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SOLR vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLR vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Sustainable Energy II ETF (SOLR) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLR achieves a 19.19% return, which is significantly lower than PBOG's 32.22% return.


SOLR

1D
-0.46%
1M
7.74%
YTD
19.19%
6M
18.35%
1Y
42.02%
3Y*
6.70%
5Y*
4.70%
10Y*

PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLR vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between SOLR and PBOG is -0.17, 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 (All Time)
Calculated using the full available price history since Nov 26, 2025

-0.17

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Return for Risk

SOLR vs. PBOG — Risk / Return Rank

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

SOLR
SOLR Risk / Return Rank: 6262
Overall Rank
SOLR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SOLR Sortino Ratio Rank: 6464
Sortino Ratio Rank
SOLR Omega Ratio Rank: 6060
Omega Ratio Rank
SOLR Calmar Ratio Rank: 5959
Calmar Ratio Rank
SOLR Martin Ratio Rank: 5959
Martin Ratio Rank

PBOG
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.

SOLR vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SOLR) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


SOLRPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

10.24

SOLR vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SOLRPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

3.31

-2.95

Drawdowns

SOLR vs. PBOG - Drawdown Comparison

The maximum SOLR drawdown since its inception was -39.46%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for SOLR and PBOG.


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Drawdown Indicators


SOLRPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-39.46%

-11.45%

-28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

Max Drawdown (3Y)

Largest decline over 3 years

-34.66%

Max Drawdown (5Y)

Largest decline over 5 years

-39.46%

Current Drawdown

Current decline from peak

-0.46%

-6.81%

+6.35%

Average Drawdown

Average peak-to-trough decline

-15.59%

-3.10%

-12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

Volatility

SOLR vs. PBOG - Volatility Comparison


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Volatility by Period


SOLRPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

23.67%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

23.67%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

23.67%

-0.94%

SOLR vs. PBOG - Expense Ratio Comparison

SOLR has a 0.79% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

SOLR vs. PBOG - Dividend Comparison

SOLR's dividend yield for the trailing twelve months is around 0.56%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%
SOLR
SmartETFs Sustainable Energy II ETF
0.56%0.67%0.93%0.42%1.29%2.62%

Frequently Asked Questions


SOLR and PBOG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.79% for SOLR.

SOLR has the higher dividend yield at 0.56%, compared with 0.13% for PBOG.

SOLR is categorized as Energy Equities, while PBOG is Oil & Gas. They also come from different issuers: SmartETFs and Portfolio Building Blocks. Their fees differ too: 0.79% for SOLR and 0.13% for PBOG.

Portfolio Optimizer

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