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OASC vs. RB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OASC vs. RB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneAscent Enhanced Small and Mid Cap ETF (OASC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OASC achieves a 16.43% return, which is significantly higher than RB's 6.76% return.


OASC

1D
-0.70%
1M
3.98%
YTD
16.43%
6M
17.89%
1Y
36.18%
3Y*
5Y*
10Y*

RB

1D
-0.17%
1M
1.63%
YTD
6.76%
6M
8.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OASC vs. RB - Yearly Performance Comparison


Correlation

The correlation between OASC and RB is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.76

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Return for Risk

OASC vs. RB — Risk / Return Rank

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

OASC
OASC Risk / Return Rank: 7070
Overall Rank
OASC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
OASC Sortino Ratio Rank: 6363
Sortino Ratio Rank
OASC Omega Ratio Rank: 5757
Omega Ratio Rank
OASC Calmar Ratio Rank: 8686
Calmar Ratio Rank
OASC Martin Ratio Rank: 8181
Martin Ratio Rank

RB
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.

OASC vs. RB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneAscent Enhanced Small and Mid Cap ETF (OASC) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.


OASCRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

4.74

Martin ratioReturn relative to average drawdown

15.82

OASC vs. RB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OASCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

3.15

-2.25

Drawdowns

OASC vs. RB - Drawdown Comparison

The maximum OASC drawdown since its inception was -27.00%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for OASC and RB.


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Drawdown Indicators


OASCRBDifference

Max Drawdown

Largest peak-to-trough decline

-27.00%

-1.70%

-25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.67%

Current Drawdown

Current decline from peak

-0.70%

-0.47%

-0.23%

Average Drawdown

Average peak-to-trough decline

-6.06%

-0.41%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

Volatility

OASC vs. RB - Volatility Comparison


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Volatility by Period


OASCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.04%

6.21%

+11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.95%

6.21%

+14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

6.21%

+14.74%

OASC vs. RB - Expense Ratio Comparison

OASC has a 0.69% expense ratio, which is higher than RB's 0.58% expense ratio.


Dividends

OASC vs. RB - Dividend Comparison

OASC's dividend yield for the trailing twelve months is around 0.46%, less than RB's 2.00% yield.


Frequently Asked Questions


OASC and RB have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RB is cheaper with a 0.58% expense ratio, compared with 0.69% for OASC.

RB has the higher dividend yield at 2.00%, compared with 0.46% for OASC.

OASC is categorized as Small Cap Blend Equities, while RB is Defined Outcome. They also come from different issuers: Oneascent and ProShares. Their fees differ too: 0.69% for OASC and 0.58% for RB.

Portfolio Optimizer

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