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DES vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DES vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) 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, DES achieves a 19.31% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, DES has underperformed UGA with an annualized return of 8.55%, while UGA has yielded a comparatively higher 14.31% annualized return.


DES

1D
0.66%
1M
3.24%
YTD
19.31%
6M
18.13%
1Y
28.95%
3Y*
15.80%
5Y*
7.19%
10Y*
8.55%

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)

DES vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DES
WisdomTree U.S. SmallCap Dividend Fund
19.31%0.25%9.93%16.50%-10.96%26.51%-4.26%20.26%-12.85%8.64%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between DES and UGA is -0.14, 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

-0.14

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

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2008

0.25

The correlation between DES and UGA shifts across timeframes, from -0.14 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DES vs. UGA — Risk / Return Rank

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

DES
DES Risk / Return Rank: 6161
Overall Rank
DES Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DES Sortino Ratio Rank: 5959
Sortino Ratio Rank
DES Omega Ratio Rank: 5252
Omega Ratio Rank
DES Calmar Ratio Rank: 7777
Calmar Ratio Rank
DES Martin Ratio Rank: 6363
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.

DES vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) 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.


DESUGADifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

3.80

3.17

+0.64

Martin ratioReturn relative to average drawdown

10.90

9.39

+1.51

DES vs. UGA - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 1.77, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DES 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

DES vs. UGA - Drawdown Comparison

The maximum DES drawdown since its inception was -65.48%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DES and UGA.


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Drawdown Indicators


DESUGADifference

Max Drawdown

Largest peak-to-trough decline

-65.48%

-86.59%

+21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-18.96%

+11.32%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-26.68%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-38.11%

+12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-45.65%

-75.89%

+30.24%

Current Drawdown

Current decline from peak

-0.97%

-18.05%

+17.08%

Average Drawdown

Average peak-to-trough decline

-9.66%

-36.69%

+27.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

6.43%

-3.77%

Volatility

DES vs. UGA - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.95%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that DES 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


DESUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

9.24%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

30.57%

-19.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

35.22%

-18.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

34.45%

-14.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

37.22%

-15.26%

DES vs. UGA - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

DES vs. UGA - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.31%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DES
WisdomTree U.S. SmallCap Dividend Fund
2.31%2.85%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.09%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DES and UGA have a correlation of -0.14, 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 DES (3.95%). In terms of maximum drawdown, DES dropped -65.48% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 8.55% for DES. On fees, DES is cheaper at 0.38% per year. On volatility, DES has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DES is cheaper with a 0.38% expense ratio, compared with 0.75% for UGA.

DES has the higher dividend yield at 2.31%, compared with 0.00% for UGA.

DES is categorized as Small Cap Blend Equities, while UGA is Oil & Gas. DES tracks WisdomTree SmallCap Dividend (TR), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: WisdomTree and Concierge Technologies. Their fees differ too: 0.38% for DES and 0.75% for UGA.

DES currently has the higher Sharpe Ratio (1.77 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 DES and UGA

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