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SPDN vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bear 1x Shares (SPDN) 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

In the year-to-date period, SPDN achieves a -5.13% return, which is significantly higher than OILD's -49.72% return.


SPDN

1D
0.23%
1M
1.84%
YTD
-5.13%
6M
-3.80%
1Y
-13.07%
3Y*
-11.65%
5Y*
-8.13%
10Y*
-12.57%

OILD

1D
5.75%
1M
33.56%
YTD
-49.72%
6M
-50.82%
1Y
-61.14%
3Y*
-44.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDN vs. OILD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-5.13%-11.09%-12.88%-15.04%18.63%-1.95%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-49.72%-41.67%-14.58%-19.58%-90.32%3.83%

Correlation

The correlation between SPDN and OILD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

0.17

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

0.29

The correlation between SPDN and OILD shifts across timeframes, from -0.07 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPDN vs. OILD — Risk / Return Rank

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

SPDN
SPDN Risk / Return Rank: 22
Overall Rank
SPDN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 22
Sortino Ratio Rank
SPDN Omega Ratio Rank: 22
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 22
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
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.

SPDN vs. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bear 1x Shares (SPDN) 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.


SPDNOILDDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

0.84

0.83

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.82

+0.01

Martin ratioReturn relative to average drawdown

-1.53

-1.37

-0.16

SPDN vs. OILD - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -1.04, which is comparable to the OILD Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SPDN 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

SPDN vs. OILD - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, smaller than the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for SPDN and OILD.


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Drawdown Indicators


SPDNOILDDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-98.90%

+23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-74.53%

+58.48%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-87.88%

+49.64%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

Max Drawdown (10Y)

Largest decline over 10 years

-75.31%

Current Drawdown

Current decline from peak

-74.45%

-98.36%

+23.91%

Average Drawdown

Average peak-to-trough decline

-48.67%

-88.68%

+40.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

44.62%

-36.04%

Volatility

SPDN vs. OILD - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bear 1x Shares (SPDN) is 4.68%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 21.77%. This indicates that SPDN experiences smaller price fluctuations and is considered to be less risky 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


SPDNOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

21.77%

-17.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

49.80%

-39.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

62.42%

-49.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

79.39%

-62.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

79.39%

-61.35%

SPDN vs. OILD - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is lower than OILD's 0.95% expense ratio.


Dividends

SPDN vs. OILD - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 3.27%, while OILD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.27%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Frequently Asked Questions


SPDN and OILD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (21.77%) compared to SPDN (4.68%). In terms of maximum drawdown, SPDN dropped -75.31% vs OILD's -98.90%.

On 3-year performance, SPDN leads with -11.65% vs -44.53% for OILD. On fees, SPDN is cheaper at 0.50% per year. On volatility, SPDN has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPDN has performed better with a -11.65% return vs -44.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDN is cheaper with a 0.50% expense ratio, compared with 0.95% for OILD.

SPDN has the higher dividend yield at 3.27%, compared with 0.00% for OILD.

SPDN tracks S&P 500 Index, while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: Direxion and REX. Their fees differ too: 0.50% for SPDN and 0.95% for OILD.

OILD currently has the higher Sharpe Ratio (-0.98 vs -1.04), 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 SPDN and OILD

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