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CRED vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRED vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Real Estate ETF (CRED) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRED achieves a 14.06% return, which is significantly lower than UGA's 70.69% return.


CRED

1D
1.68%
1M
1.59%
YTD
14.06%
6M
14.57%
1Y
10.40%
3Y*
9.71%
5Y*
10Y*

UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRED vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
CRED
Columbia Research Enhanced Real Estate ETF
14.06%-2.30%5.21%13.18%
UGA
United States Gasoline Fund LP
70.69%-2.00%3.77%4.73%

Correlation

The correlation between CRED and UGA is -0.16, 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

-0.16

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2023

-0.04

The correlation between CRED and UGA shifts across timeframes, from -0.16 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRED vs. UGA — Risk / Return Rank

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

CRED
CRED Risk / Return Rank: 2424
Overall Rank
CRED Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 2323
Sortino Ratio Rank
CRED Omega Ratio Rank: 2323
Omega Ratio Rank
CRED Calmar Ratio Rank: 2727
Calmar Ratio Rank
CRED Martin Ratio Rank: 2323
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
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.

CRED vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Real Estate ETF (CRED) 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.


CREDUGADifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.26

5.37

-4.11

Martin ratioReturn relative to average drawdown

2.84

12.86

-10.03

CRED vs. UGA - Sharpe Ratio Comparison

The current CRED Sharpe Ratio is 0.81, which is lower than the UGA Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CRED 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.


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Sharpe Ratios by Period


CREDUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.27

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.12

+0.47

Drawdowns

CRED vs. UGA - Drawdown Comparison

The maximum CRED drawdown since its inception was -17.59%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for CRED and UGA.


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Drawdown Indicators


CREDUGADifference

Max Drawdown

Largest peak-to-trough decline

-17.59%

-86.59%

+69.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-14.88%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.59%

-26.68%

+9.09%

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

-0.88%

-14.75%

+13.87%

Average Drawdown

Average peak-to-trough decline

-5.64%

-36.76%

+31.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

6.20%

-2.52%

Volatility

CRED vs. UGA - Volatility Comparison

The current volatility for Columbia Research Enhanced Real Estate ETF (CRED) is 4.05%, while United States Gasoline Fund LP (UGA) has a volatility of 11.64%. This indicates that CRED 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.


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Volatility by Period


CREDUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

11.64%

-7.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

30.48%

-21.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

35.27%

-22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

34.40%

-18.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

37.27%

-21.01%

CRED vs. UGA - Expense Ratio Comparison

CRED has a 0.33% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

CRED vs. UGA - Dividend Comparison

CRED's dividend yield for the trailing twelve months is around 4.46%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023
CRED
Columbia Research Enhanced Real Estate ETF
4.46%5.50%4.82%2.72%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRED and UGA have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.64%) compared to CRED (4.05%). In terms of maximum drawdown, CRED dropped -17.59% vs UGA's -86.59%.

On 3-year performance, UGA leads with 20.80% vs 9.71% for CRED. On fees, CRED is cheaper at 0.33% per year. On volatility, CRED has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UGA has performed better with a 20.80% return vs 9.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRED is cheaper with a 0.33% expense ratio, compared with 0.75% for UGA.

CRED has the higher dividend yield at 4.46%, compared with 0.00% for UGA.

CRED is categorized as REIT, while UGA is Oil & Gas. CRED tracks Beta Advantage Lionstone Research Enhanced REIT Index - Benchmark TR Gross, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Columbia and Concierge Technologies. Their fees differ too: 0.33% for CRED and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.27 vs 0.81), 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 CRED and UGA

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