PortfoliosLab logoPortfoliosLab logo
WTID vs. CARD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTID vs. CARD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WTID achieves a -67.32% return, which is significantly lower than CARD's -11.90% return.


WTID

1D
4.70%
1M
-32.80%
6M
-56.78%
YTD
-67.32%
1Y
-74.04%
3Y*
-45.60%
5Y*
10Y*
ALL TIME*
-43.47%

CARD

1D
-3.27%
1M
-1.66%
6M
-9.54%
YTD
-11.90%
1Y
-40.90%
3Y*
-49.61%
5Y*
10Y*
ALL TIME*
-52.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$42.40K$47.06K$45.44K
$198.95K$195.92K$630.81K

WTID vs. CARD - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-67.32%-44.50%-7.93%-30.73%
CARD
Max Auto Industry -3X Inverse Leveraged ETN
-11.90%-60.21%-58.19%-32.77%

Correlation

The correlation between WTID and CARD is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.20

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.14

The correlation between WTID and CARD shifts across timeframes, from -0.20 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

WTID vs. CARD — Risk / Return Rank

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

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 00
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 11
Calmar Ratio Rank
WTID Martin Ratio Rank: 11
Martin Ratio Rank

CARD
CARD Risk / Return Rank: 33
Overall Rank
CARD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CARD Sortino Ratio Rank: 55
Sortino Ratio Rank
CARD Omega Ratio Rank: 55
Omega Ratio Rank
CARD Calmar Ratio Rank: 11
Calmar Ratio Rank
CARD 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.

WTID vs. CARD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). 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.


WTIDCARDDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.77

0.94

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.94

-0.04

Martin ratioReturn relative to average drawdown

-1.49

-1.47

-0.02

WTID vs. CARD - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -1.07, which is lower than the CARD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of WTID and CARD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WTID vs. CARD - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.80%, roughly equal to the maximum CARD drawdown of -93.74%. Use the drawdown chart below to compare losses from any high point for WTID and CARD.


Loading charts...

Drawdown Indicators


WTIDCARDDifference

Max Drawdown

Largest peak-to-trough decline

-90.80%

-93.74%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-76.06%

-43.65%

-32.41%

Max Drawdown (3Y)

Largest decline over 3 years

-86.73%

-93.74%

+7.01%

Current Drawdown

Current decline from peak

-90.37%

-93.38%

+3.01%

Average Drawdown

Average peak-to-trough decline

-55.96%

-69.59%

+13.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.62%

29.28%

+20.34%

Volatility

WTID vs. CARD - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and Max Auto Industry -3X Inverse Leveraged ETN (CARD) have volatilities of 23.44% and 23.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WTIDCARDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

23.55%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

56.62%

54.51%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

69.15%

72.06%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.60%

80.48%

-9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.60%

80.48%

-9.88%

WTID vs. CARD - Expense Ratio Comparison

Both WTID and CARD have an expense ratio of 0.95%.


Dividends

WTID vs. CARD - Dividend Comparison

Neither WTID nor CARD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTID and CARD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CARD has higher volatility (23.55%) compared to WTID (23.44%). In terms of maximum drawdown, WTID dropped -90.80% vs CARD's -93.74%.

On 3-year performance, WTID leads with -45.60% vs -49.61% for CARD. Both ETFs have the same 0.95% expense ratio. On volatility, WTID has been the lower-risk option at 23.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WTID has performed better with a -45.60% return vs -49.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTID and CARD have the same expense ratio: 0.95% per year.

WTID and CARD have nearly identical dividend yields, around 0.00%.

WTID tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while CARD tracks Prime Auto Industry Index - Benchmark TR Net (--300%). They also come from different issuers: REX and Max.

CARD currently has the higher Sharpe Ratio (-0.57 vs -1.07), 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 WTID and CARD

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

Open Portfolio Optimizer