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OILU vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU vs. TYD - 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 Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 80.85% return, which is significantly higher than TYD's -5.80% return.


OILU

1D
2.31%
1M
-12.57%
YTD
80.85%
6M
71.72%
1Y
69.93%
3Y*
6.45%
5Y*
10Y*

TYD

1D
-0.33%
1M
2.41%
YTD
-5.80%
6M
-5.59%
1Y
0.17%
3Y*
-3.95%
5Y*
-13.19%
10Y*
-5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU vs. TYD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
80.85%-16.50%-21.65%-32.50%151.08%-16.79%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-5.80%11.68%-13.89%-2.87%-43.32%-0.40%

Correlation

The correlation between OILU and TYD is -0.24, 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

-0.24

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

-0.10

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 -0.24 (1 year) to -0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

OILU vs. TYD — Risk / Return Rank

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

OILU
OILU Risk / Return Rank: 4242
Overall Rank
OILU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 3838
Sortino Ratio Rank
OILU Omega Ratio Rank: 3636
Omega Ratio Rank
OILU Calmar Ratio Rank: 5454
Calmar Ratio Rank
OILU Martin Ratio Rank: 4040
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 88
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD Martin Ratio Rank: 99
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. 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.


OILUTYDDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

2.37

-0.08

+2.45

Martin ratioReturn relative to average drawdown

5.62

-0.20

+5.82

OILU vs. TYD - Sharpe Ratio Comparison

The current OILU Sharpe Ratio is 1.27, which is higher than the TYD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of OILU and TYD, 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

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


OILUTYDDifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-64.28%

-16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-33.51%

-13.54%

-19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-24.62%

-44.47%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-51.36%

-59.06%

+7.70%

Average Drawdown

Average peak-to-trough decline

-50.54%

-22.00%

-28.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.12%

5.30%

+8.82%

Volatility

OILU vs. TYD - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 21.88% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.49%. 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


OILUTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.88%

4.49%

+17.39%

Volatility (6M)

Calculated over the trailing 6-month period

50.72%

9.76%

+40.96%

Volatility (1Y)

Calculated over the trailing 1-year period

62.50%

13.86%

+48.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.07%

22.97%

+58.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.07%

20.36%

+60.71%

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 3.22%.


PositionTTM20252024202320222021202020192018201720162015
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
3.22%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 -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (21.88%) compared to TYD (4.49%). In terms of maximum drawdown, OILU dropped -81.00% vs TYD's -64.28%.

On 3-year performance, OILU leads with 6.45% vs -3.95% for TYD. On fees, OILU is cheaper at 0.95% per year. On volatility, TYD has been the lower-risk option at 4.49%. 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 6.45% return vs -3.95%. 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 3.22%, 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 (1.27 vs -0.08), 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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