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BNO vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNO vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Brent Oil Fund LP (BNO) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNO achieves a 43.86% return, which is significantly higher than BINC's 1.33% return.


BNO

1D
-4.23%
1M
-25.93%
YTD
43.86%
6M
41.93%
1Y
39.47%
3Y*
17.61%
5Y*
15.98%
10Y*
10.77%

BINC

1D
0.04%
1M
0.73%
YTD
1.33%
6M
1.36%
1Y
5.32%
3Y*
7.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNO vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
BNO
United States Brent Oil Fund LP
43.86%-5.44%9.67%6.85%
BINC
iShares Flexible Income Active ETF
1.33%7.57%5.76%7.12%

Correlation

The correlation between BNO and BINC is -0.41, 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

-0.41

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

-0.15

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

-0.15

Over the past year, the inverse relationship between BNO and BINC has strengthened: their correlation has moved from -0.15 to -0.41, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BNO vs. BINC — Risk / Return Rank

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

BNO
BNO Risk / Return Rank: 2929
Overall Rank
BNO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 3030
Sortino Ratio Rank
BNO Omega Ratio Rank: 3131
Omega Ratio Rank
BNO Calmar Ratio Rank: 2727
Calmar Ratio Rank
BNO Martin Ratio Rank: 3131
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6969
Overall Rank
BINC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8585
Sortino Ratio Rank
BINC Omega Ratio Rank: 8585
Omega Ratio Rank
BINC Calmar Ratio Rank: 4444
Calmar Ratio Rank
BINC Martin Ratio Rank: 5050
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.

BNO vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) and iShares Flexible Income Active ETF (BINC). 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.


BNOBINCDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.20

1.46

-0.27

Calmar ratioReturn relative to maximum drawdown

1.23

1.99

-0.76

Martin ratioReturn relative to average drawdown

4.18

7.75

-3.57

BNO vs. BINC - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 0.97, which is lower than the BINC Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BNO and BINC, 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

BNO vs. BINC - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for BNO and BINC.


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Drawdown Indicators


BNOBINCDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-2.69%

-84.37%

Max Drawdown (1Y)

Largest decline over 1 year

-32.25%

-2.69%

-29.56%

Max Drawdown (3Y)

Largest decline over 3 years

-32.25%

-2.69%

-29.56%

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

-32.25%

-0.07%

-32.18%

Average Drawdown

Average peak-to-trough decline

-40.10%

-0.36%

-39.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.47%

0.69%

+8.78%

Volatility

BNO vs. BINC - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 11.33% compared to iShares Flexible Income Active ETF (BINC) at 0.58%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

0.58%

+10.75%

Volatility (6M)

Calculated over the trailing 6-month period

37.57%

1.88%

+35.69%

Volatility (1Y)

Calculated over the trailing 1-year period

41.20%

2.29%

+38.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.70%

2.99%

+32.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.70%

2.99%

+33.71%

BNO vs. BINC - Expense Ratio Comparison

BNO has a 1.00% expense ratio, which is higher than BINC's 0.40% expense ratio.


Dividends

BNO vs. BINC - Dividend Comparison

BNO has not paid dividends to shareholders, while BINC's dividend yield for the trailing twelve months is around 5.84%.


PositionTTM202520242023
BINC
iShares Flexible Income Active ETF
5.84%5.86%6.14%3.13%
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BNO and BINC have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (11.33%) compared to BINC (0.58%). In terms of maximum drawdown, BNO dropped -87.06% vs BINC's -2.69%.

On 3-year performance, BNO leads with 17.61% vs 7.13% for BINC. On fees, BINC is cheaper at 0.40% per year. On volatility, BINC has been the lower-risk option at 0.58%. 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 17.61% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BINC is cheaper with a 0.40% expense ratio, compared with 1.00% for BNO.

BINC has the higher dividend yield at 5.84%, compared with 0.00% for BNO.

BNO is categorized as Oil & Gas, while BINC is Multisector Bonds. They also come from different issuers: USCF Investments and iShares. Their fees differ too: 1.00% for BNO and 0.40% for BINC.

BINC currently has the higher Sharpe Ratio (2.34 vs 0.97), 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

Find the right allocation for BNO and BINC

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