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BDEC vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDEC vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - December (BDEC) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDEC achieves a 7.48% return, which is significantly lower than USO's 103.67% return.


BDEC

1D
-0.25%
1M
3.22%
YTD
7.48%
6M
7.80%
1Y
21.54%
3Y*
15.01%
5Y*
10.16%
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDEC vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BDEC
Innovator U.S. Equity Buffer ETF - December
7.48%14.96%12.71%19.86%-9.42%15.45%13.39%2.40%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%9.77%

Correlation

The correlation between BDEC and USO is -0.32, 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

-0.32

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

-0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2019

0.12

The correlation between BDEC and USO shifts across timeframes, from -0.32 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BDEC vs. USO — Risk / Return Rank

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

BDEC
BDEC Risk / Return Rank: 7676
Overall Rank
BDEC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BDEC Sortino Ratio Rank: 7777
Sortino Ratio Rank
BDEC Omega Ratio Rank: 7979
Omega Ratio Rank
BDEC Calmar Ratio Rank: 6767
Calmar Ratio Rank
BDEC Martin Ratio Rank: 8080
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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.

BDEC vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - December (BDEC) and United States Oil Fund LP (USO). 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.


BDECUSODifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.47

1.38

+0.09

Calmar ratioReturn relative to maximum drawdown

3.32

5.01

-1.69

Martin ratioReturn relative to average drawdown

15.88

9.42

+6.46

BDEC vs. USO - Sharpe Ratio Comparison

The current BDEC Sharpe Ratio is 2.47, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BDEC and USO, 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


BDECUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

2.31

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.68

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.18

+0.98

Drawdowns

BDEC vs. USO - Drawdown Comparison

The maximum BDEC drawdown since its inception was -25.60%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for BDEC and USO.


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Drawdown Indicators


BDECUSODifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-98.19%

+72.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-20.39%

+13.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-26.05%

+12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-36.23%

+19.79%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-0.25%

-85.01%

+84.76%

Average Drawdown

Average peak-to-trough decline

-3.05%

-75.30%

+72.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

10.82%

-9.46%

Volatility

BDEC vs. USO - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - December (BDEC) is 1.53%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that BDEC experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDECUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

14.87%

-13.34%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

38.23%

-31.89%

Volatility (1Y)

Calculated over the trailing 1-year period

8.78%

44.20%

-35.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.96%

36.06%

-24.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

39.00%

-24.73%

BDEC vs. USO - Expense Ratio Comparison

BDEC has a 0.79% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

BDEC vs. USO - Dividend Comparison

Neither BDEC nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BDEC and USO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to BDEC (1.53%). In terms of maximum drawdown, BDEC dropped -25.60% vs USO's -98.19%.

On 5-year performance, USO leads with 24.41% vs 10.16% for BDEC. On fees, BDEC is cheaper at 0.79% per year. On volatility, BDEC has been the lower-risk option at 1.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 24.41% return vs 10.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDEC is cheaper with a 0.79% expense ratio, compared with 0.86% for USO.

BDEC and USO have nearly identical dividend yields, around 0.00%.

BDEC is categorized as Defined Outcome, while USO is Oil & Gas. BDEC tracks Cboe S&P 500 Buffer Protect Index December, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Innovator and USCF. Their fees differ too: 0.79% for BDEC and 0.86% for USO.

BDEC currently has the higher Sharpe Ratio (2.47 vs 2.31), 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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