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BNO vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNO vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Brent Oil Fund LP (BNO) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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 90.47% return, which is significantly higher than OILK's 64.22% return.


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%

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)

BNO vs. OILK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
64.22%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%

Correlation

The correlation between BNO and OILK is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2016

0.95

The correlation between BNO and OILK has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

BNO vs. OILK — Risk / Return Rank

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

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

OILK
OILK Risk / Return Rank: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
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. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) 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.


BNOOILKDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

5.17

3.42

+1.75

Martin ratioReturn relative to average drawdown

9.76

6.91

+2.85

BNO vs. OILK - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 2.23, which is comparable to the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BNO 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.


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Sharpe Ratios by Period


BNOOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.06

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.12

+0.03

Drawdowns

BNO vs. OILK - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, roughly equal to the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for BNO and OILK.


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Drawdown Indicators


BNOOILKDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-83.76%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-17.35%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-23.42%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-34.69%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-10.29%

-3.66%

-6.63%

Average Drawdown

Average peak-to-trough decline

-40.17%

-32.61%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

8.56%

+0.89%

Volatility

BNO vs. OILK - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 14.22% compared to ProShares K-1 Free Crude Oil Strategy ETF (OILK) at 10.44%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

10.44%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

36.10%

23.26%

+12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

41.46%

28.75%

+12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.38%

30.12%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.68%

35.97%

+0.71%

BNO vs. OILK - Expense Ratio Comparison

BNO has a 0.90% expense ratio, which is higher than OILK's 0.68% expense ratio.


Dividends

BNO vs. OILK - Dividend Comparison

BNO has not paid dividends to shareholders, while OILK's dividend yield for the trailing twelve months is around 8.18%.


PositionTTM202520242023202220212020201920182017
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%
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


With a correlation of 0.96, BNO and OILK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BNO has higher volatility (14.22%) compared to OILK (10.44%). In terms of maximum drawdown, BNO dropped -87.06% vs OILK's -83.76%.

On 5-year performance, BNO leads with 24.16% vs 17.73% for OILK. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 10.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 24.16% return vs 17.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.90% for BNO.

OILK has the higher dividend yield at 8.18%, compared with 0.00% for BNO.

BNO tracks Front Month Brent Crude Oil, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: Concierge Technologies and ProShares. Their fees differ too: 0.90% for BNO and 0.68% for OILK.

BNO currently has the higher Sharpe Ratio (2.23 vs 2.06), 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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