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LRND vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRND vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ U.S. Large Cap R&D Leaders ETF (LRND) 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, LRND achieves a 10.58% return, which is significantly lower than BNO's 77.90% return.


LRND

1D
1.92%
1M
1.93%
6M
10.94%
YTD
10.58%
1Y
24.03%
3Y*
20.19%
5Y*
10Y*
ALL TIME*
15.19%

BNO

1D
1.45%
1M
27.00%
6M
52.90%
YTD
77.90%
1Y
62.83%
3Y*
20.31%
5Y*
20.89%
10Y*
15.06%
ALL TIME*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.13M$97.34M$147.52M
$36.00K$1.86M$1.84M

LRND vs. BNO - Yearly Performance Comparison


2026 (YTD)2025202420232022
LRND
IQ U.S. Large Cap R&D Leaders ETF
10.58%20.31%21.68%44.13%-19.33%
BNO
United States Brent Oil Fund LP
77.90%-5.44%9.67%-3.43%12.80%

Correlation

The correlation between LRND and BNO is -0.26, 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.

-0.26

Correlation (3Y)
Balances recent behavior with more history.

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2022

-0.01

Over the past year, the inverse relationship between LRND and BNO has strengthened: their correlation has moved from -0.01 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

LRND vs. BNO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LRND
LRND Risk / Return Rank: 5050
Overall Rank
LRND Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LRND Sortino Ratio Rank: 5252
Sortino Ratio Rank
LRND Omega Ratio Rank: 5050
Omega Ratio Rank
LRND Calmar Ratio Rank: 4444
Calmar Ratio Rank
LRND Martin Ratio Rank: 4949
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 5252
Overall Rank
BNO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5555
Sortino Ratio Rank
BNO Omega Ratio Rank: 5555
Omega Ratio Rank
BNO Calmar Ratio Rank: 4747
Calmar Ratio Rank
BNO Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LRND vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ U.S. Large Cap R&D Leaders ETF (LRND) 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.

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.


LRNDBNODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.58

1.70

-0.12

Martin ratioReturn relative to average drawdown

5.62

5.15

+0.47

LRND vs. BNO - Sharpe Ratio Comparison

The current LRND Sharpe Ratio is 1.31, which is comparable to the BNO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of LRND 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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Drawdowns

LRND vs. BNO - Drawdown Comparison

The maximum LRND drawdown since its inception was -25.43%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for LRND and BNO.


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Drawdown Indicators


LRNDBNODifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-87.06%

+61.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-34.46%

+20.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-34.46%

+13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-2.39%

-16.21%

+13.82%

Average Drawdown

Average peak-to-trough decline

-6.17%

-39.99%

+33.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

11.86%

-7.97%

Volatility

LRND vs. BNO - Volatility Comparison

The current volatility for IQ U.S. Large Cap R&D Leaders ETF (LRND) is 4.72%, while United States Brent Oil Fund LP (BNO) has a volatility of 17.47%. This indicates that LRND 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


LRNDBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

17.47%

-12.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

40.96%

-27.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

44.54%

-27.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

36.41%

-16.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

36.98%

-17.01%

LRND vs. BNO - Expense Ratio Comparison

LRND has a 0.14% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

LRND vs. BNO - Dividend Comparison

LRND's dividend yield for the trailing twelve months is around 0.41%, while BNO has not paid dividends to shareholders.


PositionTTM2025202420232022
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%
LRND
IQ U.S. Large Cap R&D Leaders ETF
0.41%0.67%0.97%1.22%1.32%

Frequently Asked Questions


LRND and BNO have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (17.47%) compared to LRND (4.72%). In terms of maximum drawdown, LRND dropped -25.43% vs BNO's -87.06%.

On 3-year performance, BNO leads with 20.31% vs 20.19% for LRND. On fees, LRND is cheaper at 0.14% per year. On volatility, LRND has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BNO has performed better with a 20.31% return vs 20.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LRND is cheaper with a 0.14% expense ratio, compared with 1.00% for BNO.

LRND has the higher dividend yield at 0.41%, compared with 0.00% for BNO.

LRND is categorized as Large Cap Blend Equities, while BNO is Oil & Gas. LRND tracks IQ U.S. Large Cap R&D Leaders Index - Benchmark TR Gross, while BNO tracks Crude Oil Brent ICE Near Term Futures. They also come from different issuers: IndexIQ and USCF. Their fees differ too: 0.14% for LRND and 1.00% for BNO.

BNO currently has the higher Sharpe Ratio (1.32 vs 1.31), 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

Find the right allocation for LRND and BNO

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