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DIVZ vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVZ vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opal Dividend Income ETF (DIVZ) 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, DIVZ achieves a 3.10% return, which is significantly lower than UGA's 75.49% return.


DIVZ

1D
-0.26%
1M
-0.16%
YTD
3.10%
6M
3.41%
1Y
10.40%
3Y*
15.03%
5Y*
8.36%
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVZ vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DIVZ
Opal Dividend Income ETF
3.10%16.72%18.44%-0.51%3.51%19.74%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%51.09%

Correlation

The correlation between DIVZ and UGA is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

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

0.07

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.21

The correlation between DIVZ and UGA shifts across timeframes, from -0.05 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DIVZ vs. UGA — Risk / Return Rank

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

DIVZ
DIVZ Risk / Return Rank: 3131
Overall Rank
DIVZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DIVZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
DIVZ Omega Ratio Rank: 2828
Omega Ratio Rank
DIVZ Calmar Ratio Rank: 3636
Calmar Ratio Rank
DIVZ Martin Ratio Rank: 3030
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

DIVZ vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opal Dividend Income ETF (DIVZ) 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.


DIVZUGADifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.79

5.47

-3.68

Martin ratioReturn relative to average drawdown

4.44

13.25

-8.81

DIVZ vs. UGA - Sharpe Ratio Comparison

The current DIVZ Sharpe Ratio is 1.13, which is lower than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DIVZ 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


DIVZUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.32

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.73

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.12

+0.77

Drawdowns

DIVZ vs. UGA - Drawdown Comparison

The maximum DIVZ drawdown since its inception was -15.42%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DIVZ and UGA.


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Drawdown Indicators


DIVZUGADifference

Max Drawdown

Largest peak-to-trough decline

-15.42%

-86.59%

+71.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-14.88%

+9.05%

Max Drawdown (3Y)

Largest decline over 3 years

-9.52%

-26.68%

+17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-38.11%

+22.69%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-4.50%

-12.35%

+7.85%

Average Drawdown

Average peak-to-trough decline

-3.49%

-36.76%

+33.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

6.13%

-3.78%

Volatility

DIVZ vs. UGA - Volatility Comparison

The current volatility for Opal Dividend Income ETF (DIVZ) is 3.33%, while United States Gasoline Fund LP (UGA) has a volatility of 11.66%. This indicates that DIVZ 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


DIVZUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

11.66%

-8.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

30.41%

-23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

35.14%

-25.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

34.38%

-21.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

37.27%

-24.70%

DIVZ vs. UGA - Expense Ratio Comparison

DIVZ has a 0.65% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

DIVZ vs. UGA - Dividend Comparison

DIVZ's dividend yield for the trailing twelve months is around 2.60%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021
DIVZ
Opal Dividend Income ETF
2.60%2.60%2.63%3.66%3.23%3.83%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIVZ and UGA have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.66%) compared to DIVZ (3.33%). In terms of maximum drawdown, DIVZ dropped -15.42% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.10% vs 8.36% for DIVZ. On fees, DIVZ is cheaper at 0.65% per year. On volatility, DIVZ has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 25.10% return vs 8.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVZ is cheaper with a 0.65% expense ratio, compared with 0.75% for UGA.

DIVZ has the higher dividend yield at 2.60%, compared with 0.00% for UGA.

DIVZ is categorized as Large Cap Value Equities, while UGA is Oil & Gas. They also come from different issuers: TrueShares and Concierge Technologies. Their fees differ too: 0.65% for DIVZ and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.32 vs 1.13), 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 DIVZ and UGA

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