OILU vs. AIYY
OILU (MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN) and AIYY (YieldMax AI Option Income Strategy ETF) are both exchange-traded funds - OILU is a Leveraged Commodities fund managed by BMO, while AIYY is a Derivative Income fund actively managed by YieldMax. Over the past year, OILU returned 115.83% vs -57.47% for AIYY. At a 0.16 correlation, their price movements are largely independent. OILU charges 0.95%/yr vs 0.99%/yr for AIYY.
Performance
OILU vs. AIYY - Performance Comparison
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Returns By Period
In the year-to-date period, OILU achieves a 96.53% return, which is significantly higher than AIYY's -24.26% return.
OILU
- 1D
- 3.64%
- 1M
- -10.84%
- YTD
- 96.53%
- 6M
- 77.49%
- 1Y
- 115.83%
- 3Y*
- 10.60%
- 5Y*
- —
- 10Y*
- —
AIYY
- 1D
- -3.43%
- 1M
- 9.34%
- YTD
- -24.26%
- 6M
- -29.50%
- 1Y
- -57.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILU vs. AIYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 96.53% | -16.50% | -21.65% | -3.19% |
AIYY YieldMax AI Option Income Strategy ETF | -24.26% | -58.98% | -14.74% | -1.63% |
Correlation
The correlation between OILU and AIYY is 0.06, 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 | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023 | 0.16 |
The correlation between OILU and AIYY shifts across timeframes, from 0.06 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OILU vs. AIYY — Risk / Return Rank
OILU
AIYY
OILU vs. AIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and YieldMax AI Option Income Strategy ETF (AIYY). 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.
| OILU | AIYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.95 | ||
| Sortino ratioReturn per unit of downside risk | +3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.78 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | -0.84 | +4.32 |
| Martin ratioReturn relative to average drawdown | 8.74 | -1.21 | +9.94 |
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
| OILU | AIYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | -1.07 | +2.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | -0.83 | +0.99 |
Drawdowns
OILU vs. AIYY - Drawdown Comparison
The maximum OILU drawdown since its inception was -81.00%, roughly equal to the maximum AIYY drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for OILU and AIYY.
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Drawdown Indicators
| OILU | AIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.00% | -79.48% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -33.51% | -68.33% | +34.82% |
Max Drawdown (3Y)Largest decline over 3 years | -69.09% | — | — |
Current DrawdownCurrent decline from peak | -47.14% | -75.26% | +28.12% |
Average DrawdownAverage peak-to-trough decline | -50.59% | -41.04% | -9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.32% | 47.63% | -34.31% |
Volatility
OILU vs. AIYY - Volatility Comparison
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 25.14% compared to YieldMax AI Option Income Strategy ETF (AIYY) at 15.67%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than AIYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OILU | AIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.14% | 15.67% | +9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 49.94% | 39.16% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.23% | 53.83% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.16% | 50.52% | +30.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.16% | 50.52% | +30.64% |
OILU vs. AIYY - Expense Ratio Comparison
OILU has a 0.95% expense ratio, which is lower than AIYY's 0.99% expense ratio.
Dividends
OILU vs. AIYY - Dividend Comparison
OILU has not paid dividends to shareholders, while AIYY's dividend yield for the trailing twelve months is around 158.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | 158.78% | 168.33% | 98.26% |
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OILU and AIYY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILU has higher volatility (25.14%) compared to AIYY (15.67%). In terms of maximum drawdown, OILU dropped -81.00% vs AIYY's -79.48%.
On 1-year performance, OILU leads with 115.83% vs -57.47% for AIYY. On fees, OILU is cheaper at 0.95% per year. On volatility, AIYY has been the lower-risk option at 15.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, OILU has performed better with a 115.83% return vs -57.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OILU is cheaper with a 0.95% expense ratio, compared with 0.99% for AIYY.
AIYY has the higher dividend yield at 158.78%, compared with 0.00% for OILU.
OILU is categorized as Leveraged Commodities, while AIYY is Derivative Income. They also come from different issuers: BMO and YieldMax. Their fees differ too: 0.95% for OILU and 0.99% for AIYY.
OILU currently has the higher Sharpe Ratio (1.87 vs -1.07), 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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