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OILU vs. USOI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OILU and USOI is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

OILU vs. USOI - 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 Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-15.56%
22.79%
OILU
USOI

Key characteristics

Sharpe Ratio

OILU:

-0.77

USOI:

-0.51

Sortino Ratio

OILU:

-0.95

USOI:

-0.57

Omega Ratio

OILU:

0.87

USOI:

0.93

Calmar Ratio

OILU:

-0.73

USOI:

-0.22

Martin Ratio

OILU:

-1.72

USOI:

-1.60

Ulcer Index

OILU:

34.51%

USOI:

7.21%

Daily Std Dev

OILU:

77.21%

USOI:

22.54%

Max Drawdown

OILU:

-81.00%

USOI:

-77.42%

Current Drawdown

OILU:

-77.05%

USOI:

-48.55%

Returns By Period

In the year-to-date period, OILU achieves a -28.75% return, which is significantly lower than USOI's -9.30% return.


OILU

YTD

-28.75%

1M

-39.67%

6M

-38.48%

1Y

-59.57%

5Y*

N/A

10Y*

N/A

USOI

YTD

-9.30%

1M

-7.07%

6M

-5.10%

1Y

-11.80%

5Y*

16.03%

10Y*

N/A

*Annualized

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OILU vs. USOI - Expense Ratio Comparison

OILU has a 0.95% expense ratio, which is higher than USOI's 0.85% expense ratio.


Expense ratio chart for OILU: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OILU: 0.95%
Expense ratio chart for USOI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USOI: 0.85%

Risk-Adjusted Performance

OILU vs. USOI — Risk-Adjusted Performance Rank

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

OILU
The Risk-Adjusted Performance Rank of OILU is 11
Overall Rank
The Sharpe Ratio Rank of OILU is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OILU is 22
Sortino Ratio Rank
The Omega Ratio Rank of OILU is 11
Omega Ratio Rank
The Calmar Ratio Rank of OILU is 00
Calmar Ratio Rank
The Martin Ratio Rank of OILU is 11
Martin Ratio Rank

USOI
The Risk-Adjusted Performance Rank of USOI is 55
Overall Rank
The Sharpe Ratio Rank of USOI is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of USOI is 55
Sortino Ratio Rank
The Omega Ratio Rank of USOI is 55
Omega Ratio Rank
The Calmar Ratio Rank of USOI is 99
Calmar Ratio Rank
The Martin Ratio Rank of USOI is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OILU vs. USOI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). 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.


The chart of Sharpe ratio for OILU, currently valued at -0.77, compared to the broader market-1.000.001.002.003.004.00
OILU: -0.77
USOI: -0.51
The chart of Sortino ratio for OILU, currently valued at -0.95, compared to the broader market-2.000.002.004.006.008.00
OILU: -0.95
USOI: -0.57
The chart of Omega ratio for OILU, currently valued at 0.87, compared to the broader market0.501.001.502.002.50
OILU: 0.87
USOI: 0.93
The chart of Calmar ratio for OILU, currently valued at -0.73, compared to the broader market0.002.004.006.008.0010.0012.00
OILU: -0.73
USOI: -0.60
The chart of Martin ratio for OILU, currently valued at -1.72, compared to the broader market0.0020.0040.0060.00
OILU: -1.72
USOI: -1.60

The current OILU Sharpe Ratio is -0.77, which is lower than the USOI Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of OILU and USOI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.77
-0.51
OILU
USOI

Dividends

OILU vs. USOI - Dividend Comparison

OILU has not paid dividends to shareholders, while USOI's dividend yield for the trailing twelve months is around 23.86%.


TTM20242023202220212020201920182017
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%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
23.86%21.55%26.72%42.78%20.48%67.99%17.11%13.08%6.31%

Drawdowns

OILU vs. USOI - Drawdown Comparison

The maximum OILU drawdown since its inception was -81.00%, roughly equal to the maximum USOI drawdown of -77.42%. Use the drawdown chart below to compare losses from any high point for OILU and USOI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-77.05%
-12.77%
OILU
USOI

Volatility

OILU vs. USOI - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 56.85% compared to Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) at 11.17%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than USOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
56.85%
11.17%
OILU
USOI