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BTOT vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTOT vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total USD Fixed Income Market ETF (BTOT) 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, BTOT achieves a -0.09% return, which is significantly lower than BNO's 68.89% return.


BTOT

1D
0.23%
1M
-0.91%
6M
-0.22%
YTD
-0.09%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BNO

1D
-5.06%
1M
20.57%
6M
52.91%
YTD
68.89%
1Y
54.59%
3Y*
17.84%
5Y*
21.29%
10Y*
13.80%
ALL TIME*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$109.23M$101.30M$143.17M
$31.83K$48.31K$75.14K

BTOT vs. BNO - Yearly Performance Comparison


Correlation

The correlation between BTOT and BNO is -0.52, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.52

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Return for Risk

BTOT vs. BNO — Risk / Return Rank

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

BTOT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BNO
BNO Risk / Return Rank: 4747
Overall Rank
BNO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 4949
Sortino Ratio Rank
BNO Omega Ratio Rank: 4949
Omega Ratio Rank
BNO Calmar Ratio Rank: 4444
Calmar Ratio Rank
BNO Martin Ratio Rank: 4343
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.

BTOT vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total USD Fixed Income Market ETF (BTOT) 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.


BTOTBNODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.59

Martin ratioReturn relative to average drawdown

4.81

BTOT vs. BNO - Sharpe Ratio Comparison


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Drawdowns

BTOT vs. BNO - Drawdown Comparison

The maximum BTOT drawdown since its inception was -2.36%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for BTOT and BNO.


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Drawdown Indicators


BTOTBNODifference

Max Drawdown

Largest peak-to-trough decline

-2.36%

-87.06%

+84.70%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-34.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.66%

-20.46%

+18.80%

Average Drawdown

Average peak-to-trough decline

-0.86%

-39.99%

+39.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.41%

Volatility

BTOT vs. BNO - Volatility Comparison


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Volatility by Period


BTOTBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.59%

Volatility (6M)

Calculated over the trailing 6-month period

41.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

44.80%

-41.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

36.47%

-32.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

37.01%

-33.39%

BTOT vs. BNO - Expense Ratio Comparison

BTOT has a 0.09% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

BTOT vs. BNO - Dividend Comparison

BTOT's dividend yield for the trailing twelve months is around 2.93%, while BNO has not paid dividends to shareholders.


Frequently Asked Questions


BTOT and BNO have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BTOT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTOT is cheaper with a 0.09% expense ratio, compared with 1.00% for BNO.

BTOT has the higher dividend yield at 2.93%, compared with 0.00% for BNO.

BTOT is categorized as Total Bond Market, while BNO is Oil & Gas. BTOT tracks Bloomberg US Total Fixed Income Market Index, while BNO tracks Crude Oil Brent ICE Near Term Futures. They also come from different issuers: iShares and USCF. Their fees differ too: 0.09% for BTOT and 1.00% for BNO.

Portfolio Optimizer

Find the right allocation for BTOT and BNO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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