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DYLD vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DYLD vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares Dynamic Yield ETF (DYLD) 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, DYLD achieves a 1.00% return, which is significantly lower than UGA's 75.49% return.


DYLD

1D
-0.11%
1M
0.42%
YTD
1.00%
6M
1.18%
1Y
4.12%
3Y*
4.47%
5Y*
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)

DYLD vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DYLD
LeaderShares Dynamic Yield ETF
1.00%5.02%3.69%6.33%-10.83%1.44%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%13.68%

Correlation

The correlation between DYLD and UGA is -0.35, 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

-0.35

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

-0.09

Over the past year, the inverse relationship between DYLD and UGA has strengthened: their correlation has moved from -0.09 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DYLD vs. UGA — Risk / Return Rank

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

DYLD
DYLD Risk / Return Rank: 5656
Overall Rank
DYLD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DYLD Sortino Ratio Rank: 5252
Sortino Ratio Rank
DYLD Omega Ratio Rank: 5252
Omega Ratio Rank
DYLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
DYLD Martin Ratio Rank: 6363
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.

DYLD vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) 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.


DYLDUGADifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.12

5.47

-2.34

Martin ratioReturn relative to average drawdown

11.42

13.25

-1.83

DYLD vs. UGA - Sharpe Ratio Comparison

The current DYLD Sharpe Ratio is 1.68, which is comparable to the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DYLD 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


DYLDUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.32

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.12

+0.14

Drawdowns

DYLD vs. UGA - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DYLD and UGA.


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Drawdown Indicators


DYLDUGADifference

Max Drawdown

Largest peak-to-trough decline

-15.03%

-86.59%

+71.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-14.88%

+13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

-26.68%

+23.28%

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

-0.11%

-12.35%

+12.24%

Average Drawdown

Average peak-to-trough decline

-5.18%

-36.76%

+31.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

6.13%

-5.77%

Volatility

DYLD vs. UGA - Volatility Comparison

The current volatility for LeaderShares Dynamic Yield ETF (DYLD) is 0.60%, while United States Gasoline Fund LP (UGA) has a volatility of 11.66%. This indicates that DYLD 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


DYLDUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

11.66%

-11.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

30.41%

-28.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

35.14%

-32.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

34.38%

-29.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

37.27%

-32.88%

DYLD vs. UGA - Expense Ratio Comparison

Both DYLD and UGA have an expense ratio of 0.75%.


Dividends

DYLD vs. UGA - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.33%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021
DYLD
LeaderShares Dynamic Yield ETF
4.33%4.20%4.58%3.43%1.54%1.02%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DYLD and UGA have a correlation of -0.35, 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 DYLD (0.60%). In terms of maximum drawdown, DYLD dropped -15.03% vs UGA's -86.59%.

On 3-year performance, UGA leads with 22.21% vs 4.47% for DYLD. Both ETFs have the same 0.75% expense ratio. On volatility, DYLD has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UGA has performed better with a 22.21% return vs 4.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DYLD and UGA have the same expense ratio: 0.75% per year.

DYLD has the higher dividend yield at 4.33%, compared with 0.00% for UGA.

DYLD is categorized as Multisector Bonds, while UGA is Oil & Gas. They also come from different issuers: LeaderShares and Concierge Technologies.

UGA currently has the higher Sharpe Ratio (2.32 vs 1.68), 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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