OILD vs. TSII
OILD (MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - OILD is a Inverse Equities fund tracking the Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%), while TSII is a Leveraged Equities fund actively managed by REX. OILD is passively managed, while TSII is actively managed. At a 0.04 correlation, their price movements are largely independent. OILD charges 0.95%/yr vs 0.99%/yr for TSII.
Performance
OILD vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, OILD achieves a -61.30% return, which is significantly lower than TSII's -6.73% return.
OILD
- 1D
- -3.52%
- 1M
- 4.33%
- YTD
- -61.30%
- 6M
- -58.58%
- 1Y
- -72.54%
- 3Y*
- -48.14%
- 5Y*
- —
- 10Y*
- —
TSII
- 1D
- 0.32%
- 1M
- 6.19%
- YTD
- -6.73%
- 6M
- -7.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILD vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OILD MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs | -61.30% | -32.56% |
TSII REX TSLA Growth & Income ETF | -6.73% | 43.72% |
Correlation
The correlation between OILD and TSII is 0.04, 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 (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.04 |
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Return for Risk
OILD vs. TSII — Risk / Return Rank
OILD
TSII
OILD vs. TSII - 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 TSLA Growth & Income ETF (TSII). 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.
| OILD | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | — | — |
| Martin ratioReturn relative to average drawdown | -1.56 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OILD | TSII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.75 | 0.75 | -1.50 |
Drawdowns
OILD vs. TSII - Drawdown Comparison
The maximum OILD drawdown since its inception was -98.90%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for OILD and TSII.
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Drawdown Indicators
| OILD | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.90% | -29.03% | -69.87% |
Max Drawdown (1Y)Largest decline over 1 year | -77.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -88.53% | — | — |
Current DrawdownCurrent decline from peak | -98.74% | -14.76% | -83.98% |
Average DrawdownAverage peak-to-trough decline | -88.64% | -9.31% | -79.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.59% | — | — |
Volatility
OILD vs. TSII - Volatility Comparison
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Volatility by Period
| OILD | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 48.55% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.12% | 46.04% | +15.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.39% | 46.04% | +33.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.39% | 46.04% | +33.35% |
OILD vs. TSII - Expense Ratio Comparison
OILD has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.
Dividends
OILD vs. TSII - Dividend Comparison
OILD has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 70.30%.
| Position | TTM | 2025 |
|---|---|---|
OILD MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs | 0.00% | 0.00% |
TSII REX TSLA Growth & Income ETF | 70.30% | 32.17% |
Frequently Asked Questions
OILD and TSII have a correlation of 0.04, 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 TSII.
TSII has the higher dividend yield at 70.30%, compared with 0.00% for OILD.
OILD is categorized as Inverse Equities, while TSII is Leveraged Equities. Their fees differ too: 0.95% for OILD and 0.99% for TSII.
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