WTID vs. ZIVB

Last updated Jun 4, 2026

WTID (MicroSectors Energy -3X Inverse Leveraged ETN) and ZIVB (-1x Short VIX Mid-Term Futures Strategy ETF) are both Inverse Equities funds. WTID is passively managed, while ZIVB is actively managed. WTID charges 0.95%/yr vs 1.35%/yr for ZIVB.

Performance

WTID vs. ZIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WTID

• 1D: -3.31%
• 1M: -1.13%
• YTD: -62.23%
• 6M: -57.99%
• 1Y: -72.92%
• 3Y*: -48.40%
• 5Y*: —
• 10Y*: —

ZIVB

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTID vs. ZIVB - Yearly Performance Comparison

	2026 (YTD)
WTID MicroSectors Energy -3X Inverse Leveraged ETN	-12.92%
ZIVB -1x Short VIX Mid-Term Futures Strategy ETF	0.00%

Return for Risk

WTID vs. ZIVB — Risk / Return Rank

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

WTID

WTID Risk / Return Rank: 1
WTID Sharpe Ratio Rank: 1
WTID Sortino Ratio Rank: 0
WTID Omega Ratio Rank: 1
WTID Calmar Ratio Rank: 1
WTID Martin Ratio Rank: 1

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. ZIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). 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.

	WTID	ZIVB	Difference
Sharpe ratio: Return per unit of total volatility	-1.10	—	—
Sortino ratio: Return per unit of downside risk	-2.24	—	—
Omega ratio: Gain probability vs. loss probability	0.77	—	—
Calmar ratio: Return relative to maximum drawdown	-0.94	—	—
Martin ratio: Return relative to average drawdown	-1.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTID	ZIVB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.61	—	—

Drawdowns

WTID vs. ZIVB - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, which is greater than ZIVB's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WTID and ZIVB.

Drawdown Indicators

	WTID	ZIVB	Difference
Max Drawdown Largest peak-to-trough decline	-90.35%	0.00%	-90.35%
Max Drawdown (1Y) Largest decline over 1 year	-78.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-88.99%	—	—
Current Drawdown Current decline from peak	-88.87%	0.00%	-88.87%
Average Drawdown Average peak-to-trough decline	-54.44%	0.00%	-54.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.10%	—	—

Volatility

Volatility by Period

	WTID	ZIVB	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	53.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	66.54%	0.00%	+66.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.34%	0.00%	+70.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.34%	0.00%	+70.34%

WTID vs. ZIVB - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is lower than ZIVB's 1.35% expense ratio.

Dividends

WTID vs. ZIVB - Dividend Comparison

Neither WTID nor ZIVB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, WTID or ZIVB?

On fees, WTID is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTID or ZIVB?

WTID is cheaper with a 0.95% expense ratio, compared with 1.35% for ZIVB.

Which ETF pays a higher dividend yield, WTID or ZIVB?

WTID and ZIVB have nearly identical dividend yields, around 0.00%.

What is the main difference between WTID and ZIVB?

They also come from different issuers: REX and Volatility Shares. Their fees differ too: 0.95% for WTID and 1.35% for ZIVB.