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OILU vs. WANT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU vs. WANT - 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 Consumer Discretionary Bull 3X Shares (WANT). 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 84.54% return, which is significantly higher than WANT's -19.95% 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%

WANT

1D
0.33%
1M
-6.84%
6M
-18.61%
YTD
-19.95%
1Y
-9.28%
3Y*
7.62%
5Y*
-9.92%
10Y*
ALL TIME*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU vs. WANT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
84.54%-16.50%-21.65%-32.50%151.08%-16.79%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
-19.95%-6.94%60.52%114.43%-83.03%-7.40%

Correlation

The correlation between OILU and WANT is -0.21, 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

-0.21

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

0.08

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

0.17

The correlation between OILU and WANT shifts across timeframes, from -0.21 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILU vs. WANT — Risk / Return Rank

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

OILU
OILU Risk / Return Rank: 5555
Overall Rank
OILU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5555
Sortino Ratio Rank
OILU Omega Ratio Rank: 5252
Omega Ratio Rank
OILU Calmar Ratio Rank: 5858
Calmar Ratio Rank
OILU Martin Ratio Rank: 4545
Martin Ratio Rank

WANT
WANT Risk / Return Rank: 99
Overall Rank
WANT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WANT Sortino Ratio Rank: 1111
Sortino Ratio Rank
WANT Omega Ratio Rank: 1010
Omega Ratio Rank
WANT Calmar Ratio Rank: 88
Calmar Ratio Rank
WANT Martin Ratio Rank: 88
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. WANT - 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 Consumer Discretionary Bull 3X Shares (WANT). 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.


OILUWANTDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.25

1.02

+0.23

Calmar ratioReturn relative to maximum drawdown

2.17

-0.23

+2.40

Martin ratioReturn relative to average drawdown

5.47

-0.53

+5.99

OILU vs. WANT - Sharpe Ratio Comparison

The current OILU Sharpe Ratio is 1.59, which is higher than the WANT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of OILU and WANT, 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. WANT - Drawdown Comparison

The maximum OILU drawdown since its inception was -81.00%, smaller than the maximum WANT drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for OILU and WANT.


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Drawdown Indicators


OILUWANTDifference

Max Drawdown

Largest peak-to-trough decline

-81.00%

-85.89%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-46.49%

-41.27%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-63.53%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-85.89%

Current Drawdown

Current decline from peak

-50.37%

-61.42%

+11.05%

Average Drawdown

Average peak-to-trough decline

-50.70%

-43.33%

-7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.45%

17.64%

+0.81%

Volatility

OILU vs. WANT - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 17.88% compared to Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) at 15.21%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than WANT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILUWANTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.88%

15.21%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

51.06%

41.82%

+9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

63.84%

55.28%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.86%

71.09%

+9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.86%

71.29%

+9.57%

OILU vs. WANT - Expense Ratio Comparison

OILU has a 0.95% expense ratio, which is lower than WANT's 0.98% expense ratio.


Dividends

OILU vs. WANT - Dividend Comparison

OILU has not paid dividends to shareholders, while WANT's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM2025202420232022202120202019
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%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
0.55%0.65%0.61%0.46%0.00%0.00%0.07%0.64%

Frequently Asked Questions


OILU and WANT have a correlation of -0.21, 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 WANT (15.21%). In terms of maximum drawdown, OILU dropped -81.00% vs WANT's -85.89%.

On 3-year performance, WANT leads with 7.62% vs 2.53% for OILU. On fees, OILU is cheaper at 0.95% per year. On volatility, WANT has been the lower-risk option at 15.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WANT has performed better with a 7.62% return vs 2.53%. 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 0.98% for WANT.

WANT has the higher dividend yield at 0.55%, compared with 0.00% for OILU.

OILU is categorized as Leveraged Commodities, while WANT is Leveraged Equities. They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for OILU and 0.98% for WANT.

OILU currently has the higher Sharpe Ratio (1.59 vs -0.17), 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 WANT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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