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WTID vs. USO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTID and USO is 0.10, 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.


Performance

WTID vs. USO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WTID:

0.07

USO:

-0.36

Sortino Ratio

WTID:

0.96

USO:

-0.44

Omega Ratio

WTID:

1.11

USO:

0.95

Calmar Ratio

WTID:

0.20

USO:

-0.15

Martin Ratio

WTID:

0.59

USO:

-1.13

Ulcer Index

WTID:

21.60%

USO:

11.97%

Daily Std Dev

WTID:

89.77%

USO:

30.62%

Max Drawdown

WTID:

-68.30%

USO:

-98.19%

Current Drawdown

WTID:

-55.16%

USO:

-92.86%

Returns By Period

In the year-to-date period, WTID achieves a -15.64% return, which is significantly lower than USO's -11.12% return.


WTID

YTD

-15.64%

1M

-8.88%

6M

9.95%

1Y

15.36%

3Y*

N/A

5Y*

N/A

10Y*

N/A

USO

YTD

-11.12%

1M

4.08%

6M

-6.23%

1Y

-10.25%

3Y*

-7.73%

5Y*

21.01%

10Y*

-8.62%

*Annualized

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United States Oil Fund LP

WTID vs. USO - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is higher than USO's 0.79% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WTID vs. USO — Risk-Adjusted Performance Rank

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

WTID
The Risk-Adjusted Performance Rank of WTID is 3434
Overall Rank
The Sharpe Ratio Rank of WTID is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of WTID is 5555
Sortino Ratio Rank
The Omega Ratio Rank of WTID is 4444
Omega Ratio Rank
The Calmar Ratio Rank of WTID is 2727
Calmar Ratio Rank
The Martin Ratio Rank of WTID is 2424
Martin Ratio Rank

USO
The Risk-Adjusted Performance Rank of USO is 66
Overall Rank
The Sharpe Ratio Rank of USO is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of USO is 55
Sortino Ratio Rank
The Omega Ratio Rank of USO is 66
Omega Ratio Rank
The Calmar Ratio Rank of USO is 99
Calmar Ratio Rank
The Martin Ratio Rank of USO is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTID vs. USO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and United States Oil Fund LP (USO). 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.


The current WTID Sharpe Ratio is 0.07, which is higher than the USO Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of WTID and USO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WTID vs. USO - Dividend Comparison

Neither WTID nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTID vs. USO - Drawdown Comparison

The maximum WTID drawdown since its inception was -68.30%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for WTID and USO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WTID vs. USO - Volatility Comparison

MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a higher volatility of 18.27% compared to United States Oil Fund LP (USO) at 7.91%. This indicates that WTID's price experiences larger fluctuations and is considered to be riskier than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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