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OILD vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILD vs. SPDN - 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 S&P 500 Bear 1x Shares (SPDN). 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 -51.09% return, which is significantly lower than SPDN's -5.13% return.


OILD

1D
-2.73%
1M
20.25%
YTD
-51.09%
6M
-52.16%
1Y
-62.90%
3Y*
-44.01%
5Y*
10Y*

SPDN

1D
0.00%
1M
2.55%
YTD
-5.13%
6M
-3.80%
1Y
-13.11%
3Y*
-11.77%
5Y*
-8.13%
10Y*
-12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILD vs. SPDN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-51.09%-41.67%-14.58%-19.58%-90.32%3.83%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-5.13%-11.09%-12.88%-15.04%18.63%-1.95%

Correlation

The correlation between OILD and SPDN is -0.07, 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 (1Y)
Calculated over the trailing 1-year period

-0.07

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

0.17

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

0.29

The correlation between OILD and SPDN shifts across timeframes, from -0.07 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILD vs. SPDN — 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

SPDN
SPDN Risk / Return Rank: 22
Overall Rank
SPDN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 22
Sortino Ratio Rank
SPDN Omega Ratio Rank: 22
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
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. SPDN - 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 S&P 500 Bear 1x Shares (SPDN). 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.


OILDSPDNDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

0.82

0.84

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.83

-0.02

Martin ratioReturn relative to average drawdown

-1.40

-1.61

+0.21

OILD vs. SPDN - Sharpe Ratio Comparison

The current OILD Sharpe Ratio is -1.01, which is comparable to the SPDN Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of OILD and SPDN, 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. SPDN - Drawdown Comparison

The maximum OILD drawdown since its inception was -98.90%, which is greater than SPDN's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for OILD and SPDN.


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Drawdown Indicators


OILDSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-75.31%

-23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-74.53%

-15.93%

-58.60%

Max Drawdown (3Y)

Largest decline over 3 years

-87.76%

-38.24%

-49.52%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

Max Drawdown (10Y)

Largest decline over 10 years

-74.83%

Current Drawdown

Current decline from peak

-98.41%

-74.45%

-23.96%

Average Drawdown

Average peak-to-trough decline

-88.69%

-48.68%

-40.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.80%

8.62%

+36.18%

Volatility

OILD vs. SPDN - Volatility Comparison

MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a higher volatility of 21.07% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 4.61%. This indicates that OILD's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILDSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

4.61%

+16.46%

Volatility (6M)

Calculated over the trailing 6-month period

49.80%

9.88%

+39.92%

Volatility (1Y)

Calculated over the trailing 1-year period

62.31%

12.59%

+49.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.36%

16.95%

+62.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.36%

18.03%

+61.33%

OILD vs. SPDN - Expense Ratio Comparison

OILD has a 0.95% expense ratio, which is higher than SPDN's 0.50% expense ratio.


Dividends

OILD vs. SPDN - Dividend Comparison

OILD has not paid dividends to shareholders, while SPDN's dividend yield for the trailing twelve months is around 3.27%.


PositionTTM202520242023202220212020201920182017
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.27%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Frequently Asked Questions


OILD and SPDN have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (21.07%) compared to SPDN (4.61%). In terms of maximum drawdown, OILD dropped -98.90% vs SPDN's -75.31%.

On 3-year performance, SPDN leads with -11.77% vs -44.01% for OILD. On fees, SPDN is cheaper at 0.50% per year. On volatility, SPDN has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPDN has performed better with a -11.77% return vs -44.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDN is cheaper with a 0.50% expense ratio, compared with 0.95% for OILD.

SPDN has the higher dividend yield at 3.27%, compared with 0.00% for OILD.

OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while SPDN tracks S&P 500 Index. They also come from different issuers: REX and Direxion. Their fees differ too: 0.95% for OILD and 0.50% for SPDN.

OILD currently has the higher Sharpe Ratio (-1.01 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 SPDN

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