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TDSC vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDSC vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 10 ETF (TDSC) 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, TDSC achieves a 9.77% return, which is significantly lower than BNO's 77.90% return.


TDSC

1D
-0.09%
1M
-0.14%
6M
6.11%
YTD
9.77%
1Y
16.85%
3Y*
9.32%
5Y*
2.42%
10Y*
ALL TIME*
3.70%

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
$120.89K$454.17K$283.51K

TDSC vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDSC
Cabana Target Drawdown 10 ETF
9.77%6.56%7.10%7.63%-19.67%14.81%-0.50%
BNO
United States Brent Oil Fund LP
77.90%-5.44%9.67%-3.43%35.25%62.34%18.93%

Correlation

The correlation between TDSC and BNO is -0.11, 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.

-0.11

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

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.09

The correlation between TDSC and BNO shifts across timeframes, from -0.11 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDSC vs. BNO — Risk / Return Rank

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

TDSC
TDSC Risk / Return Rank: 7878
Overall Rank
TDSC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TDSC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDSC Omega Ratio Rank: 7474
Omega Ratio Rank
TDSC Calmar Ratio Rank: 8282
Calmar Ratio Rank
TDSC Martin Ratio Rank: 8181
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.

TDSC vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) 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.


TDSCBNODifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

3.02

1.70

+1.32

Martin ratioReturn relative to average drawdown

10.78

5.15

+5.63

TDSC vs. BNO - Sharpe Ratio Comparison

The current TDSC Sharpe Ratio is 1.73, which is higher than the BNO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of TDSC 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

TDSC vs. BNO - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for TDSC and BNO.


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Drawdown Indicators


TDSCBNODifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-87.06%

+65.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-34.46%

+29.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.24%

-34.46%

+20.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-34.46%

+12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-1.77%

-16.21%

+14.44%

Average Drawdown

Average peak-to-trough decline

-9.17%

-39.99%

+30.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

11.86%

-10.36%

Volatility

TDSC vs. BNO - Volatility Comparison

The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 2.16%, while United States Brent Oil Fund LP (BNO) has a volatility of 17.47%. This indicates that TDSC 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


TDSCBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

17.47%

-15.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

40.96%

-33.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

44.54%

-35.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

36.41%

-26.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.23%

36.98%

-26.75%

TDSC vs. BNO - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

TDSC vs. BNO - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 1.61%, while BNO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDSC
Cabana Target Drawdown 10 ETF
1.61%2.92%2.06%2.06%1.76%1.11%0.54%

Frequently Asked Questions


TDSC and BNO have a correlation of -0.11, 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 TDSC (2.16%). In terms of maximum drawdown, TDSC dropped -21.51% vs BNO's -87.06%.

On 5-year performance, BNO leads with 20.89% vs 2.42% for TDSC. On fees, TDSC is cheaper at 0.69% per year. On volatility, TDSC has been the lower-risk option at 2.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 20.89% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDSC is cheaper with a 0.69% expense ratio, compared with 1.00% for BNO.

TDSC has the higher dividend yield at 1.61%, compared with 0.00% for BNO.

TDSC is categorized as Tactical Allocation, while BNO is Oil & Gas. They also come from different issuers: Exchange Traded Concepts and USCF. Their fees differ too: 0.69% for TDSC and 1.00% for BNO.

TDSC currently has the higher Sharpe Ratio (1.73 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 TDSC and BNO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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