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OILD vs. EFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. EFZ - 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 Short MSCI EAFE (EFZ). 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 -51.09% return, which is significantly lower than EFZ's -7.36% return.


OILD

1D
-2.73%
1M
20.25%
YTD
-51.09%
6M
-52.16%
1Y
-62.90%
3Y*
-44.01%
5Y*
10Y*

EFZ

1D
-0.76%
1M
0.62%
YTD
-7.36%
6M
-7.10%
1Y
-14.56%
3Y*
-10.16%
5Y*
-5.57%
10Y*
-9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. EFZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-51.09%-41.67%-14.58%-19.58%-90.32%3.83%
EFZ
ProShares Short MSCI EAFE
-7.36%-20.92%2.90%-10.38%13.15%1.37%

Correlation

The correlation between OILD and EFZ is -0.05, 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

-0.05

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

0.15

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

0.28

The correlation between OILD and EFZ shifts across timeframes, from -0.05 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. EFZ — Risk / Return Rank

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

OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 22
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
Martin Ratio Rank

EFZ
EFZ Risk / Return Rank: 33
Overall Rank
EFZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EFZ Omega Ratio Rank: 33
Omega Ratio Rank
EFZ Calmar Ratio Rank: 22
Calmar Ratio Rank
EFZ 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. EFZ - 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 Short MSCI EAFE (EFZ). 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.


OILDEFZDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

0.82

0.87

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.85

+0.01

Martin ratioReturn relative to average drawdown

-1.40

-1.43

+0.03

OILD vs. EFZ - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.01, which is comparable to the EFZ Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of OILD and EFZ, 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. EFZ - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than EFZ's maximum drawdown of -88.08%. Use the drawdown chart below to compare losses from any high point for OILD and EFZ.


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Drawdown Indicators


OILDEFZDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-88.08%

-10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-17.09%

-57.44%

Max Drawdown (3Y)

Largest decline over 3 years

-87.76%

-35.42%

-52.34%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.35%

Current Drawdown

Current decline from peak

-98.41%

-87.87%

-10.54%

Average Drawdown

Average peak-to-trough decline

-88.69%

-67.14%

-21.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.80%

10.17%

+34.63%

Volatility

OILD vs. EFZ - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 21.07% compared to ProShares Short MSCI EAFE (EFZ) at 5.34%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than EFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDEFZDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

5.34%

+15.73%

Volatility (6M)

Calculated over the trailing 6-month period

49.80%

14.13%

+35.67%

Volatility (1Y)

Calculated over the trailing 1-year period

62.31%

16.76%

+45.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.36%

16.83%

+62.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.36%

17.15%

+62.21%

OILD vs. EFZ - Expense Ratio Comparison

Both OILD and EFZ have an expense ratio of 0.95%.


Dividends

OILD vs. EFZ - Dividend Comparison

OILD has not paid dividends to shareholders, while EFZ's dividend yield for the trailing twelve months is around 3.95%.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
3.95%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
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


OILD and EFZ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (21.07%) compared to EFZ (5.34%). In terms of maximum drawdown, OILD dropped -98.90% vs EFZ's -88.08%.

On 3-year performance, EFZ leads with -10.16% vs -44.01% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 5.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EFZ has performed better with a -10.16% return vs -44.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILD and EFZ have the same expense ratio: 0.95% per year.

EFZ has the higher dividend yield at 3.95%, compared with 0.00% for OILD.

OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while EFZ tracks MSCI EAFE Index (-100%). They also come from different issuers: REX and ProShares.

EFZ currently has the higher Sharpe Ratio (-0.87 vs -1.01), 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 OILD and EFZ

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