DISO vs. OILK
DISO (YieldMax DIS Option Income Strategy ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - DISO is a Derivative Income fund actively managed by YieldMax, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. DISO is actively managed, while OILK is passively managed. Over the past year, DISO returned -8.09% vs 58.99% for OILK. At a correlation of -0.03, they often move in opposite directions. DISO charges 1.01%/yr vs 0.68%/yr for OILK.
Performance
DISO vs. OILK - Performance Comparison
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Returns By Period
In the year-to-date period, DISO achieves a -10.99% return, which is significantly lower than OILK's 64.22% return.
DISO
- 1D
- -1.72%
- 1M
- -1.79%
- YTD
- -10.99%
- 6M
- -4.80%
- 1Y
- -8.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILK
- 1D
- 1.40%
- 1M
- -1.65%
- YTD
- 64.22%
- 6M
- 60.70%
- 1Y
- 58.99%
- 3Y*
- 19.03%
- 5Y*
- 17.73%
- 10Y*
- —
DISO vs. OILK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DISO YieldMax DIS Option Income Strategy ETF | -10.99% | 2.12% | 14.56% | 9.09% |
OILK ProShares K-1 Free Crude Oil Strategy ETF | 64.22% | -11.86% | 8.18% | -4.56% |
Correlation
The correlation between DISO and OILK is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2023 | -0.03 |
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Return for Risk
DISO vs. OILK — Risk / Return Rank
DISO
OILK
DISO vs. OILK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) 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.
| DISO | OILK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.34 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 3.42 | -3.87 |
| Martin ratioReturn relative to average drawdown | -1.02 | 6.91 | -7.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DISO | OILK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 2.06 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.12 | +0.10 |
Drawdowns
DISO vs. OILK - Drawdown Comparison
The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for DISO and OILK.
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Drawdown Indicators
| DISO | OILK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -83.76% | +57.14% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -17.35% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.69% | — |
Current DrawdownCurrent decline from peak | -13.46% | -3.66% | -9.80% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -32.61% | +24.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 8.56% | -0.64% |
Volatility
DISO vs. OILK - Volatility Comparison
The current volatility for YieldMax DIS Option Income Strategy ETF (DISO) is 9.07%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that DISO experiences smaller price fluctuations and is considered to be less risky 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
| DISO | OILK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 10.44% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 23.26% | -7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.24% | 28.75% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 30.12% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 35.97% | -14.44% |
DISO vs. OILK - Expense Ratio Comparison
DISO has a 1.01% expense ratio, which is higher than OILK's 0.68% expense ratio.
Dividends
DISO vs. OILK - Dividend Comparison
DISO's dividend yield for the trailing twelve months is around 44.73%, more than OILK's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DISO YieldMax DIS Option Income Strategy ETF | 44.73% | 38.87% | 37.33% | 6.87% | 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
DISO and OILK have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILK has higher volatility (10.44%) compared to DISO (9.07%). In terms of maximum drawdown, DISO dropped -26.62% vs OILK's -83.76%.
On 1-year performance, OILK leads with 58.99% vs -8.09% for DISO. On fees, OILK is cheaper at 0.68% per year. On volatility, DISO has been the lower-risk option at 9.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, OILK has performed better with a 58.99% return vs -8.09%. 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 1.01% for DISO.
DISO has the higher dividend yield at 44.73%, compared with 8.18% for OILK.
DISO is categorized as Derivative Income, while OILK is Oil & Gas. They also come from different issuers: YieldMax and ProShares. Their fees differ too: 1.01% for DISO and 0.68% for OILK.
OILK currently has the higher Sharpe Ratio (2.06 vs -0.40), 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.
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