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OILD vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. FIAT - 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 YieldMax Short COIN Option Income Strategy ETF (FIAT). 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 -61.34% return, which is significantly lower than FIAT's 13.21% return.


OILD

1D
-0.10%
1M
3.58%
YTD
-61.34%
6M
-58.10%
1Y
-73.93%
3Y*
-48.52%
5Y*
10Y*

FIAT

1D
-0.56%
1M
13.73%
YTD
13.21%
6M
31.80%
1Y
-1.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. FIAT - Yearly Performance Comparison


Correlation

The correlation between OILD and FIAT is 0.00, 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

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.11

The correlation between OILD and FIAT shifts across timeframes, from 0.00 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. FIAT — 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

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT Martin Ratio Rank: 99
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. FIAT - 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 YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


OILDFIATDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.74

1.04

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.05

-0.91

Martin ratioReturn relative to average drawdown

-1.58

-0.07

-1.51

OILD vs. FIAT - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.22, which is lower than the FIAT Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of OILD and FIAT, 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


OILDFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

-0.03

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.38

-0.38

Drawdowns

OILD vs. FIAT - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for OILD and FIAT.


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Drawdown Indicators


OILDFIATDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-70.50%

-28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-77.40%

-42.26%

-35.14%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

Current Drawdown

Current decline from peak

-98.74%

-51.21%

-47.53%

Average Drawdown

Average peak-to-trough decline

-88.65%

-45.36%

-43.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.83%

27.35%

+19.48%

Volatility

OILD vs. FIAT - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 24.24% compared to YieldMax Short COIN Option Income Strategy ETF (FIAT) at 15.31%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.24%

15.31%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

48.36%

42.02%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

61.04%

55.36%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.35%

60.50%

+18.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.35%

60.50%

+18.85%

OILD vs. FIAT - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is lower than FIAT's 0.99% expense ratio.


Dividends

OILD vs. FIAT - Dividend Comparison

OILD has not paid dividends to shareholders, while FIAT's dividend yield for the trailing twelve months is around 96.37%.


Frequently Asked Questions


OILD and FIAT have a correlation of 0.00, 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 FIAT (15.31%). In terms of maximum drawdown, OILD dropped -98.90% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with -1.90% vs -73.93% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, FIAT has been the lower-risk option at 15.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a -1.90% return vs -73.93%. 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 0.99% for FIAT.

FIAT has the higher dividend yield at 96.37%, compared with 0.00% for OILD.

OILD is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: REX and YieldMax. Their fees differ too: 0.95% for OILD and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (-0.03 vs -1.22), 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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