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IGEB vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) 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, IGEB achieves a 0.41% return, which is significantly lower than BNO's 90.47% return.


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
0.41%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%40.53%

Correlation

The correlation between IGEB and BNO is -0.40, 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

-0.40

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

-0.19

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

-0.09

Over the past year, the inverse relationship between IGEB and BNO has strengthened: their correlation has moved from -0.09 to -0.40, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IGEB vs. BNO — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

IGEB vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) 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.


IGEBBNODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.25

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

2.08

5.17

-3.09

Martin ratioReturn relative to average drawdown

6.81

9.76

-2.95

IGEB vs. BNO - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.44, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IGEB 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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Sharpe Ratios by Period


IGEBBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.23

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.69

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.14

+0.35

Drawdowns

IGEB vs. BNO - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for IGEB and BNO.


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Drawdown Indicators


IGEBBNODifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-87.06%

+65.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-17.87%

+14.99%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-23.75%

+17.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-33.70%

+12.57%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.03%

-10.29%

+9.26%

Average Drawdown

Average peak-to-trough decline

-4.90%

-40.17%

+35.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

9.45%

-8.57%

Volatility

IGEB vs. BNO - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 1.33%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that IGEB experiences smaller price fluctuations and is considered to be less risky 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


IGEBBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

14.22%

-12.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

36.10%

-33.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

41.46%

-37.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

35.38%

-28.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

36.68%

-30.16%

IGEB vs. BNO - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

IGEB vs. BNO - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%

Frequently Asked Questions


IGEB and BNO have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to IGEB (1.33%). In terms of maximum drawdown, IGEB dropped -21.13% vs BNO's -87.06%.

On 5-year performance, BNO leads with 24.16% vs 1.10% for IGEB. On fees, IGEB is cheaper at 0.18% per year. On volatility, IGEB has been the lower-risk option at 1.33%. 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 24.16% return vs 1.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.90% for BNO.

IGEB has the higher dividend yield at 5.06%, compared with 0.00% for BNO.

IGEB is categorized as Corporate Bonds, while BNO is Oil & Gas. IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.18% for IGEB and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 1.44), 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 IGEB and BNO

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