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WTID vs. HDGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTID vs. HDGE - Performance Comparison

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

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WTID vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-64.82%-44.50%-7.93%-17.12%
HDGE
AdvisorShares Ranger Equity Bear ETF
12.05%1.50%-8.01%-7.03%

Returns By Period

In the year-to-date period, WTID achieves a -64.82% return, which is significantly lower than HDGE's 12.05% return.


WTID

1D
4.88%
1M
-34.34%
YTD
-64.82%
6M
-65.12%
1Y
-73.42%
3Y*
-48.22%
5Y*
10Y*

HDGE

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTID vs. HDGE - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Return for Risk

WTID vs. HDGE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 22
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 1717
Overall Rank
HDGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1717
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
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. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


WTIDHDGEDifference

Sharpe ratio

Return per unit of total volatility

-0.91

0.22

-1.13

Sortino ratio

Return per unit of downside risk

-1.81

0.45

-2.25

Omega ratio

Gain probability vs. loss probability

0.80

1.06

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.86

0.21

-1.07

Martin ratio

Return relative to average drawdown

-1.33

0.30

-1.63

WTID vs. HDGE - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -0.91, which is lower than the HDGE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of WTID and HDGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTIDHDGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.22

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

-0.66

0.00

Correlation

The correlation between WTID and HDGE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTID vs. HDGE - Dividend Comparison

WTID has not paid dividends to shareholders, while HDGE's dividend yield for the trailing twelve months is around 3.12%.


TTM2025202420232022202120202019
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%

Drawdowns

WTID vs. HDGE - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, roughly equal to the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for WTID and HDGE.


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Drawdown Indicators


WTIDHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-93.88%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-86.07%

-19.63%

-66.44%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

Current Drawdown

Current decline from peak

-89.63%

-92.64%

+3.01%

Average Drawdown

Average peak-to-trough decline

-52.57%

-69.85%

+17.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.03%

13.53%

+42.50%

Volatility

WTID vs. HDGE - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 17.45% compared to AdvisorShares Ranger Equity Bear ETF (HDGE) at 4.48%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.45%

4.48%

+12.97%

Volatility (6M)

Calculated over the trailing 6-month period

44.85%

12.17%

+32.68%

Volatility (1Y)

Calculated over the trailing 1-year period

80.62%

19.95%

+60.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.06%

23.96%

+45.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.06%

23.51%

+45.55%