LIAE vs. OILK
LIAE (LifeX 2050 Inflation-Protected Longevity Income ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - LIAE is a Inflation-Protected Bonds fund actively managed by Stone Ridge, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. LIAE is actively managed, while OILK is passively managed. Over the past year, LIAE returned 4.97% vs 58.99% for OILK. At a correlation of -0.19, they often move in opposite directions. LIAE charges 0.25%/yr vs 0.68%/yr for OILK.
Performance
LIAE vs. OILK - Performance Comparison
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Returns By Period
In the year-to-date period, LIAE achieves a 0.84% return, which is significantly lower than OILK's 64.22% return.
LIAE
- 1D
- -0.32%
- 1M
- 0.26%
- YTD
- 0.84%
- 6M
- 0.10%
- 1Y
- 4.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OILK
- 1D
- 1.40%
- 1M
- -1.65%
- YTD
- 64.22%
- 6M
- 60.70%
- 1Y
- 58.99%
- 3Y*
- 19.03%
- 5Y*
- 17.73%
- 10Y*
- —
LIAE vs. OILK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 0.84% | 6.08% | -6.04% |
OILK ProShares K-1 Free Crude Oil Strategy ETF | 64.22% | -11.86% | 5.18% |
Correlation
The correlation between LIAE and OILK is -0.27, 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 | -0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2024 | -0.19 |
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Return for Risk
LIAE vs. OILK — Risk / Return Rank
LIAE
OILK
LIAE vs. OILK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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.
| LIAE | OILK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.42 | -2.06 |
| Martin ratioReturn relative to average drawdown | 3.43 | 6.91 | -3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LIAE | OILK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.06 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.12 | -0.07 |
Drawdowns
LIAE vs. OILK - Drawdown Comparison
The maximum LIAE drawdown since its inception was -7.03%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for LIAE and OILK.
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Drawdown Indicators
| LIAE | OILK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -83.76% | +76.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -17.35% | +13.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.69% | — |
Current DrawdownCurrent decline from peak | -1.41% | -3.66% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -32.61% | +30.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 8.56% | -7.11% |
Volatility
LIAE vs. OILK - Volatility Comparison
The current volatility for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) is 1.46%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that LIAE experiences smaller price fluctuations and is considered to be less risky than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIAE | OILK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 10.44% | -8.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 23.26% | -19.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 28.75% | -23.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 30.12% | -23.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 35.97% | -29.39% |
LIAE vs. OILK - Expense Ratio Comparison
LIAE has a 0.25% expense ratio, which is lower than OILK's 0.68% expense ratio.
Dividends
LIAE vs. OILK - Dividend Comparison
LIAE's dividend yield for the trailing twelve months is around 9.72%, more than OILK's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 9.72% | 10.56% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OILK ProShares K-1 Free Crude Oil Strategy ETF | 8.18% | 4.79% | 3.11% | 5.80% | 17.32% | 68.82% | 0.13% | 0.94% | 0.58% | 6.17% |
Frequently Asked Questions
LIAE and OILK have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILK has higher volatility (10.44%) compared to LIAE (1.46%). In terms of maximum drawdown, LIAE dropped -7.03% vs OILK's -83.76%.
On 1-year performance, OILK leads with 58.99% vs 4.97% for LIAE. On fees, LIAE is cheaper at 0.25% per year. On volatility, LIAE has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, OILK has performed better with a 58.99% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LIAE is cheaper with a 0.25% expense ratio, compared with 0.68% for OILK.
LIAE has the higher dividend yield at 9.72%, compared with 8.18% for OILK.
LIAE is categorized as Inflation-Protected Bonds, while OILK is Oil & Gas. They also come from different issuers: Stone Ridge and ProShares. Their fees differ too: 0.25% for LIAE and 0.68% for OILK.
OILK currently has the higher Sharpe Ratio (2.06 vs 0.90), 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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