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WISE vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WISE vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Generative Artificial Intelligence ETF (WISE) 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, WISE achieves a 11.03% return, which is significantly lower than BNO's 90.47% return.


WISE

1D
-3.13%
1M
11.81%
YTD
11.03%
6M
7.21%
1Y
36.46%
3Y*
5Y*
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)

WISE vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023
WISE
Themes Generative Artificial Intelligence ETF
11.03%5.88%40.45%7.55%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%1.34%

Correlation

The correlation between WISE and BNO is -0.21, 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

-0.21

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2023

-0.02

The correlation between WISE and BNO shifts across timeframes, from -0.21 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WISE vs. BNO — Risk / Return Rank

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

WISE
WISE Risk / Return Rank: 2727
Overall Rank
WISE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WISE Sortino Ratio Rank: 3030
Sortino Ratio Rank
WISE Omega Ratio Rank: 2929
Omega Ratio Rank
WISE Calmar Ratio Rank: 2323
Calmar Ratio Rank
WISE Martin Ratio Rank: 2121
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.

WISE vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Generative Artificial Intelligence ETF (WISE) 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.


WISEBNODifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

1.07

5.17

-4.09

Martin ratioReturn relative to average drawdown

2.58

9.76

-7.18

WISE vs. BNO - Sharpe Ratio Comparison

The current WISE Sharpe Ratio is 1.14, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of WISE 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


WISEBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.23

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.14

+0.64

Drawdowns

WISE vs. BNO - Drawdown Comparison

The maximum WISE drawdown since its inception was -39.15%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for WISE and BNO.


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Drawdown Indicators


WISEBNODifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-87.06%

+47.91%

Max Drawdown (1Y)

Largest decline over 1 year

-34.08%

-17.87%

-16.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-5.48%

-10.29%

+4.81%

Average Drawdown

Average peak-to-trough decline

-11.90%

-40.17%

+28.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.15%

9.45%

+4.70%

Volatility

WISE vs. BNO - Volatility Comparison

The current volatility for Themes Generative Artificial Intelligence ETF (WISE) is 10.83%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that WISE 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


WISEBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

14.22%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

36.10%

-11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

32.26%

41.46%

-9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.55%

35.38%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.55%

36.68%

-3.13%

WISE vs. BNO - Expense Ratio Comparison

WISE has a 0.35% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

WISE vs. BNO - Dividend Comparison

WISE's dividend yield for the trailing twelve months is around 3.71%, while BNO has not paid dividends to shareholders.


Frequently Asked Questions


WISE and BNO have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to WISE (10.83%). In terms of maximum drawdown, WISE dropped -39.15% vs BNO's -87.06%.

On 1-year performance, BNO leads with 91.89% vs 36.46% for WISE. On fees, WISE is cheaper at 0.35% per year. On volatility, WISE has been the lower-risk option at 10.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNO has performed better with a 91.89% return vs 36.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WISE is cheaper with a 0.35% expense ratio, compared with 0.90% for BNO.

WISE has the higher dividend yield at 3.71%, compared with 0.00% for BNO.

WISE is categorized as Technology Equities, while BNO is Oil & Gas. WISE tracks Solactive Generative Artificial Intelligence Index - Benchmark TR Gross, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: Themes and Concierge Technologies. Their fees differ too: 0.35% for WISE and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 1.14), 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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