AGGA vs. OILK

Last updated Aug 2, 2026

AGGA (Astoria Dynamic Core US Fixed Income ETF) and OILK (ProShares K-1 Free Crude Oil ETF) are both exchange-traded funds - AGGA is a Multisector Bonds fund actively managed by Astoria, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. AGGA is actively managed, while OILK is passively managed. Over the past year, AGGA returned 2.58% vs 38.09% for OILK. Their -0.40 correlation means they have often moved in opposite directions in the past. AGGA charges 0.55%/yr vs 0.69%/yr for OILK.

Performance

AGGA vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria Dynamic Core US Fixed Income ETF (AGGA) and ProShares K-1 Free Crude Oil ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGA achieves a 0.39% return, which is significantly lower than OILK's 52.43% return.

AGGA

• 1D: -0.28%
• 1M: -0.79%
• 6M: 0.07%
• YTD: 0.39%
• 1Y: 2.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.90%

OILK

• 1D: 0.57%
• 1M: 12.53%
• 6M: 35.52%
• YTD: 52.43%
• 1Y: 38.09%
• 3Y*: 11.27%
• 5Y*: 14.44%
• 10Y*: —
• ALL TIME*: 3.64%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AGGA Astoria Dynamic Core US Fixed Income ETF	$225.36K	$302.31K	$395.65K
OILK ProShares K-1 Free Crude Oil ETF	$7.09M	$6.91M	$10.69M

AGGA vs. OILK - Yearly Performance Comparison

	2026 (YTD)	2025
AGGA Astoria Dynamic Core US Fixed Income ETF	0.39%	4.49%
OILK ProShares K-1 Free Crude Oil ETF	52.43%	4.09%

Correlation

The correlation between AGGA and OILK is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.43
Correlation (All Time) Calculated using the full available price history since May 1, 2025	-0.40

Return for Risk

AGGA vs. OILK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AGGA

AGGA Risk / Return Rank: 58
AGGA Sharpe Ratio Rank: 57
AGGA Sortino Ratio Rank: 59
AGGA Omega Ratio Rank: 57
AGGA Calmar Ratio Rank: 57
AGGA Martin Ratio Rank: 62

OILK

OILK Risk / Return Rank: 44
OILK Sharpe Ratio Rank: 45
OILK Sortino Ratio Rank: 44
OILK Omega Ratio Rank: 43
OILK Calmar Ratio Rank: 45
OILK Martin Ratio Rank: 42

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AGGA vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria Dynamic Core US Fixed Income ETF (AGGA) and ProShares K-1 Free Crude Oil ETF (OILK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AGGA	OILK	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.13	+0.25
Sortino ratio: Return per unit of downside risk	2.01	1.63	+0.38
Omega ratio: Gain probability vs. loss probability	1.25	1.20	+0.05
Calmar ratio: Return relative to maximum drawdown	2.03	1.61	+0.43
Martin ratio: Return relative to average drawdown	7.50	4.54	+2.95

AGGA vs. OILK - Sharpe Ratio Comparison

The current AGGA Sharpe Ratio is 1.38, which is comparable to the OILK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of AGGA and OILK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AGGA vs. OILK - Drawdown Comparison

The maximum AGGA drawdown since its inception was -1.47%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for AGGA and OILK.

Drawdown Indicators

	AGGA	OILK	Difference
Max Drawdown Largest peak-to-trough decline	-1.47%	-83.76%	+82.29%
Max Drawdown (1Y) Largest decline over 1 year	-1.47%	-21.19%	+19.72%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.69%	—
Current Drawdown Current decline from peak	-0.96%	-10.57%	+9.61%
Average Drawdown Average peak-to-trough decline	-0.23%	-32.28%	+32.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.40%	8.49%	-8.09%

Volatility

AGGA vs. OILK - Volatility Comparison

The current volatility for Astoria Dynamic Core US Fixed Income ETF (AGGA) is 0.65%, while ProShares K-1 Free Crude Oil ETF (OILK) has a volatility of 11.31%. This indicates that AGGA experiences smaller price fluctuations and is considered to be less risky than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGA	OILK	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.65%	11.31%	-10.66%
Volatility (6M) Calculated over the trailing 6-month period	1.80%	25.98%	-24.18%
Volatility (1Y) Calculated over the trailing 1-year period	2.17%	30.21%	-28.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.24%	30.46%	-28.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.24%	35.99%	-33.75%

AGGA vs. OILK - Expense Ratio Comparison

AGGA has a 0.55% expense ratio, which is lower than OILK's 0.69% expense ratio.

Dividends

AGGA vs. OILK - Dividend Comparison

AGGA's dividend yield for the trailing twelve months is around 4.25%, less than OILK's 8.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGGA Astoria Dynamic Core US Fixed Income ETF	4.25%	2.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OILK ProShares K-1 Free Crude Oil ETF	8.37%	4.79%	3.11%	5.80%	17.32%	68.82%	0.13%	0.94%	0.58%	6.17%

Frequently Asked Questions

Can I hold both AGGA and OILK in my portfolio?

AGGA and OILK have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGGA or OILK?

OILK has higher volatility (11.31%) compared to AGGA (0.65%). In terms of maximum drawdown, AGGA dropped -1.47% vs OILK's -83.76%.

Which ETF is better, AGGA or OILK?

On 1-year performance, OILK leads with 38.09% vs 2.58% for AGGA. On fees, AGGA is cheaper at 0.55% per year. On volatility, AGGA has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGGA or OILK?

Over the 1-year period, OILK has performed better with a 38.09% return vs 2.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGGA or OILK?

AGGA is cheaper with a 0.55% expense ratio, compared with 0.69% for OILK.

Which ETF pays a higher dividend yield, AGGA or OILK?

OILK has the higher dividend yield at 8.37%, compared with 4.25% for AGGA.

What is the main difference between AGGA and OILK?

AGGA is categorized as Multisector Bonds, while OILK is Oil & Gas. They also come from different issuers: Astoria and ProShares. Their fees differ too: 0.55% for AGGA and 0.69% for OILK.

Which has better risk-adjusted returns?

AGGA currently has the higher Sharpe Ratio (1.38 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.