BIDD vs. OILK

Last updated Jun 4, 2026

BIDD (iShares International Dividend Active ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - BIDD is a Foreign Large Cap Equities fund actively managed by iShares, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. BIDD is actively managed, while OILK is passively managed. Over the past year, BIDD returned 21.18% vs 58.99% for OILK. At a correlation of -0.16, they often move in opposite directions. BIDD charges 0.59%/yr vs 0.68%/yr for OILK.

Performance

BIDD vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Active ETF (BIDD) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIDD achieves a 11.59% return, which is significantly lower than OILK's 64.22% return.

BIDD

• 1D: -0.89%
• 1M: 6.81%
• YTD: 11.59%
• 6M: 14.69%
• 1Y: 21.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OILK

• 1D: 1.40%
• 1M: -1.65%
• YTD: 64.22%
• 6M: 60.70%
• 1Y: 58.99%
• 3Y*: 19.03%
• 5Y*: 17.73%
• 10Y*: —

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

BIDD vs. OILK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BIDD iShares International Dividend Active ETF	11.59%	20.17%	-2.09%
OILK ProShares K-1 Free Crude Oil Strategy ETF	64.22%	-11.86%	3.02%

Correlation

The correlation between BIDD and OILK is -0.32, 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	-0.32
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024	-0.16

The correlation between BIDD and OILK shifts across timeframes, from -0.32 (1 year) to -0.16 (all time), reflecting how their relationship changes across market environments.

BIDD vs. OILK - Sectors Allocation Comparison

Sectors	BIDD	OILK
Financial Services	24.9%	-
Technology	20.9%	-
Industrials	17.7%	-
Communication Services	7.2%	-
Consumer Cyclical	7.2%	100.0%
Healthcare	6.4%	-
Basic Materials	6.2%	-
Energy	5.7%	-
Consumer Defensive	3.8%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

BIDD vs. OILK — Risk / Return Rank

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

BIDD

BIDD Risk / Return Rank: 39
BIDD Sharpe Ratio Rank: 40
BIDD Sortino Ratio Rank: 40
BIDD Omega Ratio Rank: 39
BIDD Calmar Ratio Rank: 35
BIDD Martin Ratio Rank: 41

OILK

OILK Risk / Return Rank: 55
OILK Sharpe Ratio Rank: 60
OILK Sortino Ratio Rank: 53
OILK Omega Ratio Rank: 54
OILK Calmar Ratio Rank: 68
OILK Martin Ratio Rank: 42

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.

BIDD vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Active ETF (BIDD) and ProShares K-1 Free Crude Oil Strategy 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.

	BIDD	OILK	Difference
Sharpe ratio Return per unit of total volatility	1.40	2.06	-0.67
Sortino ratio Return per unit of downside risk	2.03	2.59	-0.56
Omega ratio Gain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratio Return relative to maximum drawdown	1.73	3.42	-1.69
Martin ratio Return relative to average drawdown	6.40	6.91	-0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIDD vs. OILK - Sharpe Ratio Comparison

The current BIDD Sharpe Ratio is 1.40, which is lower than the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BIDD 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.

Sharpe Ratios by Period

	BIDD	OILK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.06	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	0.12	+1.04

Drawdowns

BIDD vs. OILK - Drawdown Comparison

The maximum BIDD drawdown since its inception was -15.08%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for BIDD and OILK.

Drawdown Indicators

	BIDD	OILK	Difference
Max Drawdown Largest peak-to-trough decline	-15.08%	-83.76%	+68.68%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-17.35%	+5.03%
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	-0.89%	-3.66%	+2.77%
Average Drawdown Average peak-to-trough decline	-2.25%	-32.61%	+30.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	8.56%	-5.24%

Volatility

BIDD vs. OILK - Volatility Comparison

The current volatility for iShares International Dividend Active ETF (BIDD) is 5.95%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that BIDD 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

	BIDD	OILK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	10.44%	-4.49%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	23.26%	-10.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	28.75%	-13.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.89%	30.12%	-13.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	35.97%	-19.08%

BIDD vs. OILK - Expense Ratio Comparison

BIDD has a 0.59% expense ratio, which is lower than OILK's 0.68% expense ratio.

Dividends

BIDD vs. OILK - Dividend Comparison

BIDD's dividend yield for the trailing twelve months is around 2.48%, less than OILK's 8.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIDD iShares International Dividend Active ETF	2.48%	2.74%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OILK ProShares K-1 Free Crude Oil Strategy ETF	8.18%	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 BIDD and OILK in my portfolio?

BIDD and OILK have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIDD or OILK?

OILK has higher volatility (10.44%) compared to BIDD (5.95%). In terms of maximum drawdown, BIDD dropped -15.08% vs OILK's -83.76%.

Which ETF is better, BIDD or OILK?

On 1-year performance, OILK leads with 58.99% vs 21.18% for BIDD. On fees, BIDD is cheaper at 0.59% per year. On volatility, BIDD has been the lower-risk option at 5.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BIDD or OILK?

Over the 1-year period, OILK has performed better with a 58.99% return vs 21.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BIDD or OILK?

BIDD is cheaper with a 0.59% expense ratio, compared with 0.68% for OILK.

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

OILK has the higher dividend yield at 8.18%, compared with 2.48% for BIDD.

What is the main difference between BIDD and OILK?

BIDD is categorized as Foreign Large Cap Equities, while OILK is Oil & Gas. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.59% for BIDD and 0.68% for OILK.

Which has better risk-adjusted returns?

OILK currently has the higher Sharpe Ratio (2.06 vs 1.40), 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.