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IGE vs. OOSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGE vs. OOSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and Obra Opportunistic Structured Products ETF (OOSP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGE achieves a 22.98% return, which is significantly higher than OOSP's 2.41% return.


IGE

1D
-0.15%
1M
-0.36%
YTD
22.98%
6M
23.36%
1Y
43.74%
3Y*
20.25%
5Y*
17.22%
10Y*
9.79%

OOSP

1D
0.00%
1M
0.91%
YTD
2.41%
6M
2.51%
1Y
6.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGE vs. OOSP - Yearly Performance Comparison


2026 (YTD)20252024
IGE
iShares North American Natural Resources ETF
22.98%20.41%-6.16%
OOSP
Obra Opportunistic Structured Products ETF
2.41%7.41%6.43%

Correlation

The correlation between IGE and OOSP is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2024

-0.11

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Return for Risk

IGE vs. OOSP — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8484
Overall Rank
IGE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IGE Omega Ratio Rank: 7575
Omega Ratio Rank
IGE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGE Martin Ratio Rank: 8888
Martin Ratio Rank

OOSP
OOSP Risk / Return Rank: 6868
Overall Rank
OOSP Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OOSP Sortino Ratio Rank: 5454
Sortino Ratio Rank
OOSP Omega Ratio Rank: 6161
Omega Ratio Rank
OOSP Calmar Ratio Rank: 8888
Calmar Ratio Rank
OOSP Martin Ratio Rank: 8787
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.

IGE vs. OOSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) and Obra Opportunistic Structured Products ETF (OOSP). 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.


IGEOOSPDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.45

1.38

+0.08

Calmar ratioReturn relative to maximum drawdown

7.93

5.13

+2.80

Martin ratioReturn relative to average drawdown

19.51

19.01

+0.50

IGE vs. OOSP - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 2.75, which is higher than the OOSP Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IGE and OOSP, 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


IGEOOSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

1.82

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

2.29

-1.99

Drawdowns

IGE vs. OOSP - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than OOSP's maximum drawdown of -1.31%. Use the drawdown chart below to compare losses from any high point for IGE and OOSP.


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Drawdown Indicators


IGEOOSPDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-1.31%

-66.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.54%

-1.31%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-2.86%

-0.18%

-2.68%

Average Drawdown

Average peak-to-trough decline

-18.90%

-0.20%

-18.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

0.35%

+1.90%

Volatility

IGE vs. OOSP - Volatility Comparison

iShares North American Natural Resources ETF (IGE) has a higher volatility of 4.40% compared to Obra Opportunistic Structured Products ETF (OOSP) at 1.23%. This indicates that IGE's price experiences larger fluctuations and is considered to be riskier than OOSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEOOSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

1.23%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

2.23%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

3.71%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

3.35%

+19.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.94%

3.35%

+21.59%

IGE vs. OOSP - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is lower than OOSP's 0.90% expense ratio.


Dividends

IGE vs. OOSP - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.89%, less than OOSP's 6.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
1.89%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
OOSP
Obra Opportunistic Structured Products ETF
6.47%6.71%5.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGE and OOSP have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGE has higher volatility (4.40%) compared to OOSP (1.23%). In terms of maximum drawdown, IGE dropped -67.55% vs OOSP's -1.31%.

On 1-year performance, IGE leads with 43.74% vs 6.71% for OOSP. On fees, IGE is cheaper at 0.39% per year. On volatility, OOSP has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGE has performed better with a 43.74% return vs 6.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGE is cheaper with a 0.39% expense ratio, compared with 0.90% for OOSP.

OOSP has the higher dividend yield at 6.47%, compared with 1.89% for IGE.

IGE is categorized as Energy Equities, while OOSP is Multisector Bonds. They also come from different issuers: iShares and Obra. Their fees differ too: 0.39% for IGE and 0.90% for OOSP.

IGE currently has the higher Sharpe Ratio (2.75 vs 1.82), 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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