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OILD vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. QQQD - 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 Magnificent 7 Bear 1X Shares (QQQD). 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 -57.86% return, which is significantly lower than QQQD's -3.83% return.


OILD

1D
2.48%
1M
-7.04%
6M
-47.85%
YTD
-57.86%
1Y
-65.56%
3Y*
-44.47%
5Y*
10Y*

QQQD

1D
-2.38%
1M
-3.43%
6M
-5.40%
YTD
-3.83%
1Y
-17.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. QQQD - Yearly Performance Comparison


Correlation

The correlation between OILD and QQQD is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2024

-0.03

Over the past year, the inverse relationship between OILD and QQQD has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

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

QQQD
QQQD Risk / Return Rank: 33
Overall Rank
QQQD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 33
Sortino Ratio Rank
QQQD Omega Ratio Rank: 33
Omega Ratio Rank
QQQD Calmar Ratio Rank: 33
Calmar Ratio Rank
QQQD Martin Ratio Rank: 22
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. QQQD - 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 Magnificent 7 Bear 1X Shares (QQQD). 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.


OILDQQQDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

0.80

0.88

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.81

-0.07

Martin ratioReturn relative to average drawdown

-1.39

-1.39

0.00

OILD vs. QQQD - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.04, which is comparable to the QQQD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of OILD and QQQD, 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. QQQD - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than QQQD's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for OILD and QQQD.


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Drawdown Indicators


OILDQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-49.47%

-49.43%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-21.94%

-52.59%

Max Drawdown (3Y)

Largest decline over 3 years

-86.29%

Current Drawdown

Current decline from peak

-98.63%

-48.00%

-50.63%

Average Drawdown

Average peak-to-trough decline

-88.80%

-30.99%

-57.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.08%

12.82%

+34.26%

Volatility

OILD vs. QQQD - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 22.10% compared to Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) at 8.05%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than QQQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.10%

8.05%

+14.05%

Volatility (6M)

Calculated over the trailing 6-month period

50.10%

16.75%

+33.35%

Volatility (1Y)

Calculated over the trailing 1-year period

63.18%

21.46%

+41.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.25%

26.83%

+52.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.25%

26.83%

+52.42%

OILD vs. QQQD - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is higher than QQQD's 0.57% expense ratio.


Dividends

OILD vs. QQQD - Dividend Comparison

OILD has not paid dividends to shareholders, while QQQD's dividend yield for the trailing twelve months is around 3.20%.


Frequently Asked Questions


OILD and QQQD have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (22.10%) compared to QQQD (8.05%). In terms of maximum drawdown, OILD dropped -98.90% vs QQQD's -49.47%.

On 1-year performance, QQQD leads with -17.81% vs -65.56% for OILD. On fees, QQQD is cheaper at 0.57% per year. On volatility, QQQD has been the lower-risk option at 8.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQD has performed better with a -17.81% return vs -65.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQD is cheaper with a 0.57% expense ratio, compared with 0.95% for OILD.

QQQD has the higher dividend yield at 3.20%, compared with 0.00% for OILD.

OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while QQQD tracks Indxx Magnificent 7 Index (-100%). They also come from different issuers: REX and Direxion. Their fees differ too: 0.95% for OILD and 0.57% for QQQD.

QQQD currently has the higher Sharpe Ratio (-0.83 vs -1.04), 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 QQQD

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