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GVLE vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVLE vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Value Opportunities ETF (GVLE) and ProShares K-1 Free Crude Oil 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, GVLE achieves a 18.84% return, which is significantly lower than OILK's 52.43% return.


GVLE

1D
2.16%
1M
2.61%
6M
16.20%
YTD
18.84%
1Y
3Y*
5Y*
10Y*
ALL TIME*

OILK

1D
0.57%
1M
12.53%
6M
35.52%
YTD
52.43%
1Y
38.09%
3Y*
11.27%
5Y*
14.44%
10Y*
ALL TIME*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$50.89K$151.90K$80.35K
$7.09M$6.91M$10.69M

GVLE vs. OILK - Yearly Performance Comparison


Correlation

The correlation between GVLE and OILK is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

-0.32

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Return for Risk

GVLE vs. OILK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GVLE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


OILK
OILK Risk / Return Rank: 4444
Overall Rank
OILK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 4444
Sortino Ratio Rank
OILK Omega Ratio Rank: 4343
Omega Ratio Rank
OILK Calmar Ratio Rank: 4545
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GVLE vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Value Opportunities ETF (GVLE) and ProShares K-1 Free Crude Oil 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.


GVLEOILKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.61

Martin ratioReturn relative to average drawdown

4.54

GVLE vs. OILK - Sharpe Ratio Comparison


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Drawdowns

GVLE vs. OILK - Drawdown Comparison

The maximum GVLE drawdown since its inception was -7.88%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for GVLE and OILK.


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Drawdown Indicators


GVLEOILKDifference

Max Drawdown

Largest peak-to-trough decline

-7.88%

-83.76%

+75.88%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

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

0.00%

-10.57%

+10.57%

Average Drawdown

Average peak-to-trough decline

-1.16%

-32.28%

+31.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

Volatility

GVLE vs. OILK - Volatility Comparison


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Volatility by Period


GVLEOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

Volatility (6M)

Calculated over the trailing 6-month period

25.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

30.21%

-16.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

30.46%

-16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.05%

35.99%

-21.94%

GVLE vs. OILK - Expense Ratio Comparison

GVLE has a 0.45% expense ratio, which is lower than OILK's 0.69% expense ratio.


Dividends

GVLE vs. OILK - Dividend Comparison

GVLE's dividend yield for the trailing twelve months is around 0.98%, less than OILK's 8.57% yield.


PositionTTM202520242023202220212020201920182017
GVLE
Goldman Sachs Value Opportunities ETF
0.98%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OILK
ProShares K-1 Free Crude Oil ETF
8.37%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%

Frequently Asked Questions


GVLE and OILK have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GVLE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GVLE is cheaper with a 0.45% expense ratio, compared with 0.69% for OILK.

OILK has the higher dividend yield at 8.37%, compared with 0.98% for GVLE.

GVLE is categorized as Large Cap Value Equities, while OILK is Oil & Gas. They also come from different issuers: Goldman Sachs and ProShares. Their fees differ too: 0.45% for GVLE and 0.69% for OILK.

Portfolio Optimizer

Find the right allocation for GVLE and OILK

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