ILIT vs. OILT

Last updated Jun 4, 2026

ILIT (Ishares Lithium Miners And Producers ETF) and OILT (Texas Capital Texas Oil Index ETF) are both Energy Equities funds - ILIT tracks the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net while OILT tracks the Alerian Texas Weighted Oil and Gas Index - Benchmark TR Gross. Both are passively managed. Over the past year, ILIT returned 181.76% vs 47.26% for OILT. At a 0.16 correlation, their price movements are largely independent. ILIT charges 0.47%/yr vs 0.35%/yr for OILT.

Performance

ILIT vs. OILT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and Texas Capital Texas Oil Index ETF (OILT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILIT achieves a 25.82% return, which is significantly lower than OILT's 35.33% return.

ILIT

• 1D: -3.77%
• 1M: -12.04%
• YTD: 25.82%
• 6M: 35.19%
• 1Y: 181.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OILT

• 1D: 1.74%
• 1M: -4.77%
• YTD: 35.33%
• 6M: 29.79%
• 1Y: 47.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILIT vs. OILT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	25.82%	81.51%	-45.14%	1.88%
OILT Texas Capital Texas Oil Index ETF	35.33%	-3.30%	0.87%	-0.16%

Correlation

The correlation between ILIT and OILT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Dec 22, 2023	0.16

The correlation between ILIT and OILT shifts across timeframes, from -0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

ILIT vs. OILT - Sectors Allocation Comparison

Sectors	ILIT	OILT
Basic Materials	81.9%	-
Industrials	6.4%	-
Technology	4.9%	-
Consumer Cyclical	3.8%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	94.2%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	5.8%

Return for Risk

ILIT vs. OILT — Risk / Return Rank

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

ILIT

ILIT Risk / Return Rank: 88
ILIT Sharpe Ratio Rank: 94
ILIT Sortino Ratio Rank: 84
ILIT Omega Ratio Rank: 78
ILIT Calmar Ratio Rank: 95
ILIT Martin Ratio Rank: 91

OILT

OILT Risk / Return Rank: 51
OILT Sharpe Ratio Rank: 49
OILT Sortino Ratio Rank: 45
OILT Omega Ratio Rank: 42
OILT Calmar Ratio Rank: 70
OILT Martin Ratio Rank: 50

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.

ILIT vs. OILT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and Texas Capital Texas Oil Index ETF (OILT). 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.

	ILIT	OILT	Difference
Sharpe ratio Return per unit of total volatility	3.74	1.70	+2.04
Sortino ratio Return per unit of downside risk	3.84	2.25	+1.59
Omega ratio Gain probability vs. loss probability	1.47	1.27	+0.20
Calmar ratio Return relative to maximum drawdown	8.00	3.44	+4.56
Martin ratio Return relative to average drawdown	22.21	8.37	+13.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILIT vs. OILT - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 3.74, which is higher than the OILT Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ILIT and OILT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ILIT	OILT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.74	1.70	+2.04
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.42	-0.51

Drawdowns

ILIT vs. OILT - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, which is greater than OILT's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for ILIT and OILT.

Drawdown Indicators

	ILIT	OILT	Difference
Max Drawdown Largest peak-to-trough decline	-73.69%	-35.21%	-38.48%
Max Drawdown (1Y) Largest decline over 1 year	-22.86%	-13.79%	-9.07%
Current Drawdown Current decline from peak	-17.69%	-8.67%	-9.02%
Average Drawdown Average peak-to-trough decline	-45.87%	-12.93%	-32.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.22%	5.66%	+2.56%

Volatility

ILIT vs. OILT - Volatility Comparison

Ishares Lithium Miners And Producers ETF (ILIT) has a higher volatility of 11.95% compared to Texas Capital Texas Oil Index ETF (OILT) at 9.94%. This indicates that ILIT's price experiences larger fluctuations and is considered to be riskier than OILT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILIT	OILT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.95%	9.94%	+2.01%
Volatility (6M) Calculated over the trailing 6-month period	33.28%	21.13%	+12.15%
Volatility (1Y) Calculated over the trailing 1-year period	48.97%	28.09%	+20.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.58%	28.72%	+12.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.58%	28.72%	+12.86%

ILIT vs. OILT - Expense Ratio Comparison

ILIT has a 0.47% expense ratio, which is higher than OILT's 0.35% expense ratio.

Dividends

ILIT vs. OILT - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 1.81%, less than OILT's 2.43% yield.

Position	TTM	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	1.81%	2.27%	6.48%	0.69%
OILT Texas Capital Texas Oil Index ETF	2.43%	3.12%	2.63%	0.00%

Frequently Asked Questions

Can I hold both ILIT and OILT in my portfolio?

ILIT and OILT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILIT or OILT?

ILIT has higher volatility (11.95%) compared to OILT (9.94%). In terms of maximum drawdown, ILIT dropped -73.69% vs OILT's -35.21%.

Which ETF is better, ILIT or OILT?

On 1-year performance, ILIT leads with 181.76% vs 47.26% for OILT. On fees, OILT is cheaper at 0.35% per year. On volatility, OILT has been the lower-risk option at 9.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILIT or OILT?

Over the 1-year period, ILIT has performed better with a 181.76% return vs 47.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILIT or OILT?

OILT is cheaper with a 0.35% expense ratio, compared with 0.47% for ILIT.

Which ETF pays a higher dividend yield, ILIT or OILT?

OILT has the higher dividend yield at 2.43%, compared with 1.81% for ILIT.

What is the main difference between ILIT and OILT?

ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while OILT tracks Alerian Texas Weighted Oil and Gas Index - Benchmark TR Gross. They also come from different issuers: iShares and Texas Capital. Their fees differ too: 0.47% for ILIT and 0.35% for OILT.

Which has better risk-adjusted returns?

ILIT currently has the higher Sharpe Ratio (3.74 vs 1.70), 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.