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IPAY vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPAY vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Mobile Payments ETF (IPAY) 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, IPAY achieves a -16.45% return, which is significantly lower than BNO's 90.47% return. Over the past 10 years, IPAY has underperformed BNO with an annualized return of 5.98%, while BNO has yielded a comparatively higher 13.60% annualized return.


IPAY

1D
-4.17%
1M
-9.09%
YTD
-16.45%
6M
-16.03%
1Y
-23.21%
3Y*
1.92%
5Y*
-8.70%
10Y*
5.98%

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)

IPAY vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPAY
ETFMG Prime Mobile Payments ETF
-16.45%-9.55%25.88%18.21%-32.38%-12.72%34.22%41.80%0.17%36.34%
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%15.43%

Correlation

The correlation between IPAY and BNO is -0.22, 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

-0.22

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

-0.04

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2015

0.17

The correlation between IPAY and BNO shifts across timeframes, from -0.22 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IPAY vs. BNO — Risk / Return Rank

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

IPAY
IPAY Risk / Return Rank: 22
Overall Rank
IPAY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IPAY Sortino Ratio Rank: 22
Sortino Ratio Rank
IPAY Omega Ratio Rank: 22
Omega Ratio Rank
IPAY Calmar Ratio Rank: 33
Calmar Ratio Rank
IPAY Martin Ratio Rank: 22
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.

IPAY vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Mobile Payments ETF (IPAY) 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.


IPAYBNODifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-3.98

Omega ratioGain probability vs. loss probability

0.84

1.38

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.74

5.17

-5.91

Martin ratioReturn relative to average drawdown

-1.42

9.76

-11.18

IPAY vs. BNO - Sharpe Ratio Comparison

The current IPAY Sharpe Ratio is -0.98, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IPAY 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


IPAYBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.23

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.69

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.37

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.14

+0.07

Drawdowns

IPAY vs. BNO - Drawdown Comparison

The maximum IPAY drawdown since its inception was -51.75%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for IPAY and BNO.


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Drawdown Indicators


IPAYBNODifference

Max Drawdown

Largest peak-to-trough decline

-51.75%

-87.06%

+35.31%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

-17.87%

-13.44%

Max Drawdown (3Y)

Largest decline over 3 years

-32.74%

-23.75%

-8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-51.49%

-33.70%

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-51.75%

-75.18%

+23.43%

Current Drawdown

Current decline from peak

-39.51%

-10.29%

-29.22%

Average Drawdown

Average peak-to-trough decline

-16.67%

-40.17%

+23.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.32%

9.45%

+6.87%

Volatility

IPAY vs. BNO - Volatility Comparison

The current volatility for ETFMG Prime Mobile Payments ETF (IPAY) is 6.51%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that IPAY 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


IPAYBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

14.22%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

36.10%

-17.91%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

41.46%

-17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.04%

35.38%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.38%

36.68%

-11.30%

IPAY vs. BNO - Expense Ratio Comparison

IPAY has a 0.75% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

IPAY vs. BNO - Dividend Comparison

IPAY's dividend yield for the trailing twelve months is around 0.94%, while BNO has not paid dividends to shareholders.


PositionTTM20252024
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%
IPAY
ETFMG Prime Mobile Payments ETF
0.94%0.79%0.77%

Frequently Asked Questions


IPAY and BNO have a correlation of -0.22, 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 IPAY (6.51%). In terms of maximum drawdown, IPAY dropped -51.75% vs BNO's -87.06%.

On 10-year performance, BNO leads with 13.60% vs 5.98% for IPAY. On fees, IPAY is cheaper at 0.75% per year. On volatility, IPAY has been the lower-risk option at 6.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BNO has performed better with a 13.60% return vs 5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IPAY is cheaper with a 0.75% expense ratio, compared with 0.90% for BNO.

IPAY has the higher dividend yield at 0.94%, compared with 0.00% for BNO.

IPAY is categorized as Technology Equities, while BNO is Oil & Gas. IPAY tracks Prime Mobile Payments Index, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: ETFMG and Concierge Technologies. Their fees differ too: 0.75% for IPAY and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs -0.98), 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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