DUKQ vs. OILK

Last updated Jun 5, 2026

DUKQ (Ocean Park Domestic ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - DUKQ is a Large Cap Blend Equities fund actively managed by Ocean Park, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. DUKQ is actively managed, while OILK is passively managed. Over the past year, DUKQ returned 27.09% vs 56.95% for OILK. At a correlation of -0.10, they often move in opposite directions. DUKQ charges 0.98%/yr vs 0.68%/yr for OILK.

Performance

DUKQ vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Domestic ETF (DUKQ) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUKQ achieves a 13.22% return, which is significantly lower than OILK's 61.09% return.

DUKQ

• 1D: 0.29%
• 1M: 5.34%
• YTD: 13.22%
• 6M: 12.99%
• 1Y: 27.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OILK

• 1D: -1.91%
• 1M: -2.15%
• YTD: 61.09%
• 6M: 56.40%
• 1Y: 56.95%
• 3Y*: 18.39%
• 5Y*: 17.28%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUKQ vs. OILK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DUKQ Ocean Park Domestic ETF	13.22%	5.69%	5.13%
OILK ProShares K-1 Free Crude Oil Strategy ETF	61.09%	-11.86%	-7.52%

Correlation

The correlation between DUKQ and OILK is -0.28, 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	-0.28
Correlation (All Time) Calculated using the full available price history since Jul 12, 2024	-0.10

The correlation between DUKQ and OILK shifts across timeframes, from -0.28 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

DUKQ vs. OILK - Sectors Allocation Comparison

Sectors	DUKQ	OILK
Technology	30.1%	-
Industrials	11.5%	-
Consumer Cyclical	10.5%	100.0%
Financial Services	10.3%	-
Healthcare	8.6%	-
Communication Services	8.0%	-
Consumer Defensive	5.9%	-
Energy	4.9%	-
Utilities	4.1%	-
Real Estate	3.3%	-
Basic Materials	2.9%	-

Return for Risk

DUKQ vs. OILK — Risk / Return Rank

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

DUKQ

DUKQ Risk / Return Rank: 70
DUKQ Sharpe Ratio Rank: 67
DUKQ Sortino Ratio Rank: 66
DUKQ Omega Ratio Rank: 66
DUKQ Calmar Ratio Rank: 71
DUKQ Martin Ratio Rank: 77

OILK

OILK Risk / Return Rank: 55
OILK Sharpe Ratio Rank: 60
OILK Sortino Ratio Rank: 53
OILK Omega Ratio Rank: 54
OILK Calmar Ratio Rank: 68
OILK Martin Ratio Rank: 42

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.

DUKQ vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park Domestic ETF (DUKQ) 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.

	DUKQ	OILK	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.99	+0.20
Sortino ratio: Return per unit of downside risk	3.01	2.51	+0.50
Omega ratio: Gain probability vs. loss probability	1.39	1.33	+0.06
Calmar ratio: Return relative to maximum drawdown	3.47	3.30	+0.17
Martin ratio: Return relative to average drawdown	14.61	6.67	+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.

DUKQ vs. OILK - Sharpe Ratio Comparison

The current DUKQ Sharpe Ratio is 2.19, which is comparable to the OILK Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DUKQ 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.

Sharpe Ratios by Period

	DUKQ	OILK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	1.99	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.11	+0.77

Drawdowns

DUKQ vs. OILK - Drawdown Comparison

The maximum DUKQ drawdown since its inception was -18.44%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for DUKQ and OILK.

Drawdown Indicators

	DUKQ	OILK	Difference
Max Drawdown Largest peak-to-trough decline	-18.44%	-83.76%	+65.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	-17.35%	+9.51%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.69%	—
Current Drawdown Current decline from peak	-0.19%	-5.49%	+5.30%
Average Drawdown Average peak-to-trough decline	-3.90%	-32.60%	+28.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	8.57%	-6.71%

Volatility

DUKQ vs. OILK - Volatility Comparison

The current volatility for Ocean Park Domestic ETF (DUKQ) is 3.27%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.52%. This indicates that DUKQ 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.

Volatility by Period

	DUKQ	OILK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	10.52%	-7.25%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	23.32%	-14.05%
Volatility (1Y) Calculated over the trailing 1-year period	12.43%	28.82%	-16.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	30.13%	-15.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	35.97%	-21.20%

DUKQ vs. OILK - Expense Ratio Comparison

DUKQ has a 0.98% expense ratio, which is higher than OILK's 0.68% expense ratio.

Dividends

DUKQ vs. OILK - Dividend Comparison

DUKQ's dividend yield for the trailing twelve months is around 0.66%, less than OILK's 8.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUKQ Ocean Park Domestic ETF	0.66%	0.68%	0.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OILK ProShares K-1 Free Crude Oil Strategy ETF	8.34%	4.79%	3.11%	5.80%	17.32%	68.82%	0.13%	0.94%	0.58%	6.17%

Frequently Asked Questions

Can I hold both DUKQ and OILK in my portfolio?

DUKQ and OILK have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUKQ or OILK?

OILK has higher volatility (10.52%) compared to DUKQ (3.27%). In terms of maximum drawdown, DUKQ dropped -18.44% vs OILK's -83.76%.

Which ETF is better, DUKQ or OILK?

On 1-year performance, OILK leads with 56.95% vs 27.09% for DUKQ. On fees, OILK is cheaper at 0.68% per year. On volatility, DUKQ has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUKQ or OILK?

Over the 1-year period, OILK has performed better with a 56.95% return vs 27.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUKQ or OILK?

OILK is cheaper with a 0.68% expense ratio, compared with 0.98% for DUKQ.

Which ETF pays a higher dividend yield, DUKQ or OILK?

OILK has the higher dividend yield at 8.34%, compared with 0.66% for DUKQ.

What is the main difference between DUKQ and OILK?

DUKQ is categorized as Large Cap Blend Equities, while OILK is Oil & Gas. They also come from different issuers: Ocean Park and ProShares. Their fees differ too: 0.98% for DUKQ and 0.68% for OILK.

Which has better risk-adjusted returns?

DUKQ currently has the higher Sharpe Ratio (2.19 vs 1.99), 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.