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WTID vs. SCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTID vs. SCO - Performance Comparison

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

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WTID vs. SCO - Yearly Performance Comparison


2026 (YTD)202520242023
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-64.82%-44.50%-7.93%-17.12%
SCO
ProShares UltraShort Bloomberg Crude Oil
-57.57%15.90%-19.00%-12.85%

Returns By Period

In the year-to-date period, WTID achieves a -64.82% return, which is significantly lower than SCO's -57.57% return.


WTID

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

SCO

1D
7.91%
1M
-40.99%
YTD
-57.57%
6M
-52.24%
1Y
-50.36%
3Y*
-30.90%
5Y*
-42.55%
10Y*
-40.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTID vs. SCO - Expense Ratio Comparison

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


Return for Risk

WTID vs. SCO — 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

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 11
Sortino Ratio Rank
SCO Omega Ratio Rank: 11
Omega Ratio Rank
SCO Calmar Ratio Rank: 11
Calmar Ratio Rank
SCO Martin Ratio Rank: 00
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. SCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and ProShares UltraShort Bloomberg Crude Oil (SCO). 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.


WTIDSCODifference

Sharpe ratio

Return per unit of total volatility

-0.91

-0.89

-0.02

Sortino ratio

Return per unit of downside risk

-1.81

-1.34

-0.47

Omega ratio

Gain probability vs. loss probability

0.80

0.85

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.86

-0.80

-0.07

Martin ratio

Return relative to average drawdown

-1.33

-1.92

+0.59

WTID vs. SCO - Sharpe Ratio Comparison

The current WTID Sharpe Ratio is -0.91, which is comparable to the SCO Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of WTID and SCO, 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


WTIDSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.89

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

-0.37

-0.30

Correlation

The correlation between WTID and SCO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTID vs. SCO - Dividend Comparison

Neither WTID nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTID vs. SCO - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, smaller than the maximum SCO drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for WTID and SCO.


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Drawdown Indicators


WTIDSCODifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-99.74%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-86.07%

-66.46%

-19.61%

Max Drawdown (5Y)

Largest decline over 5 years

-94.53%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

Current Drawdown

Current decline from peak

-89.63%

-99.72%

+10.09%

Average Drawdown

Average peak-to-trough decline

-52.57%

-85.02%

+32.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.03%

27.57%

+28.46%

Volatility

WTID vs. SCO - Volatility Comparison

The current volatility for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) is 17.45%, while ProShares UltraShort Bloomberg Crude Oil (SCO) has a volatility of 23.33%. This indicates that WTID experiences smaller price fluctuations and is considered to be less risky than SCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIDSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.45%

23.33%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

44.85%

39.96%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

80.62%

56.93%

+23.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.06%

59.10%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.06%

71.92%

-2.86%