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CPXR vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPXR vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Daily Target 2X Copper Index ETF (CPXR) 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, CPXR achieves a 21.61% return, which is significantly lower than USO's 103.67% return.


CPXR

1D
-5.10%
1M
21.98%
YTD
21.61%
6M
34.31%
1Y
37.97%
3Y*
5Y*
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)

CPXR vs. USO - Yearly Performance Comparison


2026 (YTD)2025
CPXR
USCF Daily Target 2X Copper Index ETF
21.61%36.03%
USO
United States Oil Fund LP
103.67%-14.01%

Correlation

The correlation between CPXR and USO is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

-0.01

The correlation between CPXR and USO shifts across timeframes, from -0.12 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CPXR vs. USO — Risk / Return Rank

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

CPXR
CPXR Risk / Return Rank: 2020
Overall Rank
CPXR Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CPXR Sortino Ratio Rank: 2121
Sortino Ratio Rank
CPXR Omega Ratio Rank: 2727
Omega Ratio Rank
CPXR Calmar Ratio Rank: 1919
Calmar Ratio Rank
CPXR Martin Ratio Rank: 1616
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.

CPXR vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Daily Target 2X Copper Index ETF (CPXR) 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.


CPXRUSODifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratioReturn relative to maximum drawdown

0.80

5.01

-4.21

Martin ratioReturn relative to average drawdown

1.47

9.42

-7.95

CPXR vs. USO - Sharpe Ratio Comparison

The current CPXR Sharpe Ratio is 0.55, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CPXR 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


CPXRUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.31

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.18

+0.83

Drawdowns

CPXR vs. USO - Drawdown Comparison

The maximum CPXR drawdown since its inception was -47.87%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CPXR and USO.


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Drawdown Indicators


CPXRUSODifference

Max Drawdown

Largest peak-to-trough decline

-47.87%

-98.19%

+50.32%

Max Drawdown (1Y)

Largest decline over 1 year

-47.87%

-20.39%

-27.48%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

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

-5.10%

-85.01%

+79.91%

Average Drawdown

Average peak-to-trough decline

-19.88%

-75.30%

+55.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.94%

10.82%

+15.12%

Volatility

CPXR vs. USO - Volatility Comparison

USCF Daily Target 2X Copper Index ETF (CPXR) has a higher volatility of 18.75% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that CPXR's price experiences larger fluctuations and is considered to be riskier 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


CPXRUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.75%

14.87%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

45.26%

38.23%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

68.77%

44.20%

+24.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.61%

36.06%

+32.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.61%

39.00%

+29.61%

CPXR vs. USO - Expense Ratio Comparison

CPXR has a 1.20% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

CPXR vs. USO - Dividend Comparison

CPXR's dividend yield for the trailing twelve months is around 0.58%, while USO has not paid dividends to shareholders.


PositionTTM2025
CPXR
USCF Daily Target 2X Copper Index ETF
0.58%0.70%
USO
United States Oil Fund LP
0.00%0.00%

Frequently Asked Questions


CPXR and USO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPXR has higher volatility (18.75%) compared to USO (14.87%). In terms of maximum drawdown, CPXR dropped -47.87% vs USO's -98.19%.

On 1-year performance, USO leads with 101.55% vs 37.97% for CPXR. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 14.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USO has performed better with a 101.55% return vs 37.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.20% for CPXR.

CPXR has the higher dividend yield at 0.58%, compared with 0.00% for USO.

CPXR is categorized as Leveraged Commodities, while USO is Oil & Gas. CPXR tracks SummerHaven Copper Index, while USO tracks Front Month Light Sweet Crude Oil. Their fees differ too: 1.20% for CPXR and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 0.55), 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

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