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OILD vs. MSFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. MSFD - 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 MSFT Bear 1X Shares (MSFD). 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 MSFD's -1.78% 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%

MSFD

1D
-2.88%
1M
-18.05%
6M
-11.78%
YTD
-1.78%
1Y
7.40%
3Y*
-10.70%
5Y*
10Y*
ALL TIME*
-15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.45M$15.41M$22.03M
$2.56M$2.79M$3.90M

OILD vs. MSFD - Yearly Performance Comparison


2026 (YTD)2025202420232022
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-64.92%-41.67%-14.58%-19.58%-38.16%
MSFD
Direxion Daily MSFT Bear 1X Shares
-1.78%-13.36%-7.86%-35.90%3.88%

Correlation

The correlation between OILD and MSFD is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.10

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

0.06

The correlation between OILD and MSFD shifts across timeframes, from -0.10 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. MSFD — 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

MSFD
MSFD Risk / Return Rank: 1818
Overall Rank
MSFD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 1818
Sortino Ratio Rank
MSFD Omega Ratio Rank: 2020
Omega Ratio Rank
MSFD Calmar Ratio Rank: 1717
Calmar Ratio Rank
MSFD Martin Ratio Rank: 1919
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. MSFD - 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 MSFT Bear 1X Shares (MSFD). 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.


OILDMSFDDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

0.78

1.09

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.95

0.36

-1.31

Martin ratioReturn relative to average drawdown

-1.42

1.20

-2.63

OILD vs. MSFD - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.11, which is lower than the MSFD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of OILD and MSFD, 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. MSFD - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than MSFD's maximum drawdown of -59.90%. Use the drawdown chart below to compare losses from any high point for OILD and MSFD.


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Drawdown Indicators


OILDMSFDDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-59.90%

-39.00%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-26.54%

-47.99%

Max Drawdown (3Y)

Largest decline over 3 years

-85.42%

-40.50%

-44.92%

Current Drawdown

Current decline from peak

-98.86%

-55.70%

-43.16%

Average Drawdown

Average peak-to-trough decline

-88.90%

-41.72%

-47.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.58%

7.87%

+41.71%

Volatility

OILD vs. MSFD - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 19.24% compared to Direxion Daily MSFT Bear 1X Shares (MSFD) at 18.10%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than MSFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDMSFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.24%

18.10%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

50.43%

27.83%

+22.60%

Volatility (1Y)

Calculated over the trailing 1-year period

63.51%

32.03%

+31.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.08%

27.55%

+51.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.08%

27.55%

+51.53%

OILD vs. MSFD - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is lower than MSFD's 1.06% expense ratio.


Dividends

OILD vs. MSFD - Dividend Comparison

OILD has not paid dividends to shareholders, while MSFD's dividend yield for the trailing twelve months is around 4.02%.


PositionTTM2025202420232022
MSFD
Direxion Daily MSFT Bear 1X Shares
4.02%3.33%4.46%4.43%0.74%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OILD and MSFD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (19.24%) compared to MSFD (18.10%). In terms of maximum drawdown, OILD dropped -98.90% vs MSFD's -59.90%.

On 3-year performance, MSFD leads with -10.70% vs -43.79% for OILD. On fees, OILD is cheaper at 0.95% per year. On volatility, MSFD has been the lower-risk option at 18.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MSFD has performed better with a -10.70% 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 1.06% for MSFD.

MSFD has the higher dividend yield at 4.02%, compared with 0.00% for OILD.

OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while MSFD tracks Microsoft Corporation (-100%). They also come from different issuers: REX and Direxion. Their fees differ too: 0.95% for OILD and 1.06% for MSFD.

MSFD currently has the higher Sharpe Ratio (0.30 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

Find the right allocation for OILD and MSFD

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