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OOSP vs. IGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OOSP vs. IGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Obra Opportunistic Structured Products ETF (OOSP) and iShares North American Natural Resources ETF (IGE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OOSP achieves a 2.41% return, which is significantly lower than IGE's 23.54% return.


OOSP

1D
0.00%
1M
0.51%
YTD
2.41%
6M
2.82%
1Y
6.66%
3Y*
5Y*
10Y*

IGE

1D
0.46%
1M
-0.16%
YTD
23.54%
6M
23.23%
1Y
46.00%
3Y*
20.66%
5Y*
17.33%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OOSP vs. IGE - Yearly Performance Comparison


2026 (YTD)20252024
OOSP
Obra Opportunistic Structured Products ETF
2.41%7.41%6.43%
IGE
iShares North American Natural Resources ETF
23.54%20.41%-6.16%

Correlation

The correlation between OOSP and IGE is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2024

-0.11

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Return for Risk

OOSP vs. IGE — Risk / Return Rank

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

OOSP
OOSP Risk / Return Rank: 6969
Overall Rank
OOSP Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
OOSP Sortino Ratio Rank: 5555
Sortino Ratio Rank
OOSP Omega Ratio Rank: 6262
Omega Ratio Rank
OOSP Calmar Ratio Rank: 8888
Calmar Ratio Rank
OOSP Martin Ratio Rank: 8888
Martin Ratio Rank

IGE
IGE Risk / Return Rank: 8888
Overall Rank
IGE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8686
Sortino Ratio Rank
IGE Omega Ratio Rank: 8181
Omega Ratio Rank
IGE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGE Martin Ratio Rank: 9090
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.

OOSP vs. IGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Obra Opportunistic Structured Products ETF (OOSP) and iShares North American Natural Resources ETF (IGE). 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.


OOSPIGEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.37

1.48

-0.11

Calmar ratioReturn relative to maximum drawdown

5.09

8.34

-3.25

Martin ratioReturn relative to average drawdown

18.85

20.47

-1.62

OOSP vs. IGE - Sharpe Ratio Comparison

The current OOSP Sharpe Ratio is 1.80, which is lower than the IGE Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of OOSP and IGE, 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


OOSPIGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.90

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

0.30

+1.98

Drawdowns

OOSP vs. IGE - Drawdown Comparison

The maximum OOSP drawdown since its inception was -1.31%, smaller than the maximum IGE drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for OOSP and IGE.


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Drawdown Indicators


OOSPIGEDifference

Max Drawdown

Largest peak-to-trough decline

-1.31%

-67.55%

+66.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-5.54%

+4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-0.18%

-2.41%

+2.23%

Average Drawdown

Average peak-to-trough decline

-0.20%

-18.89%

+18.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

2.25%

-1.90%

Volatility

OOSP vs. IGE - Volatility Comparison

The current volatility for Obra Opportunistic Structured Products ETF (OOSP) is 1.17%, while iShares North American Natural Resources ETF (IGE) has a volatility of 4.41%. This indicates that OOSP experiences smaller price fluctuations and is considered to be less risky than IGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OOSPIGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

4.41%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

12.58%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

15.97%

-12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.35%

22.45%

-19.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

24.94%

-21.59%

OOSP vs. IGE - Expense Ratio Comparison

OOSP has a 0.90% expense ratio, which is higher than IGE's 0.39% expense ratio.


Dividends

OOSP vs. IGE - Dividend Comparison

OOSP's dividend yield for the trailing twelve months is around 6.47%, more than IGE's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
1.89%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
OOSP
Obra Opportunistic Structured Products ETF
6.47%6.71%5.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OOSP and IGE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGE has higher volatility (4.41%) compared to OOSP (1.17%). In terms of maximum drawdown, OOSP dropped -1.31% vs IGE's -67.55%.

On 1-year performance, IGE leads with 46.00% vs 6.66% for OOSP. On fees, IGE is cheaper at 0.39% per year. On volatility, OOSP has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGE has performed better with a 46.00% return vs 6.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGE is cheaper with a 0.39% expense ratio, compared with 0.90% for OOSP.

OOSP has the higher dividend yield at 6.47%, compared with 1.89% for IGE.

OOSP is categorized as Multisector Bonds, while IGE is Energy Equities. They also come from different issuers: Obra and iShares. Their fees differ too: 0.90% for OOSP and 0.39% for IGE.

IGE currently has the higher Sharpe Ratio (2.90 vs 1.80), 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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