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JPIB vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPIB vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) 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, JPIB achieves a 0.74% return, which is significantly lower than BNO's 90.47% return.


JPIB

1D
-0.25%
1M
0.81%
YTD
0.74%
6M
0.71%
1Y
5.13%
3Y*
5.79%
5Y*
2.83%
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)

JPIB vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
0.74%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%
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%42.86%

Correlation

The correlation between JPIB and BNO is -0.47, 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

-0.47

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

-0.22

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

-0.03

Over the past year, the inverse relationship between JPIB and BNO has strengthened: their correlation has moved from -0.03 to -0.47, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

JPIB vs. BNO — Risk / Return Rank

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

JPIB
JPIB Risk / Return Rank: 3737
Overall Rank
JPIB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 4040
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4545
Omega Ratio Rank
JPIB Calmar Ratio Rank: 2828
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3232
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.

JPIB vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) 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.


JPIBBNODifference

Sharpe ratio

Return per unit of total volatility

1.46

2.23

-0.77

Sortino ratio

Return per unit of downside risk

2.07

2.73

-0.66

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

1.37

5.17

-3.80

Martin ratio

Return relative to average drawdown

4.78

9.76

-4.98

JPIB vs. BNO - Sharpe Ratio Comparison

The current JPIB Sharpe Ratio is 1.46, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of JPIB 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


JPIBBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.23

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.14

+0.68

Drawdowns

JPIB vs. BNO - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for JPIB and BNO.


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Drawdown Indicators


JPIBBNODifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-87.06%

+73.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-17.87%

+14.12%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-23.75%

+20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-33.70%

+21.87%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.12%

-10.29%

+9.17%

Average Drawdown

Average peak-to-trough decline

-1.93%

-40.17%

+38.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

9.45%

-8.38%

Volatility

JPIB vs. BNO - Volatility Comparison

The current volatility for JPMorgan International Bond Opportunities ETF (JPIB) is 1.08%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that JPIB 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


JPIBBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

14.22%

-13.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

36.10%

-33.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

41.46%

-37.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.11%

35.38%

-31.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

36.68%

-32.24%

JPIB vs. BNO - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

JPIB vs. BNO - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 5.02%, 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%
JPIB
JPMorgan International Bond Opportunities ETF
5.02%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%

Frequently Asked Questions


JPIB and BNO have a correlation of -0.47, 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 JPIB (1.08%). In terms of maximum drawdown, JPIB dropped -13.13% vs BNO's -87.06%.

On 5-year performance, BNO leads with 24.16% vs 2.83% for JPIB. On fees, JPIB is cheaper at 0.50% per year. On volatility, JPIB has been the lower-risk option at 1.08%. 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 2.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPIB is cheaper with a 0.50% expense ratio, compared with 0.90% for BNO.

JPIB has the higher dividend yield at 5.02%, compared with 0.00% for BNO.

JPIB is categorized as Global Bonds, while BNO is Oil & Gas. They also come from different issuers: JPMorgan and Concierge Technologies. Their fees differ too: 0.50% for JPIB and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 1.46), 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

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