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WTID vs. MSFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTID vs. MSFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and Direxion Daily MSFT Bear 1X Shares (MSFD). The values are adjusted to include any dividend payments, if applicable.

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WTID vs. MSFD - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-64.82%-44.50%-7.93%-17.12%
MSFD
Direxion Daily MSFT Bear 1X Shares
28.73%-13.36%-7.86%-27.41%

Returns By Period

In the year-to-date period, WTID achieves a -64.82% return, which is significantly lower than MSFD's 28.73% return.


WTID

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

MSFD

1D
-3.15%
1M
6.11%
YTD
28.73%
6M
38.42%
1Y
-0.32%
3Y*
-7.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTID vs. MSFD - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is lower than MSFD's 1.06% expense ratio.


Return for Risk

WTID vs. MSFD — 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

MSFD
MSFD Risk / Return Rank: 1212
Overall Rank
MSFD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 1212
Sortino Ratio Rank
MSFD Omega Ratio Rank: 1212
Omega Ratio Rank
MSFD Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSFD Martin Ratio Rank: 1212
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. MSFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and Direxion Daily MSFT Bear 1X Shares (MSFD). 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.


WTIDMSFDDifference

Sharpe ratio

Return per unit of total volatility

-0.91

-0.01

-0.90

Sortino ratio

Return per unit of downside risk

-1.81

0.17

-1.98

Omega ratio

Gain probability vs. loss probability

0.80

1.02

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.86

0.02

-0.88

Martin ratio

Return relative to average drawdown

-1.33

0.03

-1.35

WTID vs. MSFD - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -0.91, which is lower than the MSFD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of WTID and MSFD, 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


WTIDMSFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.01

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

-0.39

-0.27

Correlation

The correlation between WTID and MSFD is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WTID vs. MSFD - Dividend Comparison

WTID has not paid dividends to shareholders, while MSFD's dividend yield for the trailing twelve months is around 2.43%.


TTM2025202420232022
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%
MSFD
Direxion Daily MSFT Bear 1X Shares
2.43%3.33%4.46%4.43%0.74%

Drawdowns

WTID vs. MSFD - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, which is greater than MSFD's maximum drawdown of -59.90%. Use the drawdown chart below to compare losses from any high point for WTID and MSFD.


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Drawdown Indicators


WTIDMSFDDifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-59.90%

-30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-86.07%

-34.84%

-51.23%

Current Drawdown

Current decline from peak

-89.63%

-41.94%

-47.69%

Average Drawdown

Average peak-to-trough decline

-52.57%

-41.28%

-11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.03%

25.22%

+30.81%

Volatility

WTID vs. MSFD - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 17.45% compared to Direxion Daily MSFT Bear 1X Shares (MSFD) at 6.60%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than MSFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDMSFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.45%

6.60%

+10.85%

Volatility (6M)

Calculated over the trailing 6-month period

44.85%

18.84%

+26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

80.62%

26.78%

+53.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.06%

25.77%

+43.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.06%

25.77%

+43.29%