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CVLC vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVLC vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index ETF (CVLC) 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, CVLC achieves a 10.46% return, which is significantly lower than UGA's 64.09% return.


CVLC

1D
-1.42%
1M
0.19%
YTD
10.46%
6M
9.54%
1Y
26.31%
3Y*
20.91%
5Y*
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVLC vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF
10.46%16.13%24.20%19.04%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%-1.83%

Correlation

The correlation between CVLC and UGA is -0.25, 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

-0.25

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2023

-0.03

Over the past year, the inverse relationship between CVLC and UGA has strengthened: their correlation has moved from -0.03 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CVLC vs. UGA — Risk / Return Rank

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

CVLC
CVLC Risk / Return Rank: 6666
Overall Rank
CVLC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CVLC Sortino Ratio Rank: 6565
Sortino Ratio Rank
CVLC Omega Ratio Rank: 6464
Omega Ratio Rank
CVLC Calmar Ratio Rank: 6060
Calmar Ratio Rank
CVLC Martin Ratio Rank: 7171
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

CVLC vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) 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.


CVLCUGADifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

2.75

3.17

-0.42

Martin ratioReturn relative to average drawdown

12.34

9.39

+2.94

CVLC vs. UGA - Sharpe Ratio Comparison

The current CVLC Sharpe Ratio is 2.02, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CVLC 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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Drawdowns

CVLC vs. UGA - Drawdown Comparison

The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for CVLC and UGA.


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Drawdown Indicators


CVLCUGADifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-86.59%

+66.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-18.96%

+9.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-26.68%

+6.76%

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

-2.40%

-18.05%

+15.65%

Average Drawdown

Average peak-to-trough decline

-2.40%

-36.69%

+34.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

6.43%

-4.29%

Volatility

CVLC vs. UGA - Volatility Comparison

The current volatility for Calvert US Large-Cap Core Responsible Index ETF (CVLC) is 4.97%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that CVLC 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


CVLCUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

9.24%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

30.57%

-20.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

35.22%

-22.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

34.45%

-18.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

37.22%

-21.57%

CVLC vs. UGA - Expense Ratio Comparison

CVLC has a 0.15% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

CVLC vs. UGA - Dividend Comparison

CVLC's dividend yield for the trailing twelve months is around 0.93%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF
0.93%1.02%1.03%0.91%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVLC and UGA have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to CVLC (4.97%). In terms of maximum drawdown, CVLC dropped -19.92% vs UGA's -86.59%.

On 3-year performance, CVLC leads with 20.91% vs 18.95% for UGA. On fees, CVLC is cheaper at 0.15% per year. On volatility, CVLC has been the lower-risk option at 4.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CVLC has performed better with a 20.91% return vs 18.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CVLC is cheaper with a 0.15% expense ratio, compared with 0.75% for UGA.

CVLC has the higher dividend yield at 0.93%, compared with 0.00% for UGA.

CVLC is categorized as Large Cap Blend Equities, while UGA is Oil & Gas. CVLC tracks Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Calvert and Concierge Technologies. Their fees differ too: 0.15% for CVLC and 0.75% for UGA.

CVLC currently has the higher Sharpe Ratio (2.02 vs 1.73), 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 CVLC and UGA

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