OILD vs. MSII
OILD (MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs) and MSII (REX MSTR Growth & Income ETF) are both exchange-traded funds - OILD is a Inverse Equities fund tracking the Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while MSII is a Leveraged Equities fund actively managed by REX. OILD is passively managed, while MSII is actively managed. At a correlation of -0.01, they often move in opposite directions. OILD charges 0.95%/yr vs 0.99%/yr for MSII.
Performance
OILD vs. MSII - Performance Comparison
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Returns By Period
In the year-to-date period, OILD achieves a -61.30% return, which is significantly lower than MSII's -21.10% return.
OILD
- 1D
- -3.52%
- 1M
- 4.33%
- YTD
- -61.30%
- 6M
- -58.58%
- 1Y
- -72.54%
- 3Y*
- -48.14%
- 5Y*
- —
- 10Y*
- —
MSII
- 1D
- -8.30%
- 1M
- -32.66%
- YTD
- -21.10%
- 6M
- -34.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILD vs. MSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OILD MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs | -61.30% | -32.56% |
MSII REX MSTR Growth & Income ETF | -21.10% | -60.25% |
Correlation
The correlation between OILD and MSII is -0.01, 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 (All Time) Calculated using the full available price history since Jun 5, 2025 | -0.01 |
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Return for Risk
OILD vs. MSII — Risk / Return Rank
OILD
MSII
OILD vs. MSII - 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 REX MSTR Growth & Income ETF (MSII). 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.
| OILD | MSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | — | — |
| Martin ratioReturn relative to average drawdown | -1.56 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OILD | MSII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.75 | -0.97 | +0.22 |
Drawdowns
OILD vs. MSII - Drawdown Comparison
The maximum OILD drawdown since its inception was -98.90%, which is greater than MSII's maximum drawdown of -78.73%. Use the drawdown chart below to compare losses from any high point for OILD and MSII.
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Drawdown Indicators
| OILD | MSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.90% | -78.73% | -20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -77.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -88.53% | — | — |
Current DrawdownCurrent decline from peak | -98.74% | -74.38% | -24.36% |
Average DrawdownAverage peak-to-trough decline | -88.64% | -46.16% | -42.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.59% | — | — |
Volatility
OILD vs. MSII - Volatility Comparison
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Volatility by Period
| OILD | MSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 48.55% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.12% | 71.20% | -10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.39% | 71.20% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.39% | 71.20% | +8.19% |
OILD vs. MSII - Expense Ratio Comparison
OILD has a 0.95% expense ratio, which is lower than MSII's 0.99% expense ratio.
Dividends
OILD vs. MSII - Dividend Comparison
OILD has not paid dividends to shareholders, while MSII's dividend yield for the trailing twelve months is around 90.41%.
| Position | TTM | 2025 |
|---|---|---|
MSII REX MSTR Growth & Income ETF | 90.41% | 48.93% |
OILD MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs | 0.00% | 0.00% |
Frequently Asked Questions
OILD and MSII have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OILD is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OILD is cheaper with a 0.95% expense ratio, compared with 0.99% for MSII.
MSII has the higher dividend yield at 90.41%, compared with 0.00% for OILD.
OILD is categorized as Inverse Equities, while MSII is Leveraged Equities. Their fees differ too: 0.95% for OILD and 0.99% for MSII.
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