PortfoliosLab logoPortfoliosLab logo
CA vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CA vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers California Municipal Bond ETF (CA) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CA achieves a 1.20% return, which is significantly lower than UGA's 93.12% return.


CA

1D
0.00%
1M
0.00%
6M
0.89%
YTD
1.20%
1Y
6.72%
3Y*
5Y*
10Y*
ALL TIME*
2.51%

UGA

1D
-3.26%
1M
18.59%
6M
82.28%
YTD
93.12%
1Y
94.84%
3Y*
17.87%
5Y*
26.58%
10Y*
18.10%
ALL TIME*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$4.72K
$4.73M$4.69M$4.99M

CA vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
CA
Xtrackers California Municipal Bond ETF
1.20%3.05%1.51%0.79%
UGA
United States Gasoline Fund LP
93.12%-2.00%3.77%3.46%

Correlation

The correlation between CA and UGA is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

-0.15

The correlation between CA and UGA shifts across timeframes, from -0.26 (1 year) to -0.15 (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

CA vs. UGA — Risk / Return Rank

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

CA
CA Risk / Return Rank: 8888
Overall Rank
CA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CA Sortino Ratio Rank: 9696
Sortino Ratio Rank
CA Omega Ratio Rank: 9797
Omega Ratio Rank
CA Calmar Ratio Rank: 7373
Calmar Ratio Rank
CA Martin Ratio Rank: 7676
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 9191
Overall Rank
UGA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 9090
Sortino Ratio Rank
UGA Omega Ratio Rank: 8989
Omega Ratio Rank
UGA Calmar Ratio Rank: 9393
Calmar Ratio Rank
UGA Martin Ratio Rank: 8787
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.

CA vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers California Municipal Bond ETF (CA) and United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAUGADifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.75

1.40

+0.35

Calmar ratioReturn relative to maximum drawdown

2.63

4.69

-2.07

Martin ratioReturn relative to average drawdown

9.55

13.03

-3.47

CA vs. UGA - Sharpe Ratio Comparison

The current CA Sharpe Ratio is 2.84, which is comparable to the UGA Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of CA and UGA, 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...

Drawdowns

CA vs. UGA - Drawdown Comparison

The maximum CA drawdown since its inception was -5.24%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for CA and UGA.


Loading charts...

Drawdown Indicators


CAUGADifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-86.59%

+81.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-20.32%

+17.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.75%

-4.62%

+3.87%

Average Drawdown

Average peak-to-trough decline

-1.24%

-36.56%

+35.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

7.31%

-6.61%

Volatility

CA vs. UGA - Volatility Comparison

The current volatility for Xtrackers California Municipal Bond ETF (CA) is 0.00%, while United States Gasoline Fund LP (UGA) has a volatility of 10.79%. This indicates that CA experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CAUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

10.79%

-10.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

31.83%

-30.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

36.16%

-33.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

34.58%

-30.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.87%

37.26%

-33.39%

CA vs. UGA - Expense Ratio Comparison

CA has a 0.20% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

CA vs. UGA - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 2.69%, while UGA has not paid dividends to shareholders.


PositionTTM20252024
CA
Xtrackers California Municipal Bond ETF
2.69%3.14%3.03%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%

Frequently Asked Questions


CA and UGA have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (10.79%) compared to CA (0.00%). In terms of maximum drawdown, CA dropped -5.24% vs UGA's -86.59%.

On 1-year performance, UGA leads with 94.84% vs 6.72% for CA. On fees, CA is cheaper at 0.20% per year. On volatility, CA has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UGA has performed better with a 94.84% return vs 6.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CA is cheaper with a 0.20% expense ratio, compared with 0.75% for UGA.

CA has the higher dividend yield at 2.69%, compared with 0.00% for UGA.

CA is categorized as Municipal Bonds, while UGA is Oil & Gas. CA tracks ICE AMT-Free Broad Liquid California Municipal Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Xtrackers and Concierge Technologies. Their fees differ too: 0.20% for CA and 0.75% for UGA.

CA currently has the higher Sharpe Ratio (2.84 vs 2.64), 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 CA and UGA

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