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BNO vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNO vs. IXC - Performance Comparison

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

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BNO vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
83.65%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, BNO achieves a 83.65% return, which is significantly higher than IXC's 37.40% return. Over the past 10 years, BNO has outperformed IXC with an annualized return of 16.00%, while IXC has yielded a comparatively lower 11.57% annualized return.


BNO

1D
-3.67%
1M
49.41%
YTD
83.65%
6M
73.08%
1Y
67.18%
3Y*
25.08%
5Y*
26.10%
10Y*
16.00%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNO vs. IXC - Expense Ratio Comparison

BNO has a 0.90% expense ratio, which is higher than IXC's 0.46% expense ratio.


Return for Risk

BNO vs. IXC — Risk / Return Rank

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

BNO
BNO Risk / Return Rank: 8686
Overall Rank
BNO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 9090
Sortino Ratio Rank
BNO Omega Ratio Rank: 8484
Omega Ratio Rank
BNO Calmar Ratio Rank: 9595
Calmar Ratio Rank
BNO Martin Ratio Rank: 7272
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) and iShares Global Energy ETF (IXC). 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.


BNOIXCDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.90

-0.06

Sortino ratio

Return per unit of downside risk

2.48

2.35

+0.12

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

3.91

2.39

+1.52

Martin ratio

Return relative to average drawdown

7.06

7.98

-0.92

BNO vs. IXC - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 1.84, which is comparable to the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BNO and IXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNOIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.90

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.98

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.33

-0.19

Correlation

The correlation between BNO and IXC is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BNO vs. IXC - Dividend Comparison

BNO has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.68%.


TTM20252024202320222021202020192018201720162015
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%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

BNO vs. IXC - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for BNO and IXC.


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Drawdown Indicators


BNOIXCDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-67.88%

-19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-18.48%

-18.03%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-24.93%

-8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

-64.16%

-11.02%

Current Drawdown

Current decline from peak

-3.67%

-1.12%

-2.55%

Average Drawdown

Average peak-to-trough decline

-40.53%

-17.57%

-22.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

5.41%

+4.84%

Volatility

BNO vs. IXC - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 20.01% compared to iShares Global Energy ETF (IXC) at 4.41%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.01%

4.41%

+15.60%

Volatility (6M)

Calculated over the trailing 6-month period

27.75%

12.78%

+14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

36.79%

22.29%

+14.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.90%

23.46%

+10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.10%

26.78%

+9.32%