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ISIN
US91288X1090
CUSIP
91288X109
Inception Date
Nov 18, 2009
Category
Oil & Gas
Leveraged
1x (No leverage)
Index Tracked
12 Month Natural Gas
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$11M

Share Price Chart


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Performance

UNL Performance Chart

United States 12 Month Natural Gas Fund LP (UNL) is down 11.0% since the beginning of the year. UNL is currently trading at $7 per share. Investors who bought $1,000 worth of UNL shares 5 years ago would now be looking at an investment worth $743.


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S&P 500 Index

Returns By Period

United States 12 Month Natural Gas Fund LP (UNL) has returned -11.00% so far this year and -28.37% over the past 12 months. Over the last ten years, UNL has returned -3.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


United States 12 Month Natural Gas Fund LP

1D
1.21%
1M
-1.96%
YTD
-11.00%
6M
-23.47%
1Y
-28.37%
3Y*
-14.70%
5Y*
-5.77%
10Y*
-3.81%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNL Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2010, UNL's average daily return is -0.03%, while the average monthly return is -0.68%.

Historically, 43% of months were positive and 57% were negative. The best month was Jul 2022 with a return of +34.1%, while the worst month was Jun 2022 at -27.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 11 months.

On a daily basis, UNL closed higher 48% of trading days. The best single day was Jul 7, 2022 with a return of +9.5%, while the worst single day was Feb 2, 2026 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.75%-20.71%0.15%-5.80%1.38%-0.33%-11.00%
20251.10%15.74%7.22%-12.49%-3.01%0.14%-7.60%-2.98%-0.26%3.59%1.70%-10.08%-9.67%
2024-1.52%-4.73%-3.85%1.29%3.95%1.35%-10.41%-1.89%8.54%-12.06%10.39%6.80%-4.78%
2023-21.24%-2.14%-12.80%-1.64%-7.03%8.83%-1.81%0.40%-4.22%7.80%-18.33%-10.44%-50.20%
202228.46%-5.22%25.93%25.10%10.72%-27.44%34.11%14.24%-20.31%-4.54%7.98%-24.20%47.01%
20214.87%4.65%-5.28%6.81%0.98%19.62%6.91%8.15%23.28%-1.65%-7.43%-11.27%54.42%

Benchmark Metrics

United States 12 Month Natural Gas Fund LP has an annualized alpha of -9.41%, beta of 0.12, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 05, 2010.

  • This ETF participated in 77.23% of S&P 500 Index downside but only -7.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-9.41%
Beta
0.12
0.00
Upside Capture
-7.29%
Downside Capture
77.23%

Expense Ratio

UNL has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

UNL ranks 3 for risk / return — in the bottom 3% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


UNL Risk / Return Rank: 33
Overall Rank
UNL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 22
Calmar Ratio Rank
UNL Martin Ratio Rank: 33
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for United States 12 Month Natural Gas Fund LP (UNL) and compare them to S&P 500 Index.


UNLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.04

Sortino ratioReturn per unit of downside risk

-4.05

Omega ratioGain probability vs. loss probability

0.87

1.41

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.81

2.93

-3.74

Martin ratioReturn relative to average drawdown

-1.30

13.52

-14.82

Dividends

Dividend History


United States 12 Month Natural Gas Fund LP doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the United States 12 Month Natural Gas Fund LP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the United States 12 Month Natural Gas Fund LP was 89.00%, occurring on May 26, 2026. The portfolio has not yet recovered.

The current United States 12 Month Natural Gas Fund LP drawdown is 88.37%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-89.00%May 2026
16y 4mo
16y 5moJan 2010 - now
2010 pullback2010
-2.92%Jan 2010
0s1d
1dJan 2010 - Jan 2010

Drawdown Indicators


UNLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-56.78%

-32.22%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

-9.10%

-26.01%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-18.90%

-29.26%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

-25.43%

-52.69%

Max Drawdown (10Y)

Largest decline over 10 years

-78.12%

-33.92%

-44.20%

Current Drawdown

Current decline from peak

-88.37%

-0.74%

-87.63%

Average Drawdown

Average peak-to-trough decline

-73.36%

-10.72%

-62.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

1.97%

+19.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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