EGUS vs. OILK

Last updated Jun 4, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. Both are passively managed. Over the past 3 years, EGUS returned 26.92%/yr vs 19.03%/yr for OILK. At a correlation of -0.02, they often move in opposite directions. EGUS charges 0.18%/yr vs 0.68%/yr for OILK.

Performance

EGUS vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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, EGUS achieves a 12.08% return, which is significantly lower than OILK's 64.22% return.

EGUS

• 1D: -1.06%
• 1M: 8.21%
• YTD: 12.08%
• 6M: 11.25%
• 1Y: 32.26%
• 3Y*: 26.92%
• 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*: —

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

EGUS vs. OILK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	12.08%	19.02%	32.85%	27.00%
OILK ProShares K-1 Free Crude Oil Strategy ETF	64.22%	-11.86%	8.18%	4.12%

Correlation

The correlation between EGUS and OILK is -0.26, 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	-0.26
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023	-0.02

Over the past year, the inverse relationship between EGUS and OILK has strengthened: their correlation has moved from -0.02 to -0.26, meaning they now move in opposite directions more often than their long-term average.

EGUS vs. OILK - Sectors Allocation Comparison

Sectors	EGUS	OILK
Technology	59.1%	-
Consumer Cyclical	13.9%	100.0%
Industrials	6.8%	-
Communication Services	6.6%	-
Healthcare	5.9%	-
Financial Services	4.3%	-
Real Estate	1.3%	-
Energy	1.1%	-
Basic Materials	0.7%	-
Consumer Defensive	0.2%	-
Utilities	0.2%	-

Return for Risk

EGUS vs. OILK — Risk / Return Rank

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

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 59
EGUS Sortino Ratio Rank: 55
EGUS Omega Ratio Rank: 55
EGUS Calmar Ratio Rank: 42
EGUS Martin Ratio Rank: 43

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.

EGUS vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

	EGUS	OILK	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.06	-0.08
Sortino ratio: Return per unit of downside risk	2.64	2.59	+0.05
Omega ratio: Gain probability vs. loss probability	1.34	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.07	3.42	-1.35
Martin ratio: Return relative to average drawdown	7.03	6.91	+0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGUS vs. OILK - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.99, which is comparable to the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EGUS 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

	EGUS	OILK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	2.06	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	0.12	+1.33

Drawdowns

EGUS vs. OILK - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for EGUS and OILK.

Drawdown Indicators

	EGUS	OILK	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-83.76%	+58.89%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-17.35%	+1.69%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-23.42%	-1.45%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.69%	—
Current Drawdown Current decline from peak	-1.06%	-3.66%	+2.60%
Average Drawdown Average peak-to-trough decline	-3.37%	-32.61%	+29.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.60%	8.56%	-3.96%

Volatility

EGUS vs. OILK - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 3.98%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that EGUS 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

	EGUS	OILK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	10.44%	-6.46%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	23.26%	-10.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.34%	28.75%	-12.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	30.12%	-10.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	35.97%	-16.82%

EGUS vs. OILK - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than OILK's 0.68% expense ratio.

Dividends

EGUS vs. OILK - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.19%, less than OILK's 8.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.19%	0.22%	0.25%	0.36%	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

Can I hold both EGUS and OILK in my portfolio?

EGUS and OILK have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGUS or OILK?

OILK has higher volatility (10.44%) compared to EGUS (3.98%). In terms of maximum drawdown, EGUS dropped -24.87% vs OILK's -83.76%.

Which ETF is better, EGUS or OILK?

On 3-year performance, EGUS leads with 26.92% vs 19.03% for OILK. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGUS or OILK?

Over the 3-year period, EGUS has performed better with a 26.92% return vs 19.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGUS or OILK?

EGUS is cheaper with a 0.18% expense ratio, compared with 0.68% for OILK.

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

OILK has the higher dividend yield at 8.18%, compared with 0.19% for EGUS.

What is the main difference between EGUS and OILK?

EGUS is categorized as Large Cap Growth Equities, while OILK is Oil & Gas. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.18% for EGUS and 0.68% for OILK.

Which has better risk-adjusted returns?

OILK currently has the higher Sharpe Ratio (2.06 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.