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SCO vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SCO having a -65.39% return and OILD slightly higher at -64.92%.


SCO

1D
-1.02%
1M
-23.78%
6M
-55.81%
YTD
-65.39%
1Y
-58.66%
3Y*
-29.81%
5Y*
-39.67%
10Y*
-40.39%
ALL TIME*
-26.09%

OILD

1D
-3.75%
1M
-31.76%
6M
-47.49%
YTD
-64.92%
1Y
-72.17%
3Y*
-43.79%
5Y*
10Y*
ALL TIME*
-59.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.56M$2.79M$3.90M
$131.70M$126.01M$253.57M

SCO vs. OILD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCO
ProShares UltraShort Bloomberg Crude Oil
-65.39%15.90%-19.00%-12.41%-62.59%-0.47%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-64.92%-41.67%-14.58%-19.58%-90.32%3.83%

Correlation

The correlation between SCO and OILD is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.64

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

0.66

The correlation between SCO and OILD has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.

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Return for Risk

SCO vs. OILD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCO
SCO Risk / Return Rank: 22
Overall Rank
SCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 22
Sortino Ratio Rank
SCO Omega Ratio Rank: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 33
Calmar Ratio Rank
SCO Martin Ratio Rank: 22
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCO vs. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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.


SCOOILDDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

0.84

0.78

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.95

+0.17

Martin ratioReturn relative to average drawdown

-1.32

-1.42

+0.10

SCO vs. OILD - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.94, which is comparable to the OILD Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of SCO and OILD, 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

SCO vs. OILD - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, roughly equal to the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for SCO and OILD.


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Drawdown Indicators


SCOOILDDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-98.90%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-74.53%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-74.64%

-85.42%

+10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.50%

Current Drawdown

Current decline from peak

-99.77%

-98.86%

-0.91%

Average Drawdown

Average peak-to-trough decline

-85.28%

-88.90%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.39%

49.58%

-7.19%

Volatility

SCO vs. OILD - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 23.27% compared to MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) at 19.24%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than OILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

19.24%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

51.24%

50.43%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

59.66%

63.51%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.43%

79.08%

-18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.89%

79.08%

-7.19%

SCO vs. OILD - Expense Ratio Comparison

Both SCO and OILD have an expense ratio of 0.95%.


Dividends

SCO vs. OILD - Dividend Comparison

Neither SCO nor OILD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SCO and OILD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (23.27%) compared to OILD (19.24%). In terms of maximum drawdown, SCO dropped -99.80% vs OILD's -98.90%.

On 3-year performance, SCO leads with -29.81% vs -43.79% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, OILD has been the lower-risk option at 19.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SCO has performed better with a -29.81% return vs -43.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO and OILD have the same expense ratio: 0.95% per year.

SCO and OILD have nearly identical dividend yields, around 0.00%.

SCO is categorized as Oil & Gas, while OILD is Inverse Equities. SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: ProShares and REX.

SCO currently has the higher Sharpe Ratio (-0.94 vs -1.11), 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 SCO and OILD

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