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OILD vs. MSFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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OILD vs. MSFD - Yearly Performance Comparison


2026 (YTD)2025202420232022
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-63.64%-41.67%-14.58%-19.58%-40.05%
MSFD
Direxion Daily MSFT Bear 1X Shares
28.73%-13.36%-7.86%-35.90%3.88%

Returns By Period

In the year-to-date period, OILD achieves a -63.64% return, which is significantly lower than MSFD's 28.73% return.


OILD

1D
3.60%
1M
-28.44%
YTD
-63.64%
6M
-65.88%
1Y
-71.02%
3Y*
-48.29%
5Y*
10Y*

MSFD

1D
-3.15%
1M
6.11%
YTD
28.73%
6M
38.42%
1Y
-0.32%
3Y*
-7.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILD vs. MSFD - Expense Ratio Comparison

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


Return for Risk

OILD vs. MSFD — 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: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
Martin Ratio Rank

MSFD
MSFD Risk / Return Rank: 1212
Overall Rank
MSFD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 1212
Sortino Ratio Rank
MSFD Omega Ratio Rank: 1212
Omega Ratio Rank
MSFD Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSFD Martin Ratio Rank: 1212
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. 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.


OILDMSFDDifference

Sharpe ratio

Return per unit of total volatility

-0.94

-0.01

-0.92

Sortino ratio

Return per unit of downside risk

-1.85

0.17

-2.02

Omega ratio

Gain probability vs. loss probability

0.80

1.02

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.85

0.02

-0.87

Martin ratio

Return relative to average drawdown

-1.37

0.03

-1.40

OILD vs. MSFD - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -0.94, which is lower than the MSFD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of OILD and MSFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OILDMSFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

-0.01

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

-0.39

-0.39

Correlation

The correlation between OILD and MSFD is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 2.43%.


TTM2025202420232022
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%
MSFD
Direxion Daily MSFT Bear 1X Shares
2.43%3.33%4.46%4.43%0.74%

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

-84.54%

-34.84%

-49.70%

Current Drawdown

Current decline from peak

-98.82%

-41.94%

-56.88%

Average Drawdown

Average peak-to-trough decline

-88.24%

-41.28%

-46.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.46%

25.22%

+27.24%

Volatility

OILD vs. MSFD - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 15.87% compared to Direxion Daily MSFT Bear 1X Shares (MSFD) at 6.60%. 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

15.87%

6.60%

+9.27%

Volatility (6M)

Calculated over the trailing 6-month period

42.00%

18.84%

+23.16%

Volatility (1Y)

Calculated over the trailing 1-year period

76.09%

26.78%

+49.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.40%

25.77%

+53.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.40%

25.77%

+53.63%