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TYD vs. OILU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYD vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYD achieves a -5.80% return, which is significantly lower than OILU's 80.85% return.


TYD

1D
-0.33%
1M
2.41%
YTD
-5.80%
6M
-5.59%
1Y
0.17%
3Y*
-3.95%
5Y*
-13.19%
10Y*
-5.12%

OILU

1D
2.31%
1M
-12.57%
YTD
80.85%
6M
71.72%
1Y
69.93%
3Y*
6.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYD vs. OILU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-5.80%11.68%-13.89%-2.87%-43.32%-0.40%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
80.85%-16.50%-21.65%-32.50%151.08%-16.79%

Correlation

The correlation between TYD and OILU is -0.24, 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

-0.24

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

-0.10

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

-0.13

The correlation between TYD and OILU shifts across timeframes, from -0.24 (1 year) to -0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TYD vs. OILU — Risk / Return Rank

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

TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 88
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD Martin Ratio Rank: 99
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 4242
Overall Rank
OILU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 3838
Sortino Ratio Rank
OILU Omega Ratio Rank: 3636
Omega Ratio Rank
OILU Calmar Ratio Rank: 5454
Calmar Ratio Rank
OILU Martin Ratio Rank: 4040
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.

TYD vs. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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.


TYDOILUDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.00

1.22

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.08

2.37

-2.45

Martin ratioReturn relative to average drawdown

-0.20

5.62

-5.82

TYD vs. OILU - Sharpe Ratio Comparison

The current TYD Sharpe Ratio is -0.08, which is lower than the OILU Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of TYD and OILU, 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

TYD vs. OILU - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for TYD and OILU.


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Drawdown Indicators


TYDOILUDifference

Max Drawdown

Largest peak-to-trough decline

-64.28%

-81.00%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-33.51%

+19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.62%

-69.09%

+44.47%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-59.06%

-51.36%

-7.70%

Average Drawdown

Average peak-to-trough decline

-22.00%

-50.54%

+28.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

14.12%

-8.82%

Volatility

TYD vs. OILU - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 4.49%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 21.88%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYDOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

21.88%

-17.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

50.72%

-40.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

62.50%

-48.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

81.07%

-58.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

81.07%

-60.71%

TYD vs. OILU - Expense Ratio Comparison

TYD has a 1.09% expense ratio, which is higher than OILU's 0.95% expense ratio.


Dividends

TYD vs. OILU - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.22%, while OILU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.22%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


TYD and OILU have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (21.88%) compared to TYD (4.49%). In terms of maximum drawdown, TYD dropped -64.28% vs OILU's -81.00%.

On 3-year performance, OILU leads with 6.45% vs -3.95% for TYD. On fees, OILU is cheaper at 0.95% per year. On volatility, TYD has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OILU has performed better with a 6.45% return vs -3.95%. 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 1.09% for TYD.

TYD has the higher dividend yield at 3.22%, compared with 0.00% for OILU.

TYD is categorized as Leveraged Bonds, while OILU is Leveraged Commodities. They also come from different issuers: Direxion and BMO. Their fees differ too: 1.09% for TYD and 0.95% for OILU.

OILU currently has the higher Sharpe Ratio (1.27 vs -0.08), 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.

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