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BNO vs. SPIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNO vs. SPIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Brent Oil Fund LP (BNO) and SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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 66.98% return, which is significantly higher than SPIB's 0.42% return. Over the past 10 years, BNO has outperformed SPIB with an annualized return of 12.76%, while SPIB has yielded a comparatively lower 2.74% annualized return.


BNO

1D
2.80%
1M
-1.11%
6M
55.35%
YTD
66.98%
1Y
55.87%
3Y*
20.56%
5Y*
20.16%
10Y*
12.76%

SPIB

1D
0.24%
1M
-0.19%
6M
0.24%
YTD
0.42%
1Y
4.11%
3Y*
5.67%
5Y*
1.65%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNO vs. SPIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
66.98%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
0.42%7.91%4.28%7.27%-9.65%-1.24%7.69%10.23%-0.49%3.76%

Correlation

The correlation between BNO and SPIB 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

-0.22

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

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

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

-0.08

Over the past year, the inverse relationship between BNO and SPIB has strengthened: their correlation has moved from -0.08 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. SPIB — Risk / Return Rank

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

BNO
BNO Risk / Return Rank: 4444
Overall Rank
BNO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 4747
Sortino Ratio Rank
BNO Omega Ratio Rank: 4747
Omega Ratio Rank
BNO Calmar Ratio Rank: 4040
Calmar Ratio Rank
BNO Martin Ratio Rank: 3838
Martin Ratio Rank

SPIB
SPIB Risk / Return Rank: 5252
Overall Rank
SPIB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5151
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPIB Martin Ratio Rank: 4949
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. SPIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) and SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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.


BNOSPIBDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.63

2.04

-0.41

Martin ratioReturn relative to average drawdown

4.78

6.70

-1.92

BNO vs. SPIB - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 1.31, which is comparable to the SPIB Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of BNO and SPIB, 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. SPIB - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, which is greater than SPIB's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for BNO and SPIB.


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Drawdown Indicators


BNOSPIBDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-14.94%

-72.12%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

-2.02%

-32.44%

Max Drawdown (3Y)

Largest decline over 3 years

-34.46%

-3.12%

-31.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-14.80%

-19.66%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

-14.94%

-60.24%

Current Drawdown

Current decline from peak

-21.35%

-0.82%

-20.53%

Average Drawdown

Average peak-to-trough decline

-40.06%

-1.90%

-38.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.71%

0.61%

+11.10%

Volatility

BNO vs. SPIB - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 15.79% compared to SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) at 0.85%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than SPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOSPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.79%

0.85%

+14.94%

Volatility (6M)

Calculated over the trailing 6-month period

39.17%

2.26%

+36.91%

Volatility (1Y)

Calculated over the trailing 1-year period

42.76%

2.86%

+39.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.11%

4.48%

+31.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.78%

4.60%

+32.18%

BNO vs. SPIB - Expense Ratio Comparison

BNO has a 1.00% expense ratio, which is higher than SPIB's 0.04% expense ratio.


Dividends

BNO vs. SPIB - Dividend Comparison

BNO has not paid dividends to shareholders, while SPIB's dividend yield for the trailing twelve months is around 4.48%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.48%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Frequently Asked Questions


BNO and SPIB 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 (15.79%) compared to SPIB (0.85%). In terms of maximum drawdown, BNO dropped -87.06% vs SPIB's -14.94%.

On 10-year performance, BNO leads with 12.76% vs 2.74% for SPIB. On fees, SPIB is cheaper at 0.04% per year. On volatility, SPIB has been the lower-risk option at 0.85%. 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 12.76% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIB is cheaper with a 0.04% expense ratio, compared with 1.00% for BNO.

SPIB has the higher dividend yield at 4.48%, compared with 0.00% for BNO.

BNO is categorized as Oil & Gas, while SPIB is Corporate Bonds. BNO tracks Crude Oil Brent ICE Near Term Futures, while SPIB tracks Bloomberg U.S. Intermediate Corporate Bond Index. They also come from different issuers: USCF Investments and State Street. Their fees differ too: 1.00% for BNO and 0.04% for SPIB.

SPIB currently has the higher Sharpe Ratio (1.44 vs 1.31), 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 SPIB

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