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BIV vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) 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, BIV achieves a -0.93% return, which is significantly lower than BNO's 77.90% return. Over the past 10 years, BIV has underperformed BNO with an annualized return of 1.66%, while BNO has yielded a comparatively higher 15.06% annualized return.


BIV

1D
-0.20%
1M
-1.16%
6M
-0.92%
YTD
-0.93%
1Y
1.39%
3Y*
4.39%
5Y*
-0.27%
10Y*
1.66%
ALL TIME*
3.76%

BNO

1D
1.45%
1M
27.00%
6M
52.90%
YTD
77.90%
1Y
62.83%
3Y*
20.31%
5Y*
20.89%
10Y*
15.06%
ALL TIME*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$97.77M$127.86M$122.72M
$107.13M$97.34M$147.52M

BIV vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.93%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
BNO
United States Brent Oil Fund LP
77.90%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%

Correlation

The correlation between BIV and BNO 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 (3Y)
Balances recent behavior with more history.

-0.24

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.14

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2010

-0.16

Over the past year, the inverse relationship between BIV and BNO has strengthened: their correlation has moved from -0.16 to -0.43, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BIV vs. BNO — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 2424
Overall Rank
BIV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2424
Sortino Ratio Rank
BIV Omega Ratio Rank: 2323
Omega Ratio Rank
BIV Calmar Ratio Rank: 2525
Calmar Ratio Rank
BIV Martin Ratio Rank: 2424
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 5252
Overall Rank
BNO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5555
Sortino Ratio Rank
BNO Omega Ratio Rank: 5555
Omega Ratio Rank
BNO Calmar Ratio Rank: 4747
Calmar Ratio Rank
BNO Martin Ratio Rank: 4545
Martin Ratio Rank
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.

BIV vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) 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.

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.


BIVBNODifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.10

1.24

-0.14

Calmar ratioReturn relative to maximum drawdown

0.77

1.70

-0.93

Martin ratioReturn relative to average drawdown

1.84

5.15

-3.31

BIV vs. BNO - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 0.61, which is lower than the BNO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BIV 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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Drawdowns

BIV vs. BNO - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for BIV and BNO.


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Drawdown Indicators


BIVBNODifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-87.06%

+68.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-34.46%

+31.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.21%

-34.46%

+29.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-34.46%

+15.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-75.18%

+56.23%

Current Drawdown

Current decline from peak

-2.71%

-16.21%

+13.50%

Average Drawdown

Average peak-to-trough decline

-3.38%

-39.99%

+36.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

11.86%

-10.54%

Volatility

BIV vs. BNO - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.07%, while United States Brent Oil Fund LP (BNO) has a volatility of 17.47%. This indicates that BIV 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


BIVBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

17.47%

-16.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

40.96%

-37.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

44.54%

-40.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

36.41%

-30.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

36.98%

-31.48%

BIV vs. BNO - Expense Ratio Comparison

BIV has a 0.03% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

BIV vs. BNO - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.29%, while BNO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
3.93%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIV and BNO 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.

BNO has higher volatility (17.47%) compared to BIV (1.07%). In terms of maximum drawdown, BIV dropped -18.95% vs BNO's -87.06%.

On 10-year performance, BNO leads with 15.06% vs 1.66% for BIV. On fees, BIV is cheaper at 0.03% per year. On volatility, BIV has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BNO has performed better with a 15.06% return vs 1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 1.00% for BNO.

BIV has the higher dividend yield at 3.93%, compared with 0.00% for BNO.

BIV is categorized as Intermediate Core Bond, while BNO is Oil & Gas. BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while BNO tracks Crude Oil Brent ICE Near Term Futures. They also come from different issuers: Vanguard and USCF. Their fees differ too: 0.03% for BIV and 1.00% for BNO.

BNO currently has the higher Sharpe Ratio (1.32 vs 0.61), 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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