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WTID vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTID vs. CRAK - Performance Comparison

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

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Returns By Period

In the year-to-date period, WTID achieves a -53.52% return, which is significantly lower than CRAK's 20.86% return.


WTID

1D
-1.82%
1M
20.85%
YTD
-53.52%
6M
-54.10%
1Y
-61.42%
3Y*
-46.15%
5Y*
10Y*

CRAK

1D
-0.83%
1M
-6.54%
YTD
20.86%
6M
20.73%
1Y
42.08%
3Y*
19.31%
5Y*
12.08%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTID vs. CRAK - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-53.52%-44.50%-7.93%-16.93%
CRAK
VanEck Oil Refiners ETF
20.86%39.11%-15.05%8.64%

Correlation

The correlation between WTID and CRAK is -0.60, 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

-0.60

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

-0.66

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2023

-0.68

The correlation between WTID and CRAK has been stable across timeframes, ranging from -0.68 to -0.60 - a consistent structural relationship.

WTID vs. CRAK - Sectors Allocation Comparison


Sectors
WTID
CRAK

Energy

100.0%
98.8%

Basic Materials

-

1.2%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

4.0%

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

WTID
100.0%
CRAK
98.8%

Basic Materials

WTID

-

CRAK
1.2%

Communication Services

WTID

-

CRAK

-

Consumer Cyclical

WTID

-

CRAK

-

Consumer Defensive

WTID

-

CRAK

-

Financial Services

WTID

-

CRAK

-

Healthcare

WTID

-

CRAK

-

Industrials

WTID

-

CRAK
4.0%

Real Estate

WTID

-

CRAK

-

Technology

WTID

-

CRAK

-

Utilities

WTID

-

CRAK

-

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Return for Risk

WTID vs. CRAK — Risk / Return Rank

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

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

CRAK
CRAK Risk / Return Rank: 6969
Overall Rank
CRAK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRAK Omega Ratio Rank: 6666
Omega Ratio Rank
CRAK Calmar Ratio Rank: 6969
Calmar Ratio Rank
CRAK Martin Ratio Rank: 6666
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.

WTID vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and VanEck Oil Refiners ETF (CRAK). 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.


WTIDCRAKDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-4.51

Omega ratioGain probability vs. loss probability

0.84

1.37

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.82

3.29

-4.12

Martin ratioReturn relative to average drawdown

-1.40

11.53

-12.92

WTID vs. CRAK - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -0.92, which is lower than the CRAK Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WTID and CRAK, 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

WTID vs. CRAK - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, which is greater than CRAK's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for WTID and CRAK.


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Drawdown Indicators


WTIDCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-58.80%

-31.55%

Max Drawdown (1Y)

Largest decline over 1 year

-74.87%

-12.84%

-62.03%

Max Drawdown (3Y)

Largest decline over 3 years

-88.99%

-35.61%

-53.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

Current Drawdown

Current decline from peak

-86.31%

-12.74%

-73.57%

Average Drawdown

Average peak-to-trough decline

-54.89%

-12.47%

-42.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.00%

3.66%

+40.34%

Volatility

WTID vs. CRAK - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 22.02% compared to VanEck Oil Refiners ETF (CRAK) at 6.42%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

6.42%

+15.60%

Volatility (6M)

Calculated over the trailing 6-month period

54.34%

15.00%

+39.34%

Volatility (1Y)

Calculated over the trailing 1-year period

67.79%

19.11%

+48.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.49%

20.67%

+49.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.49%

22.17%

+48.32%

WTID vs. CRAK - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is higher than CRAK's 0.62% expense ratio.


Dividends

WTID vs. CRAK - Dividend Comparison

WTID has not paid dividends to shareholders, while CRAK's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF
1.67%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
WTID
MicroSectors Energy -3X Inverse 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%

Frequently Asked Questions


WTID and CRAK have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTID has higher volatility (22.02%) compared to CRAK (6.42%). In terms of maximum drawdown, WTID dropped -90.35% vs CRAK's -58.80%.

On 3-year performance, CRAK leads with 19.31% vs -46.15% for WTID. On fees, CRAK is cheaper at 0.62% per year. On volatility, CRAK has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CRAK has performed better with a 19.31% return vs -46.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRAK is cheaper with a 0.62% expense ratio, compared with 0.95% for WTID.

CRAK has the higher dividend yield at 1.67%, compared with 0.00% for WTID.

WTID is categorized as Inverse Equities, while CRAK is Energy Equities. WTID tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while CRAK tracks MVIS Global Oil Refiners Index. They also come from different issuers: REX and VanEck. Their fees differ too: 0.95% for WTID and 0.62% for CRAK.

CRAK currently has the higher Sharpe Ratio (2.21 vs -0.92), 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 CRAK

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

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