DUKQ vs. UGA
DUKQ (Ocean Park Domestic ETF) and UGA (United States Gasoline Fund LP) are both exchange-traded funds - DUKQ is a Large Cap Blend Equities fund actively managed by Ocean Park, while UGA is a Oil & Gas fund tracking the Front Month Unleaded Gasoline. DUKQ is actively managed, while UGA is passively managed. Over the past year, DUKQ returned 27.09% vs 79.48% for UGA. At a correlation of -0.11, they often move in opposite directions. DUKQ charges 0.98%/yr vs 0.75%/yr for UGA.
Performance
DUKQ vs. UGA - Performance Comparison
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Returns By Period
In the year-to-date period, DUKQ achieves a 13.22% return, which is significantly lower than UGA's 70.69% return.
DUKQ
- 1D
- 0.29%
- 1M
- 5.34%
- YTD
- 13.22%
- 6M
- 12.99%
- 1Y
- 27.09%
- 3Y*
- —
- 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%
DUKQ vs. UGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DUKQ Ocean Park Domestic ETF | 13.22% | 5.69% | 5.13% |
UGA United States Gasoline Fund LP | 70.69% | -2.00% | -7.79% |
Correlation
The correlation between DUKQ and UGA is -0.26, 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 | -0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2024 | -0.11 |
The correlation between DUKQ and UGA shifts across timeframes, from -0.26 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DUKQ vs. UGA — Risk / Return Rank
DUKQ
UGA
DUKQ vs. UGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ocean Park Domestic ETF (DUKQ) 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.
| DUKQ | UGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 5.37 | -1.90 |
| Martin ratioReturn relative to average drawdown | 14.61 | 12.86 | +1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUKQ | UGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.27 | -0.08 |
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 | 0.88 | 0.12 | +0.76 |
Drawdowns
DUKQ vs. UGA - Drawdown Comparison
The maximum DUKQ drawdown since its inception was -18.44%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DUKQ and UGA.
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Drawdown Indicators
| DUKQ | UGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.44% | -86.59% | +68.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -14.88% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.89% | — |
Current DrawdownCurrent decline from peak | -0.19% | -14.75% | +14.56% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -36.76% | +32.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 6.20% | -4.34% |
Volatility
DUKQ vs. UGA - Volatility Comparison
The current volatility for Ocean Park Domestic ETF (DUKQ) is 3.27%, while United States Gasoline Fund LP (UGA) has a volatility of 11.64%. This indicates that DUKQ 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
| DUKQ | UGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 11.64% | -8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 30.48% | -21.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 35.27% | -22.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 34.40% | -19.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 37.27% | -22.50% |
DUKQ vs. UGA - Expense Ratio Comparison
DUKQ has a 0.98% expense ratio, which is higher than UGA's 0.75% expense ratio.
Dividends
DUKQ vs. UGA - Dividend Comparison
DUKQ's dividend yield for the trailing twelve months is around 0.66%, while UGA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DUKQ Ocean Park Domestic ETF | 0.66% | 0.68% | 0.28% |
UGA United States Gasoline Fund LP | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DUKQ and UGA have a correlation of -0.26, 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 DUKQ (3.27%). In terms of maximum drawdown, DUKQ dropped -18.44% vs UGA's -86.59%.
On 1-year performance, UGA leads with 79.48% vs 27.09% for DUKQ. On fees, UGA is cheaper at 0.75% per year. On volatility, DUKQ has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, UGA has performed better with a 79.48% return vs 27.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UGA is cheaper with a 0.75% expense ratio, compared with 0.98% for DUKQ.
DUKQ has the higher dividend yield at 0.66%, compared with 0.00% for UGA.
DUKQ is categorized as Large Cap Blend Equities, while UGA is Oil & Gas. They also come from different issuers: Ocean Park and Concierge Technologies. Their fees differ too: 0.98% for DUKQ and 0.75% for UGA.
UGA currently has the higher Sharpe Ratio (2.27 vs 2.19), 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.
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