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OILK vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILK vs. IXC - 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 iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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OILK vs. IXC - 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%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, OILK achieves a 46.13% return, which is significantly higher than IXC's 37.40% return.


OILK

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

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILK vs. IXC - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is higher than IXC's 0.46% expense ratio.


Return for Risk

OILK vs. IXC — 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

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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. IXC - 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 iShares Global Energy ETF (IXC). 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.


OILKIXCDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.90

-0.90

Sortino ratio

Return per unit of downside risk

1.45

2.35

-0.90

Omega ratio

Gain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratio

Return relative to maximum drawdown

1.86

2.39

-0.54

Martin ratio

Return relative to average drawdown

3.27

7.98

-4.71

OILK vs. IXC - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 1.00, which is lower than the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of OILK and IXC, 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


OILKIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.90

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.98

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.33

-0.25

Correlation

The correlation between OILK and IXC is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OILK vs. IXC - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 2.67%, which matches IXC's 2.68% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

OILK vs. IXC - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for OILK and IXC.


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Drawdown Indicators


OILKIXCDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-67.88%

-15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-18.03%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-24.93%

-9.76%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

Current Drawdown

Current decline from peak

-12.04%

-1.12%

-10.92%

Average Drawdown

Average peak-to-trough decline

-33.09%

-17.57%

-15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

5.41%

+4.45%

Volatility

OILK vs. IXC - Volatility Comparison

ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a higher volatility of 12.23% compared to iShares Global Energy ETF (IXC) at 4.41%. This indicates that OILK's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

4.41%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

20.23%

12.78%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

22.29%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

23.46%

+6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.99%

26.78%

+9.21%