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GXDW vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXDW vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dorsey Wright Thematic ETF (GXDW) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXDW achieves a 18.88% return, which is significantly lower than BNO's 50.21% return.


GXDW

1D
0.25%
1M
-2.88%
YTD
18.88%
6M
15.29%
1Y
16.72%
3Y*
4.52%
5Y*
-9.71%
10Y*

BNO

1D
-1.35%
1M
-22.65%
YTD
50.21%
6M
47.81%
1Y
38.79%
3Y*
19.32%
5Y*
17.15%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXDW vs. BNO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXDW
Global X Dorsey Wright Thematic ETF
18.88%3.52%-3.55%10.26%-48.08%3.21%61.07%4.74%
BNO
United States Brent Oil Fund LP
50.21%-5.44%9.67%-3.43%35.25%62.34%-38.23%10.14%

Correlation

The correlation between GXDW and BNO is -0.20, 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

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.12

The correlation between GXDW and BNO shifts across timeframes, from -0.20 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GXDW vs. BNO — Risk / Return Rank

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

GXDW
GXDW Risk / Return Rank: 1818
Overall Rank
GXDW Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GXDW Sortino Ratio Rank: 1818
Sortino Ratio Rank
GXDW Omega Ratio Rank: 1919
Omega Ratio Rank
GXDW Calmar Ratio Rank: 1717
Calmar Ratio Rank
GXDW Martin Ratio Rank: 1616
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 2929
Overall Rank
BNO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 2828
Sortino Ratio Rank
BNO Omega Ratio Rank: 2929
Omega Ratio Rank
BNO Calmar Ratio Rank: 2828
Calmar Ratio Rank
BNO Martin Ratio Rank: 3131
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.

GXDW vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dorsey Wright Thematic ETF (GXDW) and United States Brent Oil Fund LP (BNO). 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.


GXDWBNODifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.07

Calmar ratioReturn relative to maximum drawdown

0.68

1.33

-0.65

Martin ratioReturn relative to average drawdown

1.59

4.21

-2.62

GXDW vs. BNO - Sharpe Ratio Comparison

The current GXDW Sharpe Ratio is 0.60, which is lower than the BNO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GXDW and BNO, 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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Drawdowns

GXDW vs. BNO - Drawdown Comparison

The maximum GXDW drawdown since its inception was -67.81%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for GXDW and BNO.


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Drawdown Indicators


GXDWBNODifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-87.06%

+19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-29.25%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

-29.25%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

-33.70%

-27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-53.01%

-29.25%

-23.76%

Average Drawdown

Average peak-to-trough decline

-43.14%

-40.10%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

9.28%

+1.29%

Volatility

GXDW vs. BNO - Volatility Comparison

Global X Dorsey Wright Thematic ETF (GXDW) has a higher volatility of 13.41% compared to United States Brent Oil Fund LP (BNO) at 10.92%. This indicates that GXDW's price experiences larger fluctuations and is considered to be riskier than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXDWBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.41%

10.92%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.02%

37.29%

-15.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.02%

41.67%

-13.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.10%

35.65%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.82%

36.68%

-6.86%

GXDW vs. BNO - Expense Ratio Comparison

GXDW has a 0.50% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

GXDW vs. BNO - Dividend Comparison

GXDW's dividend yield for the trailing twelve months is around 1.18%, while BNO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GXDW
Global X Dorsey Wright Thematic ETF
1.18%1.40%1.08%1.99%1.48%1.56%0.48%0.31%

Frequently Asked Questions


GXDW and BNO have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXDW has higher volatility (13.41%) compared to BNO (10.92%). In terms of maximum drawdown, GXDW dropped -67.81% vs BNO's -87.06%.

On 5-year performance, BNO leads with 17.15% vs -9.71% for GXDW. On fees, GXDW is cheaper at 0.50% per year. On volatility, BNO has been the lower-risk option at 10.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 17.15% return vs -9.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXDW is cheaper with a 0.50% expense ratio, compared with 1.00% for BNO.

GXDW has the higher dividend yield at 1.18%, compared with 0.00% for BNO.

GXDW is categorized as Systematic Trend, while BNO is Oil & Gas. GXDW tracks Nasdaq Dorsey Wright Thematic Rotation Total Return Index, while BNO tracks Crude Oil Brent ICE Near Term Futures. They also come from different issuers: Global X and USCF Investments. Their fees differ too: 0.50% for GXDW and 1.00% for BNO.

BNO currently has the higher Sharpe Ratio (0.95 vs 0.60), 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.

Portfolio Optimizer

Find the right allocation for GXDW and BNO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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