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SHYL vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYL vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Short Duration High Yield Bond ETF (SHYL) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYL achieves a 1.05% return, which is significantly lower than OILK's 58.67% return.


SHYL

1D
-0.25%
1M
-0.29%
YTD
1.05%
6M
1.43%
1Y
5.99%
3Y*
8.22%
5Y*
4.85%
10Y*

OILK

1D
-1.50%
1M
2.45%
YTD
58.67%
6M
52.94%
1Y
53.67%
3Y*
17.93%
5Y*
16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYL vs. OILK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.05%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
58.67%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-24.42%

Correlation

The correlation between SHYL and OILK is -0.33, 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

-0.33

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2018

0.17

The correlation between SHYL and OILK shifts across timeframes, from -0.33 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SHYL vs. OILK — Risk / Return Rank

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

SHYL
SHYL Risk / Return Rank: 6969
Overall Rank
SHYL Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6565
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6666
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7777
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7979
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 5353
Overall Rank
OILK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5252
Sortino Ratio Rank
OILK Omega Ratio Rank: 5252
Omega Ratio Rank
OILK Calmar Ratio Rank: 6565
Calmar Ratio Rank
OILK Martin Ratio Rank: 4141
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.

SHYL vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Short Duration High Yield Bond ETF (SHYL) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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.


SHYLOILKDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

3.78

3.11

+0.67

Martin ratioReturn relative to average drawdown

14.88

6.27

+8.61

SHYL vs. OILK - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.88, which is comparable to the OILK Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SHYL and OILK, 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


SHYLOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.87

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.56

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.11

+0.61

Drawdowns

SHYL vs. OILK - Drawdown Comparison

The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for SHYL and OILK.


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Drawdown Indicators


SHYLOILKDifference

Max Drawdown

Largest peak-to-trough decline

-19.26%

-83.76%

+64.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-17.35%

+15.76%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-23.42%

+18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

-34.69%

+25.09%

Current Drawdown

Current decline from peak

-0.33%

-6.91%

+6.58%

Average Drawdown

Average peak-to-trough decline

-1.54%

-32.59%

+31.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

8.58%

-8.18%

Volatility

SHYL vs. OILK - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 0.86%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 8.60%. This indicates that SHYL experiences smaller price fluctuations and is considered to be less risky than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYLOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

8.60%

-7.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

23.39%

-20.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

28.86%

-25.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

30.12%

-24.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

35.96%

-29.27%

SHYL vs. OILK - Expense Ratio Comparison

SHYL has a 0.20% expense ratio, which is lower than OILK's 0.68% expense ratio.


Dividends

SHYL vs. OILK - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 6.94%, less than OILK's 8.46% yield.


PositionTTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
8.46%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.94%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%

Frequently Asked Questions


SHYL and OILK have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILK has higher volatility (8.60%) compared to SHYL (0.86%). In terms of maximum drawdown, SHYL dropped -19.26% vs OILK's -83.76%.

On 5-year performance, OILK leads with 16.92% vs 4.85% for SHYL. On fees, SHYL is cheaper at 0.20% per year. On volatility, SHYL has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 16.92% return vs 4.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYL is cheaper with a 0.20% expense ratio, compared with 0.68% for OILK.

OILK has the higher dividend yield at 8.46%, compared with 6.94% for SHYL.

SHYL is categorized as High Yield Bonds, while OILK is Oil & Gas. SHYL tracks Solactive USD High Yield Corporates Total Market 0-5 Year Index, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: Deutsche Bank and ProShares. Their fees differ too: 0.20% for SHYL and 0.68% for OILK.

SHYL currently has the higher Sharpe Ratio (1.88 vs 1.87), 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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