BNO vs EFAA
Comparison between United States Brent Crude Oil Fund (BNO, ETF) and Invesco MSCI EAFE Income Advantage ETF (EFAA, ETF).
BNO vs EFAA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
BNO
$615M
Winner
EFAA
$619M
Expense Ratio
BNO
1.15%
Winner
EFAA
0.39%
Max Drawdown
BNO
87.06%
Winner
EFAA
14.15%
Sharpe Ratio
Winner
BNO
1.33
EFAA
1.12
5Y Beta
Winner
BNO
-0.10
EFAA
0.56
BNO vs EFAA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
BNO
+6.14%
EFAA
+3.26%
3M
BNO
+1.11%
Winner
EFAA
+4.80%
6M
Winner
BNO
+48.55%
EFAA
+4.80%
1Y
Winner
BNO
+71.23%
EFAA
+18.36%
5Y(CAGR)
BNO
+22.54%
EFAA
N/A
10Y(CAGR)
BNO
+13.44%
EFAA
N/A
Max(CAGR)
BNO
+4.43%
Winner
EFAA
+15.46%
BNO vs EFAA - Annual Returns (2010 - 2026)
Returns include dividend reinvestment.
| Year | BNO | EFAA |
|---|---|---|
| 2026 | +83.04% | +10.61% |
| 2025 | -7.57% | +25.92% |
| 2024 | +10.93% | -3.31% |
| 2023 | +0.66% | N/A |
| 2022 | +33.65% | N/A |
| 2021 | +65.43% | N/A |
| 2020 | -38.58% | N/A |
| 2019 | +34.00% | N/A |
| 2018 | -15.30% | N/A |
| 2017 | +17.61% | N/A |
| 2016 | +27.90% | N/A |
| 2015 | -44.41% | N/A |
| 2014 | -46.69% | N/A |
| 2013 | +7.52% | N/A |
| 2012 | +5.34% | N/A |
| 2011 | +17.93% | N/A |
| 2010 | +22.02% | N/A |
BNO vs EFAA Drawdown Comparison
The maximum drawdown for BNO was -87.06%, occurring on Apr 28, 2020. Recovery took 2949 trading sessions.
The maximum drawdown for EFAA was -11.98%, occurring on Apr 8, 2025. Recovery took 28 trading sessions.
The current BNO drawdown is -14.00%. The current EFAA drawdown is -0.44%.
| Rank | BNO | EFAA |
|---|---|---|
| #1 | -87.06% Jun 19, 2014 - Mar 12, 2026 | -11.98% Mar 19, 2025 - Apr 29, 2025 |
| #2 | -34.46% May 4, 2026 - Jul 1, 2026 | -10.14% Feb 25, 2026 - Jun 15, 2026 |
| #3 | -28.37% Mar 1, 2012 - Feb 13, 2013 | -7.01% Sep 26, 2024 - Mar 5, 2025 |
| #4 | -19.87% Apr 8, 2011 - Feb 21, 2012 | -5.53% Jul 17, 2024 - Aug 19, 2024 |
| #5 | -16.83% Apr 6, 2026 - Apr 28, 2026 | -4.46% Nov 12, 2025 - Dec 10, 2025 |
| #6 | -16.52% Feb 14, 2013 - Aug 28, 2013 | -3.56% Jul 23, 2025 - Aug 13, 2025 |
| #7 | -12.43% Aug 4, 2010 - Oct 1, 2010 | -2.83% Aug 30, 2024 - Sep 19, 2024 |
| #8 | -9.52% Mar 20, 2026 - Mar 30, 2026 | -2.23% Oct 6, 2025 - Oct 20, 2025 |
| #9 | -8.93% Jun 17, 2010 - Aug 2, 2010 | -1.96% Jul 2, 2025 - Jul 23, 2025 |
| #10 | -8.65% Aug 28, 2013 - Jun 12, 2014 | -1.95% Jun 12, 2025 - Jun 26, 2025 |
| #11 | -6.80% Nov 10, 2010 - Dec 2, 2010 | -1.92% Aug 22, 2025 - Sep 11, 2025 |
| #12 | -6.78% Mar 30, 2026 - Apr 2, 2026 | -1.78% Mar 5, 2025 - Mar 17, 2025 |
| #13 | -6.44% Mar 2, 2011 - Mar 31, 2011 | -1.74% Jul 6, 2026 - Jul 30, 2026 |
| #14 | -5.03% Oct 6, 2010 - Nov 4, 2010 | -1.68% Oct 28, 2025 - Nov 10, 2025 |
| #15 | -4.41% Jun 3, 2010 - Jun 10, 2010 | -1.57% Jun 18, 2026 - Jul 2, 2026 |
Correlation
Correlation between BNO and EFAA is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.69
-101
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