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IBDW vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDW vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Corporate ETF (IBDW) 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, IBDW achieves a 0.14% return, which is significantly lower than OILK's 64.22% return.


IBDW

1D
-0.10%
1M
0.11%
YTD
0.14%
6M
0.26%
1Y
5.40%
3Y*
5.87%
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)

IBDW vs. OILK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
0.14%9.07%2.96%9.40%-17.13%0.36%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
64.22%-11.86%8.18%-0.97%27.57%8.65%

Correlation

The correlation between IBDW and OILK is -0.39, 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

-0.39

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2021

-0.13

Over the past year, the inverse relationship between IBDW and OILK has strengthened: their correlation has moved from -0.13 to -0.39, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IBDW vs. OILK — Risk / Return Rank

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

IBDW
IBDW Risk / Return Rank: 4646
Overall Rank
IBDW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBDW Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBDW Omega Ratio Rank: 4444
Omega Ratio Rank
IBDW Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBDW Martin Ratio Rank: 4646
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.

IBDW vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) 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.


IBDWOILKDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.24

3.42

-1.18

Martin ratioReturn relative to average drawdown

7.54

6.91

+0.63

IBDW vs. OILK - Sharpe Ratio Comparison

The current IBDW Sharpe Ratio is 1.54, which is comparable to the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IBDW 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


IBDWOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.06

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.12

-0.05

Drawdowns

IBDW vs. OILK - Drawdown Comparison

The maximum IBDW drawdown since its inception was -23.87%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for IBDW and OILK.


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Drawdown Indicators


IBDWOILKDifference

Max Drawdown

Largest peak-to-trough decline

-23.87%

-83.76%

+59.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-17.35%

+14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-6.61%

-23.42%

+16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

Current Drawdown

Current decline from peak

-1.13%

-3.66%

+2.53%

Average Drawdown

Average peak-to-trough decline

-9.47%

-32.61%

+23.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

8.56%

-7.84%

Volatility

IBDW vs. OILK - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) is 1.02%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that IBDW 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


IBDWOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

10.44%

-9.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

23.26%

-20.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

28.75%

-25.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

30.12%

-22.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

35.97%

-28.71%

IBDW vs. OILK - Expense Ratio Comparison

IBDW has a 0.10% expense ratio, which is lower than OILK's 0.68% expense ratio.


Dividends

IBDW vs. OILK - Dividend Comparison

IBDW's dividend yield for the trailing twelve months is around 4.79%, less than OILK's 8.18% yield.


PositionTTM202520242023202220212020201920182017
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
4.79%4.78%5.00%4.50%3.70%1.10%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


IBDW and OILK have a correlation of -0.39, 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 IBDW (1.02%). In terms of maximum drawdown, IBDW dropped -23.87% vs OILK's -83.76%.

On 3-year performance, OILK leads with 19.03% vs 5.87% for IBDW. On fees, IBDW is cheaper at 0.10% per year. On volatility, IBDW has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OILK has performed better with a 19.03% return vs 5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDW is cheaper with a 0.10% expense ratio, compared with 0.68% for OILK.

OILK has the higher dividend yield at 8.18%, compared with 4.79% for IBDW.

IBDW is categorized as Corporate Bonds, while OILK is Oil & Gas. IBDW tracks Bloomberg December 2031 Maturity Corporate Index, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.10% for IBDW and 0.68% for OILK.

OILK currently has the higher Sharpe Ratio (2.06 vs 1.54), 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 IBDW and OILK

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