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AVIV vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIV vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Large Cap Value ETF (AVIV) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVIV achieves a 11.50% return, which is significantly lower than BNO's 90.47% return.


AVIV

1D
-0.79%
1M
3.32%
YTD
11.50%
6M
14.88%
1Y
32.31%
3Y*
22.17%
5Y*
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIV vs. BNO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIV
Avantis International Large Cap Value ETF
11.50%41.80%4.30%18.47%-8.26%1.93%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%1.31%

Correlation

The correlation between AVIV and BNO is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.17

The correlation between AVIV and BNO shifts across timeframes, from -0.29 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AVIV vs. BNO — Risk / Return Rank

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

AVIV
AVIV Risk / Return Rank: 6666
Overall Rank
AVIV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AVIV Sortino Ratio Rank: 6868
Sortino Ratio Rank
AVIV Omega Ratio Rank: 6969
Omega Ratio Rank
AVIV Calmar Ratio Rank: 6060
Calmar Ratio Rank
AVIV Martin Ratio Rank: 6464
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

AVIV vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and United States Brent Oil Fund LP (BNO). 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.


AVIVBNODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.05

Calmar ratioReturn relative to maximum drawdown

3.01

5.17

-2.16

Martin ratioReturn relative to average drawdown

11.87

9.76

+2.11

AVIV vs. BNO - Sharpe Ratio Comparison

The current AVIV Sharpe Ratio is 2.31, which is comparable to the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AVIV and BNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AVIVBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.23

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.14

+0.68

Drawdowns

AVIV vs. BNO - Drawdown Comparison

The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for AVIV and BNO.


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Drawdown Indicators


AVIVBNODifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-87.06%

+59.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-17.87%

+7.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-23.75%

+9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.39%

-10.29%

+8.90%

Average Drawdown

Average peak-to-trough decline

-5.12%

-40.17%

+35.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

9.45%

-6.72%

Volatility

AVIV vs. BNO - Volatility Comparison

The current volatility for Avantis International Large Cap Value ETF (AVIV) is 4.33%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that AVIV experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIVBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

14.22%

-9.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

36.10%

-24.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

41.46%

-27.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

35.38%

-18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

36.68%

-19.80%

AVIV vs. BNO - Expense Ratio Comparison

AVIV has a 0.25% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

AVIV vs. BNO - Dividend Comparison

AVIV's dividend yield for the trailing twelve months is around 2.82%, while BNO has not paid dividends to shareholders.


PositionTTM20252024202320222021
AVIV
Avantis International Large Cap Value ETF
2.82%3.01%3.46%3.64%2.84%0.57%
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVIV and BNO have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to AVIV (4.33%). In terms of maximum drawdown, AVIV dropped -27.69% vs BNO's -87.06%.

On 3-year performance, BNO leads with 27.93% vs 22.17% for AVIV. On fees, AVIV is cheaper at 0.25% per year. On volatility, AVIV has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BNO has performed better with a 27.93% return vs 22.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVIV is cheaper with a 0.25% expense ratio, compared with 0.90% for BNO.

AVIV has the higher dividend yield at 2.82%, compared with 0.00% for BNO.

AVIV is categorized as Foreign Large Cap Equities, while BNO is Oil & Gas. AVIV tracks MSCI World ex-U.S. Value Index, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: Avantis and Concierge Technologies. Their fees differ too: 0.25% for AVIV and 0.90% for BNO.

AVIV currently has the higher Sharpe Ratio (2.31 vs 2.23), 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.

Portfolio Optimizer

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