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OILK vs. RYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILK vs. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

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OILK vs. RYLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OILK
ProShares K-1 Free Crude Oil Strategy ETF
46.13%-11.86%8.18%-0.97%27.57%63.71%-61.09%-6.76%
RYLD
Global X Russell 2000 Covered Call ETF
0.70%5.65%10.13%0.27%-13.03%22.13%-0.44%8.92%

Returns By Period

In the year-to-date period, OILK achieves a 46.13% return, which is significantly higher than RYLD's 0.70% return.


OILK

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

RYLD

1D
2.12%
1M
-3.64%
YTD
0.70%
6M
5.49%
1Y
11.70%
3Y*
6.08%
5Y*
2.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILK vs. RYLD - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is higher than RYLD's 0.60% expense ratio.


Return for Risk

OILK vs. RYLD — 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

RYLD
RYLD Risk / Return Rank: 4545
Overall Rank
RYLD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RYLD Sortino Ratio Rank: 4343
Sortino Ratio Rank
RYLD Omega Ratio Rank: 5252
Omega Ratio Rank
RYLD Calmar Ratio Rank: 3939
Calmar Ratio Rank
RYLD 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. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). 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.


OILKRYLDDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.72

+0.28

Sortino ratio

Return per unit of downside risk

1.45

1.13

+0.33

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.86

0.92

+0.94

Martin ratio

Return relative to average drawdown

3.27

4.48

-1.21

OILK vs. RYLD - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 1.00, which is higher than the RYLD Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of OILK and RYLD, 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


OILKRYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.72

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.16

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.26

-0.17

Correlation

The correlation between OILK and RYLD is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OILK vs. RYLD - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 2.67%, less than RYLD's 12.14% 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%
RYLD
Global X Russell 2000 Covered Call ETF
12.14%12.00%12.03%12.64%13.49%12.35%10.76%6.43%0.00%0.00%

Drawdowns

OILK vs. RYLD - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, which is greater than RYLD's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for OILK and RYLD.


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Drawdown Indicators


OILKRYLDDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-41.53%

-42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-12.33%

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-21.33%

-13.36%

Current Drawdown

Current decline from peak

-12.04%

-4.31%

-7.73%

Average Drawdown

Average peak-to-trough decline

-33.09%

-9.04%

-24.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

2.53%

+7.33%

Volatility

OILK vs. RYLD - Volatility Comparison

ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a higher volatility of 12.23% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 5.25%. This indicates that OILK's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKRYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

5.25%

+6.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.23%

9.08%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

16.39%

+12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

14.20%

+15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.99%

17.38%

+18.61%