UTHY vs. CRAK
UTHY (US Treasury 30 Year Bond ETF) and CRAK (VanEck Oil Refiners ETF) are both exchange-traded funds - UTHY is a Government Bonds fund tracking the ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross, while CRAK is a Energy Equities fund tracking the MVIS Global Oil Refiners Index. Both are passively managed. Over the past 3 years, UTHY returned -2.16%/yr vs 22.78%/yr for CRAK. At a 0.02 correlation, their price movements are largely independent. UTHY charges 0.15%/yr vs 0.62%/yr for CRAK.
Performance
UTHY vs. CRAK - Performance Comparison
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Returns By Period
In the year-to-date period, UTHY achieves a -0.35% return, which is significantly lower than CRAK's 33.23% return.
UTHY
- 1D
- -0.33%
- 1M
- 0.79%
- YTD
- -0.35%
- 6M
- -1.86%
- 1Y
- 4.46%
- 3Y*
- -2.16%
- 5Y*
- —
- 10Y*
- —
CRAK
- 1D
- 0.56%
- 1M
- -1.83%
- YTD
- 33.23%
- 6M
- 27.96%
- 1Y
- 67.58%
- 3Y*
- 22.78%
- 5Y*
- 13.54%
- 10Y*
- 13.28%
UTHY vs. CRAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UTHY US Treasury 30 Year Bond ETF | -0.35% | 3.47% | -8.07% | -2.67% |
CRAK VanEck Oil Refiners ETF | 33.23% | 39.11% | -15.05% | 13.55% |
Correlation
The correlation between UTHY and CRAK is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2023 | 0.02 |
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Return for Risk
UTHY vs. CRAK — Risk / Return Rank
UTHY
CRAK
UTHY vs. CRAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) and VanEck Oil Refiners ETF (CRAK). 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.
| UTHY | CRAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.62 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 7.93 | -7.32 |
| Martin ratioReturn relative to average drawdown | 1.54 | 22.48 | -20.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UTHY | CRAK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 3.70 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.54 | -0.72 |
Drawdowns
UTHY vs. CRAK - Drawdown Comparison
The maximum UTHY drawdown since its inception was -21.86%, smaller than the maximum CRAK drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for UTHY and CRAK.
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Drawdown Indicators
| UTHY | CRAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.86% | -58.80% | +36.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -8.57% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | -35.61% | +17.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.80% | — |
Current DrawdownCurrent decline from peak | -11.44% | -3.81% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -12.50% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.02% | -0.11% |
Volatility
UTHY vs. CRAK - Volatility Comparison
The current volatility for US Treasury 30 Year Bond ETF (UTHY) is 2.72%, while VanEck Oil Refiners ETF (CRAK) has a volatility of 6.74%. This indicates that UTHY experiences smaller price fluctuations and is considered to be less risky than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTHY | CRAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 6.74% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.21% | 14.27% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.41% | 18.35% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 20.61% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 22.16% | -8.51% |
UTHY vs. CRAK - Expense Ratio Comparison
UTHY has a 0.15% expense ratio, which is lower than CRAK's 0.62% expense ratio.
Dividends
UTHY vs. CRAK - Dividend Comparison
UTHY's dividend yield for the trailing twelve months is around 4.64%, more than CRAK's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRAK VanEck Oil Refiners ETF | 1.51% | 2.02% | 5.60% | 3.65% | 3.08% | 2.40% | 2.64% | 1.49% | 2.42% | 1.66% | 3.42% | 0.47% |
UTHY US Treasury 30 Year Bond ETF | 4.64% | 4.53% | 4.58% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UTHY and CRAK have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRAK has higher volatility (6.74%) compared to UTHY (2.72%). In terms of maximum drawdown, UTHY dropped -21.86% vs CRAK's -58.80%.
On 3-year performance, CRAK leads with 22.78% vs -2.16% for UTHY. On fees, UTHY is cheaper at 0.15% per year. On volatility, UTHY has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CRAK has performed better with a 22.78% return vs -2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UTHY is cheaper with a 0.15% expense ratio, compared with 0.62% for CRAK.
UTHY has the higher dividend yield at 4.64%, compared with 1.51% for CRAK.
UTHY is categorized as Government Bonds, while CRAK is Energy Equities. UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross, while CRAK tracks MVIS Global Oil Refiners Index. They also come from different issuers: US Benchmark Series and VanEck. Their fees differ too: 0.15% for UTHY and 0.62% for CRAK.
CRAK currently has the higher Sharpe Ratio (3.70 vs 0.48), 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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