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DGIN vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGIN vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Digital India ETF (DGIN) 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, DGIN achieves a -16.15% return, which is significantly lower than USO's 97.72% return.


DGIN

1D
1.56%
1M
1.37%
YTD
-16.15%
6M
-17.49%
1Y
-17.11%
3Y*
5.31%
5Y*
10Y*

USO

1D
-2.92%
1M
-5.15%
YTD
97.72%
6M
91.54%
1Y
97.20%
3Y*
28.78%
5Y*
23.67%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGIN vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
DGIN
VanEck Digital India ETF
-16.15%-6.00%22.56%30.30%-21.84%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-4.94%9.26%

Correlation

The correlation between DGIN and USO is -0.32, 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

-0.32

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

-0.01

Over the past year, the inverse relationship between DGIN and USO has strengthened: their correlation has moved from -0.01 to -0.32, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DGIN vs. USO — Risk / Return Rank

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

DGIN
DGIN Risk / Return Rank: 33
Overall Rank
DGIN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DGIN Sortino Ratio Rank: 22
Sortino Ratio Rank
DGIN Omega Ratio Rank: 22
Omega Ratio Rank
DGIN Calmar Ratio Rank: 44
Calmar Ratio Rank
DGIN Martin Ratio Rank: 33
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6161
Sortino Ratio Rank
USO Omega Ratio Rank: 6262
Omega Ratio Rank
USO Calmar Ratio Rank: 8686
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.

DGIN vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital India ETF (DGIN) 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.


DGINUSODifference
Sharpe ratioReturn per unit of total volatility

-3.14

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

0.86

1.37

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.56

4.79

-5.36

Martin ratioReturn relative to average drawdown

-1.22

9.00

-10.22

DGIN vs. USO - Sharpe Ratio Comparison

The current DGIN Sharpe Ratio is -0.94, which is lower than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DGIN 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


DGINUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

2.21

-3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.18

+0.16

Drawdowns

DGIN vs. USO - Drawdown Comparison

The maximum DGIN drawdown since its inception was -33.65%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for DGIN and USO.


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Drawdown Indicators


DGINUSODifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-98.19%

+64.54%

Max Drawdown (1Y)

Largest decline over 1 year

-30.49%

-20.39%

-10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

-26.05%

-7.60%

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

-24.87%

-85.45%

+60.58%

Average Drawdown

Average peak-to-trough decline

-13.30%

-75.30%

+62.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.01%

10.84%

+3.17%

Volatility

DGIN vs. USO - Volatility Comparison

The current volatility for VanEck Digital India ETF (DGIN) is 6.26%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that DGIN experiences smaller price fluctuations and is considered to be less risky 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


DGINUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

14.97%

-8.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

38.35%

-22.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

44.32%

-25.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

36.09%

-17.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

39.00%

-20.10%

DGIN vs. USO - Expense Ratio Comparison

DGIN has a 0.76% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

DGIN vs. USO - Dividend Comparison

DGIN's dividend yield for the trailing twelve months is around 2.27%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022
DGIN
VanEck Digital India ETF
2.27%1.90%0.00%0.24%0.97%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGIN and USO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.97%) compared to DGIN (6.26%). In terms of maximum drawdown, DGIN dropped -33.65% vs USO's -98.19%.

On 3-year performance, USO leads with 28.78% vs 5.31% for DGIN. On fees, DGIN is cheaper at 0.76% per year. On volatility, DGIN has been the lower-risk option at 6.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 28.78% return vs 5.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGIN is cheaper with a 0.76% expense ratio, compared with 0.86% for USO.

DGIN has the higher dividend yield at 2.27%, compared with 0.00% for USO.

DGIN is categorized as Asia Pacific Equities, while USO is Oil & Gas. DGIN tracks MVIS Digital India, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: VanEck and USCF. Their fees differ too: 0.76% for DGIN and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.21 vs -0.94), 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 DGIN and USO

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