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OILU vs. UCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU vs. UCON - 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 First Trust TCW Unconstrained Plus Bond ETF (UCON). 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 51.45% return, which is significantly higher than UCON's 0.74% return.


OILU

1D
4.46%
1M
-26.24%
YTD
51.45%
6M
55.78%
1Y
39.41%
3Y*
4.35%
5Y*
10Y*

UCON

1D
-0.04%
1M
0.48%
YTD
0.74%
6M
0.90%
1Y
5.16%
3Y*
5.89%
5Y*
2.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU vs. UCON - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
51.45%-16.50%-21.65%-32.50%151.08%-16.79%
UCON
First Trust TCW Unconstrained Plus Bond ETF
0.74%7.00%4.69%7.72%-5.72%-0.26%

Correlation

The correlation between OILU and UCON is -0.27, 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

-0.27

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

-0.02

Over the past year, the inverse relationship between OILU and UCON has strengthened: their correlation has moved from -0.02 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

OILU vs. UCON — Risk / Return Rank

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

OILU
OILU Risk / Return Rank: 2121
Overall Rank
OILU Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 2222
Sortino Ratio Rank
OILU Omega Ratio Rank: 2020
Omega Ratio Rank
OILU Calmar Ratio Rank: 2020
Calmar Ratio Rank
OILU Martin Ratio Rank: 2222
Martin Ratio Rank

UCON
UCON Risk / Return Rank: 5050
Overall Rank
UCON Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 5252
Sortino Ratio Rank
UCON Omega Ratio Rank: 5353
Omega Ratio Rank
UCON Calmar Ratio Rank: 4444
Calmar Ratio Rank
UCON Martin Ratio Rank: 4949
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. UCON - 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 First Trust TCW Unconstrained Plus Bond ETF (UCON). 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.


OILUUCONDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

0.91

2.11

-1.21

Martin ratioReturn relative to average drawdown

2.64

8.09

-5.45

OILU vs. UCON - Sharpe Ratio Comparison

The current OILU Sharpe Ratio is 0.62, which is lower than the UCON Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of OILU and UCON, 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. UCON - Drawdown Comparison

The maximum OILU drawdown since its inception was -81.00%, which is greater than UCON's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for OILU and UCON.


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Drawdown Indicators


OILUUCONDifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-15.31%

-65.69%

Max Drawdown (1Y)

Largest decline over 1 year

-43.74%

-2.45%

-41.29%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-2.85%

-66.24%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

Current Drawdown

Current decline from peak

-59.27%

-0.45%

-58.82%

Average Drawdown

Average peak-to-trough decline

-50.58%

-1.48%

-49.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.21%

0.64%

+14.57%

Volatility

OILU vs. UCON - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 21.80% compared to First Trust TCW Unconstrained Plus Bond ETF (UCON) at 0.86%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than UCON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILUUCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.80%

0.86%

+20.94%

Volatility (6M)

Calculated over the trailing 6-month period

51.07%

2.38%

+48.69%

Volatility (1Y)

Calculated over the trailing 1-year period

63.69%

2.99%

+60.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.13%

3.90%

+77.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.13%

5.88%

+75.25%

OILU vs. UCON - Expense Ratio Comparison

OILU has a 0.95% expense ratio, which is higher than UCON's 0.86% expense ratio.


Dividends

OILU vs. UCON - Dividend Comparison

OILU has not paid dividends to shareholders, while UCON's dividend yield for the trailing twelve months is around 4.66%.


PositionTTM20252024202320222021202020192018
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%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.66%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%

Frequently Asked Questions


OILU and UCON have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (21.80%) compared to UCON (0.86%). In terms of maximum drawdown, OILU dropped -81.00% vs UCON's -15.31%.

On 3-year performance, UCON leads with 5.89% vs 4.35% for OILU. On fees, UCON is cheaper at 0.86% per year. On volatility, UCON has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UCON has performed better with a 5.89% return vs 4.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCON is cheaper with a 0.86% expense ratio, compared with 0.95% for OILU.

UCON has the higher dividend yield at 4.66%, compared with 0.00% for OILU.

OILU is categorized as Leveraged Commodities, while UCON is Nontraditional Bonds. They also come from different issuers: BMO and First Trust. Their fees differ too: 0.95% for OILU and 0.86% for UCON.

UCON currently has the higher Sharpe Ratio (1.73 vs 0.62), 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

Find the right allocation for OILU and UCON

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