PortfoliosLab logoPortfoliosLab logo
MLPA vs. BKUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPA vs. BKUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP ETF (MLPA) and BNY Mellon Ultra Short Income ETF (BKUI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MLPA achieves a 16.07% return, which is significantly higher than BKUI's 1.42% return.


MLPA

1D
-0.31%
1M
-0.52%
YTD
16.07%
6M
14.82%
1Y
16.32%
3Y*
17.12%
5Y*
15.58%
10Y*
6.22%

BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPA vs. BKUI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLPA
Global X MLP ETF
16.07%5.73%20.35%15.93%27.03%2.96%
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%-0.08%-0.26%

Correlation

The correlation between MLPA and BKUI is -0.25, 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

-0.25

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2021

-0.03

Over the past year, the inverse relationship between MLPA and BKUI has strengthened: their correlation has moved from -0.03 to -0.25, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MLPA vs. BKUI — Risk / Return Rank

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

MLPA
MLPA Risk / Return Rank: 3737
Overall Rank
MLPA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MLPA Sortino Ratio Rank: 3737
Sortino Ratio Rank
MLPA Omega Ratio Rank: 3434
Omega Ratio Rank
MLPA Calmar Ratio Rank: 3939
Calmar Ratio Rank
MLPA Martin Ratio Rank: 3737
Martin Ratio Rank

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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.

MLPA vs. BKUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP ETF (MLPA) and BNY Mellon Ultra Short Income ETF (BKUI). 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.


MLPABKUIDifference
Sharpe ratioReturn per unit of total volatility

-9.15

Sortino ratioReturn per unit of downside risk

-23.29

Omega ratioGain probability vs. loss probability

1.23

6.02

-4.79

Calmar ratioReturn relative to maximum drawdown

1.97

32.56

-30.59

Martin ratioReturn relative to average drawdown

5.99

230.94

-224.95

MLPA vs. BKUI - Sharpe Ratio Comparison

The current MLPA Sharpe Ratio is 1.37, which is lower than the BKUI Sharpe Ratio of 10.52. The chart below compares the historical Sharpe Ratios of MLPA and BKUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MLPABKUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

10.52

-9.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

6.08

-5.92

Drawdowns

MLPA vs. BKUI - Drawdown Comparison

The maximum MLPA drawdown since its inception was -78.75%, which is greater than BKUI's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for MLPA and BKUI.


Loading charts...

Drawdown Indicators


MLPABKUIDifference

Max Drawdown

Largest peak-to-trough decline

-78.75%

-1.72%

-77.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-0.13%

-8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

-0.25%

-13.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

Max Drawdown (10Y)

Largest decline over 10 years

-74.05%

Current Drawdown

Current decline from peak

-3.84%

-0.01%

-3.83%

Average Drawdown

Average peak-to-trough decline

-20.27%

-0.27%

-20.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

0.02%

+2.71%

Volatility

MLPA vs. BKUI - Volatility Comparison

Global X MLP ETF (MLPA) has a higher volatility of 4.50% compared to BNY Mellon Ultra Short Income ETF (BKUI) at 0.15%. This indicates that MLPA's price experiences larger fluctuations and is considered to be riskier than BKUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MLPABKUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

0.15%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

0.31%

+8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

0.41%

+11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

0.59%

+17.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.47%

0.59%

+26.88%

MLPA vs. BKUI - Expense Ratio Comparison

MLPA has a 0.46% expense ratio, which is higher than BKUI's 0.12% expense ratio.


Dividends

MLPA vs. BKUI - Dividend Comparison

MLPA's dividend yield for the trailing twelve months is around 7.28%, more than BKUI's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%0.00%0.00%0.00%0.00%0.00%0.00%
MLPA
Global X MLP ETF
7.28%7.82%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%

Frequently Asked Questions


MLPA and BKUI have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPA has higher volatility (4.50%) compared to BKUI (0.15%). In terms of maximum drawdown, MLPA dropped -78.75% vs BKUI's -1.72%.

On 3-year performance, MLPA leads with 17.12% vs 5.21% for BKUI. On fees, BKUI is cheaper at 0.12% per year. On volatility, BKUI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MLPA has performed better with a 17.12% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKUI is cheaper with a 0.12% expense ratio, compared with 0.46% for MLPA.

MLPA has the higher dividend yield at 7.28%, compared with 4.21% for BKUI.

MLPA is categorized as MLPs, while BKUI is Ultrashort Bond. They also come from different issuers: Global X and BNY Mellon. Their fees differ too: 0.46% for MLPA and 0.12% for BKUI.

BKUI currently has the higher Sharpe Ratio (10.52 vs 1.37), 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 MLPA and BKUI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer