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

Correlation

The correlation between OILU and WTIU is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

OILU vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.32%
-39.86%
OILU
WTIU

Key characteristics

Sharpe Ratio

OILU:

-0.54

WTIU:

-0.59

Sortino Ratio

OILU:

-0.49

WTIU:

-0.56

Omega Ratio

OILU:

0.94

WTIU:

0.93

Calmar Ratio

OILU:

-0.42

WTIU:

-0.58

Martin Ratio

OILU:

-1.14

WTIU:

-1.09

Ulcer Index

OILU:

26.31%

WTIU:

31.22%

Daily Std Dev

OILU:

54.89%

WTIU:

57.83%

Max Drawdown

OILU:

-70.50%

WTIU:

-58.82%

Current Drawdown

OILU:

-70.50%

WTIU:

-58.82%

Returns By Period

In the year-to-date period, OILU achieves a -28.24% return, which is significantly higher than WTIU's -32.25% return.


OILU

YTD

-28.24%

1M

-33.14%

6M

-30.99%

1Y

-32.57%

5Y*

N/A

10Y*

N/A

WTIU

YTD

-32.25%

1M

-31.92%

6M

-36.51%

1Y

-36.66%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OILU vs. WTIU - Expense Ratio Comparison

Both OILU and WTIU have an expense ratio of 0.95%.


OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
Expense ratio chart for OILU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for WTIU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

OILU vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


Sharpe ratio
The chart of Sharpe ratio for OILU, currently valued at -0.54, compared to the broader market0.002.004.00-0.54-0.59
The chart of Sortino ratio for OILU, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00-0.49-0.56
The chart of Omega ratio for OILU, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.940.93
The chart of Calmar ratio for OILU, currently valued at -0.57, compared to the broader market0.005.0010.0015.00-0.57-0.58
The chart of Martin ratio for OILU, currently valued at -1.14, compared to the broader market0.0020.0040.0060.0080.00100.00-1.14-1.09
OILU
WTIU

The current OILU Sharpe Ratio is -0.54, which is comparable to the WTIU Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of OILU and WTIU, 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-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.54
-0.59
OILU
WTIU

Dividends

OILU vs. WTIU - Dividend Comparison

Neither OILU nor WTIU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OILU vs. WTIU - Drawdown Comparison

The maximum OILU drawdown since its inception was -70.50%, which is greater than WTIU's maximum drawdown of -58.82%. Use the drawdown chart below to compare losses from any high point for OILU and WTIU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-52.01%
-58.82%
OILU
WTIU

Volatility

OILU vs. WTIU - Volatility Comparison

The current volatility for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) is 15.65%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 21.02%. This indicates that OILU experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


12.00%14.00%16.00%18.00%20.00%22.00%JulyAugustSeptemberOctoberNovemberDecember
15.65%
21.02%
OILU
WTIU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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