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OILD vs. SCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. SCO - 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 ProShares UltraShort Bloomberg Crude Oil (SCO). 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 -51.67% return, which is significantly higher than SCO's -58.29% return.


OILD

1D
-4.08%
1M
28.36%
YTD
-51.67%
6M
-53.32%
1Y
-58.26%
3Y*
-45.26%
5Y*
10Y*

SCO

1D
2.76%
1M
28.62%
YTD
-58.29%
6M
-57.59%
1Y
-44.99%
3Y*
-32.52%
5Y*
-38.26%
10Y*
-37.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. SCO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-51.67%-41.67%-14.58%-19.58%-90.32%3.83%
SCO
ProShares UltraShort Bloomberg Crude Oil
-58.29%15.90%-19.00%-12.41%-62.59%-0.47%

Correlation

The correlation between OILD and SCO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.66

The correlation between OILD and SCO has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

OILD vs. SCO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 22
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
Martin Ratio Rank

SCO
SCO Risk / Return Rank: 33
Overall Rank
SCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 33
Sortino Ratio Rank
SCO Omega Ratio Rank: 33
Omega Ratio Rank
SCO Calmar Ratio Rank: 44
Calmar Ratio Rank
SCO 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. SCO - 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 ProShares UltraShort Bloomberg Crude Oil (SCO). 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.


OILDSCODifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.84

0.88

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.62

-0.16

Martin ratioReturn relative to average drawdown

-1.32

-1.22

-0.09

OILD vs. SCO - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -0.93, which is comparable to the SCO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of OILD and SCO, 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. SCO - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, roughly equal to the maximum SCO drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for OILD and SCO.


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Drawdown Indicators


OILDSCODifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-99.80%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-72.24%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-88.53%

-78.76%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

Current Drawdown

Current decline from peak

-98.43%

-99.72%

+1.29%

Average Drawdown

Average peak-to-trough decline

-88.66%

-85.19%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.27%

36.81%

+7.46%

Volatility

OILD vs. SCO - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 21.38% compared to ProShares UltraShort Bloomberg Crude Oil (SCO) at 15.97%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than SCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.38%

15.97%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

49.66%

47.16%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

62.70%

57.21%

+5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.40%

60.04%

+19.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.40%

71.95%

+7.45%

OILD vs. SCO - Expense Ratio Comparison

Both OILD and SCO have an expense ratio of 0.95%.


Dividends

OILD vs. SCO - Dividend Comparison

Neither OILD nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OILD and SCO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (21.38%) compared to SCO (15.97%). In terms of maximum drawdown, OILD dropped -98.90% vs SCO's -99.80%.

On 3-year performance, SCO leads with -32.52% vs -45.26% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, SCO has been the lower-risk option at 15.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SCO has performed better with a -32.52% return vs -45.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILD and SCO have the same expense ratio: 0.95% per year.

OILD and SCO have nearly identical dividend yields, around 0.00%.

OILD is categorized as Inverse Equities, while SCO is Oil & Gas. OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%). They also come from different issuers: REX and ProShares.

SCO currently has the higher Sharpe Ratio (-0.79 vs -0.93), 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 SCO

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