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OILU vs. BKUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU vs. BKUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and BNY Mellon Ultra Short Income ETF (BKUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OILU achieves a 96.53% return, which is significantly higher than BKUI's 1.42% return.


OILU

1D
3.64%
1M
-10.84%
YTD
96.53%
6M
77.49%
1Y
115.83%
3Y*
10.60%
5Y*
10Y*

BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU vs. BKUI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
96.53%-16.50%-21.65%-32.50%151.08%-17.87%
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%-0.08%-0.14%

Correlation

The correlation between OILU and BKUI is -0.29, 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

-0.29

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

-0.10

The correlation between OILU and BKUI shifts across timeframes, from -0.29 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILU vs. BKUI — Risk / Return Rank

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

OILU
OILU Risk / Return Rank: 5252
Overall Rank
OILU Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 4545
Sortino Ratio Rank
OILU Omega Ratio Rank: 4242
Omega Ratio Rank
OILU Calmar Ratio Rank: 6969
Calmar Ratio Rank
OILU Martin Ratio Rank: 5151
Martin Ratio Rank

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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.

OILU vs. BKUI - 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 BNY Mellon Ultra Short Income ETF (BKUI). 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.


OILUBKUIDifference
Sharpe ratioReturn per unit of total volatility

-8.65

Sortino ratioReturn per unit of downside risk

-23.00

Omega ratioGain probability vs. loss probability

1.28

6.02

-4.75

Calmar ratioReturn relative to maximum drawdown

3.48

32.56

-29.08

Martin ratioReturn relative to average drawdown

8.74

230.94

-222.21

OILU vs. BKUI - Sharpe Ratio Comparison

The current OILU Sharpe Ratio is 1.87, which is lower than the BKUI Sharpe Ratio of 10.52. The chart below compares the historical Sharpe Ratios of OILU and BKUI, 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


OILUBKUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

10.52

-8.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

6.08

-5.91

Drawdowns

OILU vs. BKUI - Drawdown Comparison

The maximum OILU drawdown since its inception was -81.00%, which is greater than BKUI's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for OILU and BKUI.


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Drawdown Indicators


OILUBKUIDifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-1.72%

-79.28%

Max Drawdown (1Y)

Largest decline over 1 year

-33.51%

-0.13%

-33.38%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-0.25%

-68.84%

Current Drawdown

Current decline from peak

-47.14%

-0.01%

-47.13%

Average Drawdown

Average peak-to-trough decline

-50.59%

-0.27%

-50.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

0.02%

+13.30%

Volatility

OILU vs. BKUI - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 25.14% compared to BNY Mellon Ultra Short Income ETF (BKUI) at 0.15%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than BKUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILUBKUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.14%

0.15%

+24.99%

Volatility (6M)

Calculated over the trailing 6-month period

49.94%

0.31%

+49.63%

Volatility (1Y)

Calculated over the trailing 1-year period

62.23%

0.41%

+61.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.16%

0.59%

+80.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.16%

0.59%

+80.57%

OILU vs. BKUI - Expense Ratio Comparison

OILU has a 0.95% expense ratio, which is higher than BKUI's 0.12% expense ratio.


Dividends

OILU vs. BKUI - Dividend Comparison

OILU has not paid dividends to shareholders, while BKUI's dividend yield for the trailing twelve months is around 4.21%.


PositionTTM20252024202320222021
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OILU and BKUI have a correlation of -0.29, 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 BKUI (0.15%). In terms of maximum drawdown, OILU dropped -81.00% vs BKUI's -1.72%.

On 3-year performance, OILU leads with 10.60% vs 5.21% for BKUI. On fees, BKUI is cheaper at 0.12% per year. On volatility, BKUI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OILU has performed better with a 10.60% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKUI is cheaper with a 0.12% expense ratio, compared with 0.95% for OILU.

BKUI has the higher dividend yield at 4.21%, compared with 0.00% for OILU.

OILU is categorized as Leveraged Commodities, while BKUI is Ultrashort Bond. They also come from different issuers: BMO and BNY Mellon. Their fees differ too: 0.95% for OILU and 0.12% for BKUI.

BKUI currently has the higher Sharpe Ratio (10.52 vs 1.87), 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

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