DYTA vs. UGA

Last updated Jun 25, 2026

DYTA (SGI Dynamic Tactical ETF) and UGA (United States Gasoline Fund LP) are both exchange-traded funds - DYTA is a Global Allocation fund actively managed by Summit Global Investments, while UGA is a Oil & Gas fund tracking the Front Month Unleaded Gasoline. DYTA is actively managed, while UGA is passively managed. Over the past 3 years, DYTA returned 11.39%/yr vs 17.85%/yr for UGA. At a correlation of -0.02, they often move in opposite directions. DYTA charges 1.04%/yr vs 0.75%/yr for UGA.

Performance

DYTA vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYTA achieves a 7.23% return, which is significantly lower than UGA's 59.54% return.

DYTA

• 1D: -0.26%
• 1M: 0.99%
• YTD: 7.23%
• 6M: 6.66%
• 1Y: 14.02%
• 3Y*: 11.39%
• 5Y*: —
• 10Y*: —

UGA

• 1D: -2.77%
• 1M: -14.54%
• YTD: 59.54%
• 6M: 55.91%
• 1Y: 62.68%
• 3Y*: 17.85%
• 5Y*: 22.22%
• 10Y*: 13.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYTA vs. UGA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	7.23%	6.95%	13.59%	8.81%
UGA United States Gasoline Fund LP	59.54%	-2.00%	3.77%	1.64%

Correlation

The correlation between DYTA 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 (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Mar 30, 2023	-0.02

Over the past year, the inverse relationship between DYTA and UGA has strengthened: their correlation has moved from -0.02 to -0.26, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

DYTA vs. UGA — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 45
DYTA Sharpe Ratio Rank: 44
DYTA Sortino Ratio Rank: 42
DYTA Omega Ratio Rank: 54
DYTA Calmar Ratio Rank: 33
DYTA Martin Ratio Rank: 51

UGA

UGA Risk / Return Rank: 60
UGA Sharpe Ratio Rank: 62
UGA Sortino Ratio Rank: 54
UGA Omega Ratio Rank: 55
UGA Calmar Ratio Rank: 69
UGA Martin Ratio Rank: 60

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.

DYTA vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.

	DYTA	UGA	Difference
Sharpe ratio: Return per unit of total volatility	1.36	1.83	-0.46
Sortino ratio: Return per unit of downside risk	1.93	2.35	-0.42
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	1.51	3.10	-1.59
Martin ratio: Return relative to average drawdown	7.66	9.66	-2.00

DYTA vs. UGA - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.36, which is comparable to the UGA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DYTA 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.

Drawdowns

DYTA vs. UGA - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DYTA and UGA.

Drawdown Indicators

	DYTA	UGA	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-86.59%	+77.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-20.32%	+10.99%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	-26.68%	+17.27%
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	-1.60%	-20.32%	+18.72%
Average Drawdown Average peak-to-trough decline	-2.19%	-36.69%	+34.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	6.51%	-4.68%

Volatility

DYTA vs. UGA - Volatility Comparison

The current volatility for SGI Dynamic Tactical ETF (DYTA) is 3.97%, while United States Gasoline Fund LP (UGA) has a volatility of 9.45%. This indicates that DYTA 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.

Volatility by Period

	DYTA	UGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	9.45%	-5.48%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	30.74%	-20.72%
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	34.84%	-24.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.93%	34.47%	-23.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.93%	37.22%	-26.29%

DYTA vs. UGA - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than UGA's 0.75% expense ratio.

Dividends

DYTA vs. UGA - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.53%, while UGA has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.53%	1.64%	10.80%	0.89%
UGA United States Gasoline Fund LP	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYTA and UGA in my portfolio?

DYTA 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.

Which is riskier, DYTA or UGA?

UGA has higher volatility (9.45%) compared to DYTA (3.97%). In terms of maximum drawdown, DYTA dropped -9.41% vs UGA's -86.59%.

Which ETF is better, DYTA or UGA?

On 3-year performance, UGA leads with 17.85% vs 11.39% for DYTA. On fees, UGA is cheaper at 0.75% per year. On volatility, DYTA has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or UGA?

Over the 3-year period, UGA has performed better with a 17.85% return vs 11.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or UGA?

UGA is cheaper with a 0.75% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or UGA?

DYTA has the higher dividend yield at 1.53%, compared with 0.00% for UGA.

What is the main difference between DYTA and UGA?

DYTA is categorized as Global Allocation, while UGA is Oil & Gas. They also come from different issuers: Summit Global Investments and Concierge Technologies. Their fees differ too: 1.04% for DYTA and 0.75% for UGA.

Which has better risk-adjusted returns?

UGA currently has the higher Sharpe Ratio (1.82 vs 1.36), 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.