRIP leads with -26.17% vs -43.79% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, DRIP has been the lower-risk option at 16.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DRIP has performed better with a -26.17% return vs -43.79%. 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 1.07% for DRIP.

DRIP has the higher dividend yield at 3.98%, compared with 0.00% for OILD.

OILD is categorized as Inverse Equities, while DRIP is Leveraged Equities. OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%). They also come from different issuers: REX and Direxion. Their fees differ too: 0.95% for OILD and 1.07% for DRIP.

DRIP currently has the higher Sharpe Ratio (-0.99 vs -1.11), 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

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