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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 -61.34% return, which is significantly lower than QQQD's -4.06% return.


OILD

1D
-0.10%
1M
3.58%
YTD
-61.34%
6M
-58.10%
1Y
-73.93%
3Y*
-48.52%
5Y*
10Y*

QQQD

1D
-1.20%
1M
-2.83%
YTD
-4.06%
6M
-3.12%
1Y
-22.69%
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 -0.20, 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

-0.20

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

-0.00

The correlation between OILD and QQQD shifts across timeframes, from -0.20 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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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: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 00
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank

QQQD
QQQD Risk / Return Rank: 22
Overall Rank
QQQD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 11
Sortino Ratio Rank
QQQD Omega Ratio Rank: 22
Omega Ratio Rank
QQQD Calmar Ratio Rank: 22
Calmar Ratio Rank
QQQD Martin Ratio Rank: 33
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.


OILDQQQDDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

0.74

0.83

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.85

-0.10

Martin ratioReturn relative to average drawdown

-1.58

-1.28

-0.30

OILD vs. QQQD - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.22, which is comparable to the QQQD Sharpe Ratio of -1.12. 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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Sharpe Ratios by Period


OILDQQQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

-1.12

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.87

+0.12

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

-77.40%

-26.65%

-50.75%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

Current Drawdown

Current decline from peak

-98.74%

-48.13%

-50.61%

Average Drawdown

Average peak-to-trough decline

-88.65%

-30.37%

-58.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.83%

17.79%

+29.04%

Volatility

OILD vs. QQQD - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 24.24% compared to Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) at 4.88%. 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

24.24%

4.88%

+19.36%

Volatility (6M)

Calculated over the trailing 6-month period

48.36%

14.46%

+33.90%

Volatility (1Y)

Calculated over the trailing 1-year period

61.04%

20.24%

+40.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.35%

26.76%

+52.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.35%

26.76%

+52.59%

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 4.12%.


Frequently Asked Questions


OILD and QQQD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (24.24%) compared to QQQD (4.88%). In terms of maximum drawdown, OILD dropped -98.90% vs QQQD's -49.47%.

On 1-year performance, QQQD leads with -22.69% vs -73.93% for OILD. On fees, QQQD is cheaper at 0.57% per year. On volatility, QQQD has been the lower-risk option at 4.88%. 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 -22.69% return vs -73.93%. 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 4.12%, 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 (-1.12 vs -1.22), 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.

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