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OILK vs. DBO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILK vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil Strategy ETF (OILK) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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OILK vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
46.13%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
DBO
Invesco DB Oil Fund
61.23%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Returns By Period

In the year-to-date period, OILK achieves a 46.13% return, which is significantly lower than DBO's 61.23% return.


OILK

1D
-4.10%
1M
25.62%
YTD
46.13%
6M
36.81%
1Y
28.65%
3Y*
13.30%
5Y*
17.74%
10Y*

DBO

1D
-5.52%
1M
36.22%
YTD
61.23%
6M
51.46%
1Y
42.16%
3Y*
15.27%
5Y*
15.55%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILK vs. DBO - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than DBO's 0.78% expense ratio.


Return for Risk

OILK vs. DBO — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 5656
Overall Rank
OILK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5858
Sortino Ratio Rank
OILK Omega Ratio Rank: 5151
Omega Ratio Rank
OILK Calmar Ratio Rank: 7575
Calmar Ratio Rank
OILK Martin Ratio Rank: 3737
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 6868
Overall Rank
DBO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBO Omega Ratio Rank: 6363
Omega Ratio Rank
DBO Calmar Ratio Rank: 8686
Calmar Ratio Rank
DBO Martin Ratio Rank: 5050
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.

OILK vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil Strategy ETF (OILK) and Invesco DB Oil Fund (DBO). 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.


OILKDBODifference

Sharpe ratio

Return per unit of total volatility

1.00

1.18

-0.19

Sortino ratio

Return per unit of downside risk

1.45

1.77

-0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.86

2.52

-0.66

Martin ratio

Return relative to average drawdown

3.27

4.52

-1.25

OILK vs. DBO - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 1.00, which is comparable to the DBO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of OILK and DBO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OILKDBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.18

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.49

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.00

+0.08

Correlation

The correlation between OILK and DBO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OILK vs. DBO - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 2.67%, more than DBO's 2.18% yield.


TTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
2.67%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
DBO
Invesco DB Oil Fund
2.18%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%

Drawdowns

OILK vs. DBO - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for OILK and DBO.


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Drawdown Indicators


OILKDBODifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-90.18%

+6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-18.19%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-37.68%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-12.04%

-57.57%

+45.53%

Average Drawdown

Average peak-to-trough decline

-33.09%

-62.32%

+29.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

10.15%

-0.29%

Volatility

OILK vs. DBO - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 12.23%, while Invesco DB Oil Fund (DBO) has a volatility of 15.71%. This indicates that OILK experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

15.71%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.23%

25.15%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

35.96%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

31.74%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.99%

31.52%

+4.47%