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MNZL vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNZL vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manzil Russell Halal USA Broad Market ETF (MNZL) 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, MNZL achieves a 13.16% return, which is significantly lower than BNO's 77.90% return.


MNZL

1D
-1.32%
1M
-3.47%
6M
11.12%
YTD
13.16%
1Y
3Y*
5Y*
10Y*
ALL TIME*

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
$286.75K$311.28K$280.55K

MNZL vs. BNO - Yearly Performance Comparison


Correlation

The correlation between MNZL and BNO is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

-0.33

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Return for Risk

MNZL vs. BNO — Risk / Return Rank

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

MNZL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

MNZL vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manzil Russell Halal USA Broad Market ETF (MNZL) 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.


MNZLBNODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.70

Martin ratioReturn relative to average drawdown

5.15

MNZL vs. BNO - Sharpe Ratio Comparison


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Drawdowns

MNZL vs. BNO - Drawdown Comparison

The maximum MNZL drawdown since its inception was -9.66%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for MNZL and BNO.


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Drawdown Indicators


MNZLBNODifference

Max Drawdown

Largest peak-to-trough decline

-9.66%

-87.06%

+77.40%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-34.46%

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

-5.67%

-16.21%

+10.54%

Average Drawdown

Average peak-to-trough decline

-1.99%

-39.99%

+38.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.86%

Volatility

MNZL vs. BNO - Volatility Comparison


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Volatility by Period


MNZLBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.47%

Volatility (6M)

Calculated over the trailing 6-month period

40.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

44.54%

-27.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

36.41%

-19.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

36.98%

-19.95%

MNZL vs. BNO - Expense Ratio Comparison

MNZL has a 0.40% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

MNZL vs. BNO - Dividend Comparison

MNZL's dividend yield for the trailing twelve months is around 0.03%, while BNO has not paid dividends to shareholders.


Frequently Asked Questions


MNZL and BNO have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MNZL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MNZL is cheaper with a 0.40% expense ratio, compared with 1.00% for BNO.

MNZL has the higher dividend yield at 0.03%, compared with 0.00% for BNO.

MNZL is categorized as Large Cap Blend Equities, while BNO is Oil & Gas. MNZL tracks Russell IdealRatings Manzil Halal USA Broad Market Index, while BNO tracks Crude Oil Brent ICE Near Term Futures. They also come from different issuers: Manzil and USCF. Their fees differ too: 0.40% for MNZL and 1.00% for BNO.

Portfolio Optimizer

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