SVAL vs. OILK
SVAL (iShares US Small Cap Value Factor ETF) and OILK (ProShares K-1 Free Crude Oil ETF) are both exchange-traded funds - SVAL is a Small Cap Value Equities fund tracking the Russell 2000 Focused Value Select Index, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. Both are passively managed. Over the past 5 years, SVAL returned 9.86%/yr vs 14.44%/yr for OILK. Their 0.17 correlation means their historical movements had little consistent relationship. SVAL charges 0.20%/yr vs 0.69%/yr for OILK.
Performance
SVAL vs. OILK - Performance Comparison
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Returns By Period
In the year-to-date period, SVAL achieves a 25.30% return, which is significantly lower than OILK's 52.43% return.
SVAL
- 1D
- 0.26%
- 1M
- 2.62%
- 6M
- 17.08%
- YTD
- 25.30%
- 1Y
- 43.73%
- 3Y*
- 16.07%
- 5Y*
- 9.86%
- 10Y*
- —
- ALL TIME*
- 17.62%
OILK
- 1D
- 0.57%
- 1M
- 12.53%
- 6M
- 35.52%
- YTD
- 52.43%
- 1Y
- 38.09%
- 3Y*
- 11.27%
- 5Y*
- 14.44%
- 10Y*
- —
- ALL TIME*
- 3.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.09M | $6.91M | $10.69M | |
| $620.93K | $633.76K | $608.86K |
SVAL vs. OILK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 25.30% | 8.23% | 7.54% | 12.27% | -10.15% | 33.18% | 29.82% |
OILK ProShares K-1 Free Crude Oil ETF | 52.43% | -11.86% | 8.18% | -0.97% | 27.57% | 63.71% | 27.29% |
Correlation
The correlation between SVAL and OILK is -0.24, 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. | -0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020 | 0.17 |
The correlation between SVAL and OILK shifts across timeframes, from -0.24 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SVAL vs. OILK — Risk / Return Rank
SVAL
OILK
SVAL vs. OILK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and ProShares K-1 Free Crude Oil 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.
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.
| SVAL | OILK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.20 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 1.61 | +2.98 |
| Martin ratioReturn relative to average drawdown | 15.49 | 4.54 | +10.95 |
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Drawdowns
SVAL vs. OILK - Drawdown Comparison
The maximum SVAL drawdown since its inception was -27.44%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for SVAL and OILK.
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Drawdown Indicators
| SVAL | OILK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -83.76% | +56.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -21.19% | +12.25% |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | -23.42% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -34.69% | +7.25% |
Current DrawdownCurrent decline from peak | -0.79% | -10.57% | +9.78% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -32.28% | +23.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 8.49% | -5.85% |
Volatility
SVAL vs. OILK - Volatility Comparison
The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 3.19%, while ProShares K-1 Free Crude Oil ETF (OILK) has a volatility of 11.31%. This indicates that SVAL 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
| SVAL | OILK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 11.31% | -8.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 25.98% | -14.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 30.21% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 30.46% | -8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.04% | 35.99% | -12.95% |
SVAL vs. OILK - Expense Ratio Comparison
SVAL has a 0.20% expense ratio, which is lower than OILK's 0.69% expense ratio.
Dividends
SVAL vs. OILK - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 2.04%, less than OILK's 8.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OILK ProShares K-1 Free Crude Oil ETF | 8.37% | 4.79% | 3.11% | 5.80% | 17.32% | 68.82% | 0.13% | 0.94% | 0.58% | 6.17% |
SVAL iShares US Small Cap Value Factor ETF | 2.04% | 2.33% | 1.82% | 2.25% | 2.09% | 2.33% | 0.28% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SVAL and OILK have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OILK has higher volatility (11.31%) compared to SVAL (3.19%). In terms of maximum drawdown, SVAL dropped -27.44% vs OILK's -83.76%.
On 5-year performance, OILK leads with 14.44% vs 9.86% for SVAL. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 3.19%. 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 14.44% return vs 9.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SVAL is cheaper with a 0.20% expense ratio, compared with 0.69% for OILK.
OILK has the higher dividend yield at 8.37%, compared with 2.04% for SVAL.
SVAL is categorized as Small Cap Value Equities, while OILK is Oil & Gas. SVAL tracks Russell 2000 Focused Value Select Index, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.20% for SVAL and 0.69% for OILK.
SVAL currently has the higher Sharpe Ratio (2.41 vs 1.13), 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.
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