OILU vs. TYD
OILU (MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - OILU is a Leveraged Commodities fund managed by BMO, while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Over the past 3 years, OILU returned 2.53%/yr vs -4.77%/yr for TYD. At a correlation of -0.13, they often move in opposite directions. OILU charges 0.95%/yr vs 1.09%/yr for TYD.
Performance
OILU vs. TYD - Performance Comparison
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Returns By Period
In the year-to-date period, OILU achieves a 84.54% return, which is significantly higher than TYD's -8.67% return.
OILU
- 1D
- 2.86%
- 1M
- 27.28%
- 6M
- 58.40%
- YTD
- 84.54%
- 1Y
- 100.47%
- 3Y*
- 2.53%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.00%
TYD
- 1D
- -0.78%
- 1M
- -3.38%
- 6M
- -6.39%
- YTD
- -8.67%
- 1Y
- -3.97%
- 3Y*
- -4.77%
- 5Y*
- -14.54%
- 10Y*
- -5.55%
- ALL TIME*
- 0.96%
OILU vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 84.54% | -16.50% | -21.65% | -32.50% | 151.08% | -16.79% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -8.67% | 11.68% | -13.89% | -2.87% | -43.32% | -0.40% |
Correlation
The correlation between OILU and TYD is -0.26, 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 | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.13 |
The correlation between OILU and TYD shifts across timeframes, from -0.26 (1 year) to -0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
OILU vs. TYD — Risk / Return Rank
OILU
TYD
OILU vs. TYD - 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 Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.
| OILU | TYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.96 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.29 | +2.47 |
| Martin ratioReturn relative to average drawdown | 5.47 | -0.64 | +6.10 |
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Drawdowns
OILU vs. TYD - Drawdown Comparison
The maximum OILU drawdown since its inception was -81.00%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for OILU and TYD.
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Drawdown Indicators
| OILU | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.00% | -64.28% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -46.49% | -13.54% | -32.95% |
Max Drawdown (3Y)Largest decline over 3 years | -69.09% | -22.32% | -46.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.28% | — |
Current DrawdownCurrent decline from peak | -50.37% | -60.31% | +9.94% |
Average DrawdownAverage peak-to-trough decline | -50.70% | -22.22% | -28.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.45% | 6.24% | +12.21% |
Volatility
OILU vs. TYD - Volatility Comparison
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 17.88% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OILU | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.88% | 3.93% | +13.95% |
Volatility (6M)Calculated over the trailing 6-month period | 51.06% | 10.30% | +40.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.84% | 13.80% | +50.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.86% | 22.92% | +57.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.86% | 20.20% | +60.66% |
OILU vs. TYD - Expense Ratio Comparison
OILU has a 0.95% expense ratio, which is lower than TYD's 1.09% expense ratio.
Dividends
OILU vs. TYD - Dividend Comparison
OILU has not paid dividends to shareholders, while TYD's dividend yield for the trailing twelve months is around 3.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OILU MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.38% | 2.97% | 3.10% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.65% |
Frequently Asked Questions
OILU and TYD have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILU has higher volatility (17.88%) compared to TYD (3.93%). In terms of maximum drawdown, OILU dropped -81.00% vs TYD's -64.28%.
On 3-year performance, OILU leads with 2.53% vs -4.77% for TYD. On fees, OILU is cheaper at 0.95% per year. On volatility, TYD has been the lower-risk option at 3.93%. 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 2.53% return vs -4.77%. 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 1.09% for TYD.
TYD has the higher dividend yield at 3.38%, compared with 0.00% for OILU.
OILU is categorized as Leveraged Commodities, while TYD is Leveraged Bonds. They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for OILU and 1.09% for TYD.
OILU currently has the higher Sharpe Ratio (1.59 vs -0.29), 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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