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OILD vs. MSII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. MSII - 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 REX MSTR Growth & Income ETF (MSII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


OILD

1D
1.27%
1M
-27.98%
6M
-43.08%
YTD
-62.98%
1Y
-70.97%
3Y*
-42.92%
5Y*
10Y*
ALL TIME*
-58.87%

MSII

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.68M$2.54M$3.73M

OILD vs. MSII - Yearly Performance Comparison


Correlation

The correlation between OILD and MSII is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

-0.03

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Return for Risk

OILD vs. MSII — 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

MSII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.

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.


OILDMSIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.77

Calmar ratioReturn relative to maximum drawdown

-0.95

Martin ratioReturn relative to average drawdown

-1.42

OILD vs. MSII - Sharpe Ratio Comparison


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Drawdowns

OILD vs. MSII - Drawdown Comparison


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Drawdown Indicators


OILDMSIIDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

Max Drawdown (3Y)

Largest decline over 3 years

-85.42%

Current Drawdown

Current decline from peak

-98.80%

Average Drawdown

Average peak-to-trough decline

-88.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.00%

Volatility

OILD vs. MSII - Volatility Comparison


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Volatility by Period


OILDMSIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.27%

Volatility (6M)

Calculated over the trailing 6-month period

50.12%

Volatility (1Y)

Calculated over the trailing 1-year period

63.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.04%

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

Neither OILD nor MSII has paid dividends to shareholders.


Frequently Asked Questions


OILD and MSII have a correlation of -0.03, 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 60.40%, 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.

Portfolio Optimizer

Find the right allocation for OILD and MSII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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