FFIU vs. OILK
FFIU (UVA Unconstrained Medium-Term Fixed Income ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - FFIU is a Corporate Bonds fund actively managed by Mcivy Co. LLC, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. FFIU is actively managed, while OILK is passively managed. Over the past 5 years, FFIU returned -0.16%/yr vs 13.20%/yr for OILK. At a correlation of -0.08, they often move in opposite directions. FFIU charges 0.51%/yr vs 0.68%/yr for OILK.
Performance
FFIU vs. OILK - Performance Comparison
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Returns By Period
In the year-to-date period, FFIU achieves a -0.37% return, which is significantly lower than OILK's 41.61% return.
FFIU
- 1D
- -0.52%
- 1M
- 1.19%
- YTD
- -0.37%
- 6M
- 0.70%
- 1Y
- 4.65%
- 3Y*
- 4.04%
- 5Y*
- -0.16%
- 10Y*
- —
OILK
- 1D
- -1.44%
- 1M
- -12.86%
- YTD
- 41.61%
- 6M
- 40.08%
- 1Y
- 20.72%
- 3Y*
- 14.14%
- 5Y*
- 13.20%
- 10Y*
- —
FFIU vs. OILK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | -0.37% | 8.55% | 0.21% | 7.42% | -15.18% | 0.10% | 7.91% | 9.62% | -0.68% | -0.31% |
OILK ProShares K-1 Free Crude Oil Strategy ETF | 41.61% | -11.86% | 8.18% | -0.97% | 27.57% | 63.71% | -61.09% | 30.48% | -20.40% | 21.86% |
Correlation
The correlation between FFIU and OILK is -0.23, 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 | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2017 | -0.08 |
The correlation between FFIU and OILK shifts across timeframes, from -0.23 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FFIU vs. OILK — Risk / Return Rank
FFIU
OILK
FFIU vs. OILK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) 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.
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.
| FFIU | OILK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.23 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.06 | 2.67 | -0.61 |
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Drawdowns
FFIU vs. OILK - Drawdown Comparison
The maximum FFIU drawdown since its inception was -20.43%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for FFIU and OILK.
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Drawdown Indicators
| FFIU | OILK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.43% | -83.76% | +63.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -16.92% | +12.13% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -23.42% | +16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | -34.69% | +14.26% |
Current DrawdownCurrent decline from peak | -2.78% | -16.92% | +14.14% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -32.48% | +27.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 8.89% | -6.63% |
Volatility
FFIU vs. OILK - Volatility Comparison
The current volatility for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) is 1.46%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 8.06%. This indicates that FFIU 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
| FFIU | OILK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 8.06% | -6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 24.09% | -19.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 29.05% | -20.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 30.27% | -22.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.20% | 35.97% | -28.77% |
FFIU vs. OILK - Expense Ratio Comparison
FFIU has a 0.51% expense ratio, which is lower than OILK's 0.68% expense ratio.
Dividends
FFIU vs. OILK - Dividend Comparison
FFIU's dividend yield for the trailing twelve months is around 3.99%, less than OILK's 9.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | 3.99% | 3.89% | 4.06% | 3.78% | 3.23% | 3.24% | 2.73% | 2.90% | 2.62% | 0.66% |
OILK ProShares K-1 Free Crude Oil Strategy ETF | 9.48% | 4.79% | 3.11% | 5.80% | 17.32% | 68.82% | 0.13% | 0.94% | 0.58% | 6.17% |
Frequently Asked Questions
FFIU and OILK have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILK has higher volatility (8.06%) compared to FFIU (1.46%). In terms of maximum drawdown, FFIU dropped -20.43% vs OILK's -83.76%.
On 5-year performance, OILK leads with 13.20% vs -0.16% for FFIU. On fees, FFIU is cheaper at 0.51% per year. On volatility, FFIU has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, OILK has performed better with a 13.20% return vs -0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FFIU is cheaper with a 0.51% expense ratio, compared with 0.68% for OILK.
OILK has the higher dividend yield at 9.48%, compared with 3.99% for FFIU.
FFIU is categorized as Corporate Bonds, while OILK is Oil & Gas. They also come from different issuers: Mcivy Co. LLC and ProShares. Their fees differ too: 0.51% for FFIU and 0.68% for OILK.
OILK currently has the higher Sharpe Ratio (0.72 vs 0.57), 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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