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MOTO vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOTO vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) 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, MOTO achieves a 31.51% return, which is significantly lower than BNO's 90.47% return.


MOTO

1D
0.12%
1M
8.20%
YTD
31.51%
6M
31.39%
1Y
58.32%
3Y*
21.21%
5Y*
10.48%
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOTO vs. BNO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MOTO
SmartETFs Smart Transportation & Technology ETF
31.51%27.38%2.01%27.10%-27.20%17.22%59.13%4.91%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%7.09%

Correlation

The correlation between MOTO and BNO is -0.30, 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

-0.30

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

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2019

0.15

The correlation between MOTO and BNO shifts across timeframes, from -0.30 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MOTO vs. BNO — Risk / Return Rank

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

MOTO
MOTO Risk / Return Rank: 8181
Overall Rank
MOTO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 8080
Sortino Ratio Rank
MOTO Omega Ratio Rank: 7777
Omega Ratio Rank
MOTO Calmar Ratio Rank: 8383
Calmar Ratio Rank
MOTO Martin Ratio Rank: 8080
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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.

MOTO vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) 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.


MOTOBNODifference

Sharpe ratio

Return per unit of total volatility

2.77

2.23

+0.54

Sortino ratio

Return per unit of downside risk

3.60

2.73

+0.87

Omega ratio

Gain probability vs. loss probability

1.46

1.38

+0.09

Calmar ratio

Return relative to maximum drawdown

4.39

5.17

-0.78

Martin ratio

Return relative to average drawdown

15.67

9.76

+5.91

MOTO vs. BNO - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 2.77, which is comparable to the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of MOTO 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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Sharpe Ratios by Period


MOTOBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.23

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.69

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.14

+0.58

Drawdowns

MOTO vs. BNO - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for MOTO and BNO.


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Drawdown Indicators


MOTOBNODifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-87.06%

+48.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-17.87%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-26.43%

-23.75%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-33.70%

-3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

0.00%

-10.29%

+10.29%

Average Drawdown

Average peak-to-trough decline

-9.97%

-40.17%

+30.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

9.45%

-5.72%

Volatility

MOTO vs. BNO - Volatility Comparison

The current volatility for SmartETFs Smart Transportation & Technology ETF (MOTO) is 7.63%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that MOTO 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


MOTOBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

14.22%

-6.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

36.10%

-19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.18%

41.46%

-20.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

35.38%

-11.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

36.68%

-10.38%

MOTO vs. BNO - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

MOTO vs. BNO - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 0.80%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOTO
SmartETFs Smart Transportation & Technology ETF
0.80%1.06%1.07%2.73%2.33%0.55%2.71%

Frequently Asked Questions


MOTO and BNO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to MOTO (7.63%). In terms of maximum drawdown, MOTO dropped -38.24% vs BNO's -87.06%.

On 5-year performance, BNO leads with 24.16% vs 10.48% for MOTO. On fees, MOTO is cheaper at 0.68% per year. On volatility, MOTO has been the lower-risk option at 7.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 24.16% return vs 10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MOTO is cheaper with a 0.68% expense ratio, compared with 0.90% for BNO.

MOTO has the higher dividend yield at 0.80%, compared with 0.00% for BNO.

MOTO is categorized as Transportation Equities, while BNO is Oil & Gas. They also come from different issuers: Guinness Atkinson Asset Management and Concierge Technologies. Their fees differ too: 0.68% for MOTO and 0.90% for BNO.

MOTO currently has the higher Sharpe Ratio (2.77 vs 2.23), 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

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