LIAU vs. OILK
LIAU (LifeX 2060 Inflation-Protected Longevity Income ETF) and OILK (ProShares K-1 Free Crude Oil ETF) are both exchange-traded funds - LIAU 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. LIAU is actively managed, while OILK is passively managed. Over the past year, LIAU returned -1.44% vs 38.09% for OILK. Their -0.21 correlation means they have often moved in opposite directions in the past. LIAU charges 0.25%/yr vs 0.69%/yr for OILK.
Performance
LIAU vs. OILK - Performance Comparison
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Returns By Period
In the year-to-date period, LIAU achieves a -2.43% return, which is significantly lower than OILK's 52.43% return.
LIAU
- 1D
- -0.48%
- 1M
- -2.85%
- 6M
- -2.52%
- YTD
- -2.43%
- 1Y
- -1.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.00%
OILK
- 1D
- 0.57%
- 1M
- 12.53%
- 6M
- 35.52%
- YTD
- 52.43%
- 1Y
- 38.09%
- 3Y*
- 11.27%
- 5Y*
- 14.44%
- 10Y*
- —
- ALL TIME*
- 3.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.03K | $4.71K | $28.28K | |
| $7.09M | $6.91M | $10.69M |
LIAU vs. OILK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | -2.43% | 3.53% | -8.28% |
OILK ProShares K-1 Free Crude Oil ETF | 52.43% | -11.86% | 6.66% |
Correlation
The correlation between LIAU and OILK is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024 | -0.22 |
The correlation between LIAU and OILK shifts across timeframes, from -0.32 (1 year) to -0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIAU vs. OILK — Risk / Return Rank
LIAU
OILK
LIAU vs. OILK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) and ProShares K-1 Free Crude Oil 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LIAU | OILK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.61 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.25 | 4.54 | -4.79 |
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Drawdowns
LIAU vs. OILK - Drawdown Comparison
The maximum LIAU drawdown since its inception was -9.95%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for LIAU and OILK.
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Drawdown Indicators
| LIAU | OILK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.95% | -83.76% | +73.81% |
Max Drawdown (1Y)Largest decline over 1 year | -5.88% | -21.19% | +15.31% |
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 | -7.36% | -10.57% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -32.28% | +27.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 8.49% | -5.68% |
Volatility
LIAU vs. OILK - Volatility Comparison
The current volatility for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) is 1.62%, while ProShares K-1 Free Crude Oil ETF (OILK) has a volatility of 11.31%. This indicates that LIAU 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
| LIAU | OILK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 11.31% | -9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 5.33% | 25.98% | -20.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.06% | 30.21% | -23.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.55% | 30.46% | -21.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.55% | 35.99% | -27.44% |
LIAU vs. OILK - Expense Ratio Comparison
LIAU has a 0.25% expense ratio, which is lower than OILK's 0.69% expense ratio.
Dividends
LIAU vs. OILK - Dividend Comparison
LIAU's dividend yield for the trailing twelve months is around 9.64%, more than OILK's 8.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 9.64% | 12.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OILK ProShares K-1 Free Crude Oil ETF | 8.37% | 4.79% | 3.11% | 5.80% | 17.32% | 68.82% | 0.13% | 0.94% | 0.58% | 6.17% |
Frequently Asked Questions
LIAU and OILK have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILK has higher volatility (11.31%) compared to LIAU (1.62%). In terms of maximum drawdown, LIAU dropped -9.95% vs OILK's -83.76%.
On 1-year performance, OILK leads with 38.09% vs -1.44% for LIAU. On fees, LIAU is cheaper at 0.25% per year. On volatility, LIAU has been the lower-risk option at 1.62%. 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 38.09% return vs -1.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LIAU is cheaper with a 0.25% expense ratio, compared with 0.69% for OILK.
LIAU has the higher dividend yield at 9.64%, compared with 8.37% for OILK.
LIAU 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 LIAU and 0.69% for OILK.
OILK currently has the higher Sharpe Ratio (1.13 vs -0.10), 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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