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SMAY vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMAY vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMAY achieves a 8.22% return, which is significantly lower than BNO's 77.90% return.


SMAY

1D
-0.14%
1M
-0.60%
6M
6.68%
YTD
8.22%
1Y
17.30%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
10.96%

BNO

1D
1.45%
1M
27.00%
6M
52.90%
YTD
77.90%
1Y
62.83%
3Y*
20.31%
5Y*
20.89%
10Y*
15.06%
ALL TIME*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.13M$97.34M$147.52M
$206.55K$244.61K$508.98K

SMAY vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023
SMAY
FT Vest U.S. Small Cap Moderate Buffer ETF - May
8.22%4.75%12.60%9.21%
BNO
United States Brent Oil Fund LP
77.90%-5.44%9.67%6.97%

Correlation

The correlation between SMAY and BNO is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.25

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (All Time)
Calculated using the full available price history since May 22, 2023

-0.01

Over the past year, the inverse relationship between SMAY and BNO has strengthened: their correlation has moved from -0.01 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SMAY vs. BNO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMAY
SMAY Risk / Return Rank: 9292
Overall Rank
SMAY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SMAY Sortino Ratio Rank: 9191
Sortino Ratio Rank
SMAY Omega Ratio Rank: 9090
Omega Ratio Rank
SMAY Calmar Ratio Rank: 9595
Calmar Ratio Rank
SMAY Martin Ratio Rank: 9696
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 5252
Overall Rank
BNO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5555
Sortino Ratio Rank
BNO Omega Ratio Rank: 5555
Omega Ratio Rank
BNO Calmar Ratio Rank: 4747
Calmar Ratio Rank
BNO Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMAY vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) and United States Brent Oil Fund LP (BNO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMAYBNODifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

5.45

1.70

+3.76

Martin ratioReturn relative to average drawdown

22.27

5.15

+17.12

SMAY vs. BNO - Sharpe Ratio Comparison

The current SMAY Sharpe Ratio is 2.20, which is higher than the BNO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SMAY and BNO, 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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Drawdowns

SMAY vs. BNO - Drawdown Comparison

The maximum SMAY drawdown since its inception was -14.44%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for SMAY and BNO.


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Drawdown Indicators


SMAYBNODifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-87.06%

+72.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-34.46%

+31.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.44%

-34.46%

+20.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-0.99%

-16.21%

+15.22%

Average Drawdown

Average peak-to-trough decline

-2.45%

-39.99%

+37.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

11.86%

-11.12%

Volatility

SMAY vs. BNO - Volatility Comparison

The current volatility for FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY) is 1.80%, while United States Brent Oil Fund LP (BNO) has a volatility of 17.47%. This indicates that SMAY experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMAYBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

17.47%

-15.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

40.96%

-35.50%

Volatility (1Y)

Calculated over the trailing 1-year period

7.46%

44.54%

-37.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.11%

36.41%

-26.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.11%

36.98%

-26.87%

SMAY vs. BNO - Expense Ratio Comparison

SMAY has a 0.90% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

SMAY vs. BNO - Dividend Comparison

Neither SMAY nor BNO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMAY and BNO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (17.47%) compared to SMAY (1.80%). In terms of maximum drawdown, SMAY dropped -14.44% vs BNO's -87.06%.

On 3-year performance, BNO leads with 20.31% vs 9.57% for SMAY. On fees, SMAY is cheaper at 0.90% per year. On volatility, SMAY has been the lower-risk option at 1.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BNO has performed better with a 20.31% return vs 9.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMAY is cheaper with a 0.90% expense ratio, compared with 1.00% for BNO.

SMAY and BNO have nearly identical dividend yields, around 0.00%.

SMAY is categorized as Defined Outcome, while BNO is Oil & Gas. They also come from different issuers: First Trust and USCF. Their fees differ too: 0.90% for SMAY and 1.00% for BNO.

SMAY currently has the higher Sharpe Ratio (2.20 vs 1.32), 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

Find the right allocation for SMAY and BNO

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