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FEBU vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEBU vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF (FEBU) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEBU achieves a 8.26% return, which is significantly lower than OILK's 64.22% return.


FEBU

1D
-0.52%
1M
4.11%
YTD
8.26%
6M
7.92%
1Y
19.90%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEBU vs. OILK - Yearly Performance Comparison


Correlation

The correlation between FEBU and OILK is -0.27, 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

-0.27

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2025

-0.09

The correlation between FEBU and OILK shifts across timeframes, from -0.27 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FEBU vs. OILK — Risk / Return Rank

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

FEBU
FEBU Risk / Return Rank: 6767
Overall Rank
FEBU Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FEBU Sortino Ratio Rank: 6565
Sortino Ratio Rank
FEBU Omega Ratio Rank: 6565
Omega Ratio Rank
FEBU Calmar Ratio Rank: 6868
Calmar Ratio Rank
FEBU Martin Ratio Rank: 7070
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
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.

FEBU vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF (FEBU) 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.


FEBUOILKDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

3.34

3.42

-0.08

Martin ratioReturn relative to average drawdown

12.90

6.91

+5.99

FEBU vs. OILK - Sharpe Ratio Comparison

The current FEBU Sharpe Ratio is 2.14, which is comparable to the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FEBU 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.


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Sharpe Ratios by Period


FEBUOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

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

1.26

0.12

+1.14

Drawdowns

FEBU vs. OILK - Drawdown Comparison

The maximum FEBU drawdown since its inception was -11.73%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for FEBU and OILK.


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Drawdown Indicators


FEBUOILKDifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-83.76%

+72.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-17.35%

+11.36%

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

-0.52%

-3.66%

+3.14%

Average Drawdown

Average peak-to-trough decline

-1.89%

-32.61%

+30.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

8.56%

-7.01%

Volatility

FEBU vs. OILK - Volatility Comparison

The current volatility for AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF (FEBU) is 2.53%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that FEBU 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


FEBUOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

10.44%

-7.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

23.26%

-16.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

28.75%

-19.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

30.12%

-18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

35.97%

-24.50%

FEBU vs. OILK - Expense Ratio Comparison

FEBU has a 0.74% expense ratio, which is higher than OILK's 0.68% expense ratio.


Dividends

FEBU vs. OILK - Dividend Comparison

FEBU has not paid dividends to shareholders, while OILK's dividend yield for the trailing twelve months is around 8.18%.


PositionTTM202520242023202220212020201920182017
FEBU
AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF
0.00%0.00%0.00%0.00%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


FEBU and OILK have a correlation of -0.27, 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 FEBU (2.53%). In terms of maximum drawdown, FEBU dropped -11.73% vs OILK's -83.76%.

On 1-year performance, OILK leads with 58.99% vs 19.90% for FEBU. On fees, OILK is cheaper at 0.68% per year. On volatility, FEBU has been the lower-risk option at 2.53%. 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 19.90%. 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 0.74% for FEBU.

OILK has the higher dividend yield at 8.18%, compared with 0.00% for FEBU.

FEBU is categorized as Defined Outcome, while OILK is Oil & Gas. They also come from different issuers: Allianz and ProShares. Their fees differ too: 0.74% for FEBU and 0.68% for OILK.

FEBU currently has the higher Sharpe Ratio (2.14 vs 2.06), 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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