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WTIU vs. OILU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTIU and OILU is 0.22, 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

WTIU vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy 3X Leveraged ETN (WTIU) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WTIU:

-0.47

OILU:

-0.72

Sortino Ratio

WTIU:

-0.09

OILU:

-0.77

Omega Ratio

WTIU:

0.99

OILU:

0.89

Calmar Ratio

WTIU:

-0.80

OILU:

-0.67

Martin Ratio

WTIU:

-1.54

OILU:

-1.70

Ulcer Index

WTIU:

39.58%

OILU:

32.13%

Daily Std Dev

WTIU:

131.79%

OILU:

77.32%

Max Drawdown

WTIU:

-76.28%

OILU:

-81.00%

Current Drawdown

WTIU:

-68.45%

OILU:

-76.41%

Returns By Period

In the year-to-date period, WTIU achieves a -19.65% return, which is significantly higher than OILU's -26.76% return.


WTIU

YTD

-19.65%

1M

28.33%

6M

-44.34%

1Y

-61.30%

5Y*

N/A

10Y*

N/A

OILU

YTD

-26.76%

1M

24.15%

6M

-42.81%

1Y

-54.70%

5Y*

N/A

10Y*

N/A

*Annualized

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WTIU vs. OILU - Expense Ratio Comparison

Both WTIU and OILU have an expense ratio of 0.95%.


Risk-Adjusted Performance

WTIU vs. OILU — Risk-Adjusted Performance Rank

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

WTIU
The Risk-Adjusted Performance Rank of WTIU is 66
Overall Rank
The Sharpe Ratio Rank of WTIU is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of WTIU is 1212
Sortino Ratio Rank
The Omega Ratio Rank of WTIU is 1212
Omega Ratio Rank
The Calmar Ratio Rank of WTIU is 00
Calmar Ratio Rank
The Martin Ratio Rank of WTIU is 11
Martin Ratio Rank

OILU
The Risk-Adjusted Performance Rank of OILU is 22
Overall Rank
The Sharpe Ratio Rank of OILU is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OILU is 33
Sortino Ratio Rank
The Omega Ratio Rank of OILU is 22
Omega Ratio Rank
The Calmar Ratio Rank of OILU is 11
Calmar Ratio Rank
The Martin Ratio Rank of OILU is 11
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.

WTIU vs. OILU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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 WTIU Sharpe Ratio is -0.47, which is higher than the OILU Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of WTIU and OILU, 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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Dividends

WTIU vs. OILU - Dividend Comparison

Neither WTIU nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTIU vs. OILU - Drawdown Comparison

The maximum WTIU drawdown since its inception was -76.28%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for WTIU and OILU. For additional features, visit the drawdowns tool.


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Volatility

WTIU vs. OILU - Volatility Comparison

The current volatility for MicroSectors Energy 3X Leveraged ETN (WTIU) is 28.05%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 31.20%. This indicates that WTIU experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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