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VCAR vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCAR vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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, VCAR achieves a 0.60% return, which is significantly lower than BNO's 90.47% return.


VCAR

1D
-2.63%
1M
23.98%
YTD
0.60%
6M
-18.80%
1Y
-14.28%
3Y*
33.50%
5Y*
14.14%
10Y*

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCAR vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
0.60%-14.73%152.27%58.33%-61.11%18.52%4.79%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%1.02%

Correlation

The correlation between VCAR and BNO 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 (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2020

0.02

The correlation between VCAR and BNO shifts across timeframes, from -0.17 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VCAR vs. BNO — Risk / Return Rank

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

VCAR
VCAR Risk / Return Rank: 77
Overall Rank
VCAR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VCAR Sortino Ratio Rank: 88
Sortino Ratio Rank
VCAR Omega Ratio Rank: 77
Omega Ratio Rank
VCAR Calmar Ratio Rank: 66
Calmar Ratio Rank
VCAR Martin Ratio Rank: 66
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
Martin Ratio Rank
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.

VCAR vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.


VCARBNODifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-2.71

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.26

5.17

-5.42

Martin ratioReturn relative to average drawdown

-0.46

9.76

-10.22

VCAR vs. BNO - Sharpe Ratio Comparison

The current VCAR Sharpe Ratio is -0.25, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VCAR 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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Sharpe Ratios by Period


VCARBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.23

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.69

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.05

Drawdowns

VCAR vs. BNO - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for VCAR and BNO.


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Drawdown Indicators


VCARBNODifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-87.06%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-56.12%

-17.87%

-38.25%

Max Drawdown (3Y)

Largest decline over 3 years

-56.12%

-23.75%

-32.37%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-33.70%

-35.41%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-37.58%

-10.29%

-27.29%

Average Drawdown

Average peak-to-trough decline

-37.70%

-40.17%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.22%

9.45%

+21.77%

Volatility

VCAR vs. BNO - Volatility Comparison

Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 24.38% compared to United States Brent Oil Fund LP (BNO) at 14.22%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier 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


VCARBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.38%

14.22%

+10.16%

Volatility (6M)

Calculated over the trailing 6-month period

41.08%

36.10%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

56.90%

41.46%

+15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.69%

35.38%

+15.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.02%

36.68%

+13.34%

VCAR vs. BNO - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than BNO's 0.90% expense ratio.


Dividends

VCAR vs. BNO - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 22.86%, while BNO has not paid dividends to shareholders.


PositionTTM2025202420232022
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
22.86%23.87%0.62%0.00%0.83%

Frequently Asked Questions


VCAR and BNO 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.

VCAR has higher volatility (24.38%) compared to BNO (14.22%). In terms of maximum drawdown, VCAR dropped -69.11% vs BNO's -87.06%.

On 5-year performance, BNO leads with 24.16% vs 14.14% for VCAR. On fees, BNO is cheaper at 0.90% per year. On volatility, BNO has been the lower-risk option at 14.22%. 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 24.16% return vs 14.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNO is cheaper with a 0.90% expense ratio, compared with 0.95% for VCAR.

VCAR has the higher dividend yield at 22.86%, compared with 0.00% for BNO.

VCAR is categorized as Consumer Discretionary Equities, while BNO is Oil & Gas. They also come from different issuers: Simplify and Concierge Technologies. Their fees differ too: 0.95% for VCAR and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs -0.25), 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

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