PortfoliosLab logoPortfoliosLab logo
BPAY vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BPAY vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Future Financial and Technology ETF (BPAY) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BPAY achieves a -10.58% return, which is significantly lower than USO's 97.72% return.


BPAY

1D
2.12%
1M
-1.68%
YTD
-10.58%
6M
-13.16%
1Y
-9.61%
3Y*
9.60%
5Y*
10Y*

USO

1D
-2.92%
1M
-5.15%
YTD
97.72%
6M
91.54%
1Y
97.20%
3Y*
28.78%
5Y*
23.67%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BPAY vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BPAY
BlackRock Future Financial and Technology ETF
-10.58%8.54%17.28%13.19%-16.39%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-4.94%-5.52%

Correlation

The correlation between BPAY and USO is -0.22, 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

-0.22

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2022

0.08

The correlation between BPAY and USO shifts across timeframes, from -0.22 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BPAY vs. USO — Risk / Return Rank

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

BPAY
BPAY Risk / Return Rank: 66
Overall Rank
BPAY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BPAY Sortino Ratio Rank: 66
Sortino Ratio Rank
BPAY Omega Ratio Rank: 66
Omega Ratio Rank
BPAY Calmar Ratio Rank: 66
Calmar Ratio Rank
BPAY Martin Ratio Rank: 66
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6161
Sortino Ratio Rank
USO Omega Ratio Rank: 6262
Omega Ratio Rank
USO Calmar Ratio Rank: 8686
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.

BPAY vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Future Financial and Technology ETF (BPAY) 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.


BPAYUSODifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

0.96

1.37

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.29

4.79

-5.08

Martin ratioReturn relative to average drawdown

-0.56

9.00

-9.56

BPAY vs. USO - Sharpe Ratio Comparison

The current BPAY Sharpe Ratio is -0.37, which is lower than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BPAY 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.


Loading charts...

Sharpe Ratios by Period


BPAYUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

2.21

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.18

+0.26

Drawdowns

BPAY vs. USO - Drawdown Comparison

The maximum BPAY drawdown since its inception was -33.62%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for BPAY and USO.


Loading charts...

Drawdown Indicators


BPAYUSODifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-98.19%

+64.57%

Max Drawdown (1Y)

Largest decline over 1 year

-33.62%

-20.39%

-13.23%

Max Drawdown (3Y)

Largest decline over 3 years

-33.62%

-26.05%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-24.46%

-85.45%

+60.99%

Average Drawdown

Average peak-to-trough decline

-10.55%

-75.30%

+64.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.05%

10.84%

+6.21%

Volatility

BPAY vs. USO - Volatility Comparison

The current volatility for BlackRock Future Financial and Technology ETF (BPAY) is 7.26%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that BPAY 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.


Loading charts...

Volatility by Period


BPAYUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

14.97%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.84%

38.35%

-19.51%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

44.32%

-18.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.36%

36.09%

-11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.36%

39.00%

-14.64%

BPAY vs. USO - Expense Ratio Comparison

BPAY has a 0.70% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

BPAY vs. USO - Dividend Comparison

BPAY's dividend yield for the trailing twelve months is around 7.25%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022
BPAY
BlackRock Future Financial and Technology ETF
7.25%6.49%0.48%1.18%0.18%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BPAY and USO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.97%) compared to BPAY (7.26%). In terms of maximum drawdown, BPAY dropped -33.62% vs USO's -98.19%.

On 3-year performance, USO leads with 28.78% vs 9.60% for BPAY. On fees, BPAY is cheaper at 0.70% per year. On volatility, BPAY has been the lower-risk option at 7.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 28.78% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BPAY is cheaper with a 0.70% expense ratio, compared with 0.86% for USO.

BPAY has the higher dividend yield at 7.25%, compared with 0.00% for USO.

BPAY is categorized as Financials Equities, while USO is Oil & Gas. They also come from different issuers: BlackRock and USCF. Their fees differ too: 0.70% for BPAY and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.21 vs -0.37), 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

Find the right allocation for BPAY and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer