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EASG vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EASG vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) 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, EASG achieves a 8.96% return, which is significantly lower than UGA's 75.83% return.


EASG

1D
0.53%
1M
3.42%
YTD
8.96%
6M
11.59%
1Y
18.95%
3Y*
13.95%
5Y*
7.13%
10Y*

UGA

1D
1.74%
1M
-8.95%
YTD
75.83%
6M
64.53%
1Y
82.09%
3Y*
22.29%
5Y*
25.18%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EASG vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
8.96%25.19%2.26%18.80%-16.94%11.36%10.73%23.66%-5.41%
UGA
United States Gasoline Fund LP
75.83%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-22.26%

Correlation

The correlation between EASG 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

-0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2018

0.15

The correlation between EASG and UGA shifts across timeframes, from -0.35 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EASG vs. UGA — Risk / Return Rank

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

EASG
EASG Risk / Return Rank: 3535
Overall Rank
EASG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 3333
Sortino Ratio Rank
EASG Omega Ratio Rank: 3232
Omega Ratio Rank
EASG Calmar Ratio Rank: 3535
Calmar Ratio Rank
EASG Martin Ratio Rank: 4040
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7171
Overall Rank
UGA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6161
Omega Ratio Rank
UGA Calmar Ratio Rank: 9191
Calmar Ratio Rank
UGA Martin Ratio Rank: 7474
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.

EASG vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) 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.


EASGUGADifference

Sharpe ratio

Return per unit of total volatility

1.23

2.35

-1.12

Sortino ratio

Return per unit of downside risk

1.78

2.78

-1.00

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

1.73

5.82

-4.10

Martin ratio

Return relative to average drawdown

6.39

14.25

-7.86

EASG vs. UGA - Sharpe Ratio Comparison

The current EASG Sharpe Ratio is 1.23, which is lower than the UGA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of EASG 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


EASGUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.35

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.74

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.12

+0.40

Drawdowns

EASG vs. UGA - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EASG and UGA.


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Drawdown Indicators


EASGUGADifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

-86.59%

+54.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-14.88%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.14%

-26.68%

+10.54%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

-38.11%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.12%

-12.18%

+12.06%

Average Drawdown

Average peak-to-trough decline

-6.19%

-36.77%

+30.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

6.08%

-2.91%

Volatility

EASG vs. UGA - Volatility Comparison

The current volatility for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) is 5.03%, while United States Gasoline Fund LP (UGA) has a volatility of 12.41%. This indicates that EASG 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


EASGUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

12.41%

-7.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

30.41%

-17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

35.21%

-19.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

34.38%

-17.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

37.27%

-18.92%

EASG vs. UGA - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

EASG vs. UGA - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 3.84%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
3.84%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EASG 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 (12.41%) compared to EASG (5.03%). In terms of maximum drawdown, EASG dropped -32.06% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.18% vs 7.13% for EASG. On fees, EASG is cheaper at 0.14% per year. On volatility, EASG has been the lower-risk option at 5.03%. 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 25.18% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EASG is cheaper with a 0.14% expense ratio, compared with 0.75% for UGA.

EASG has the higher dividend yield at 3.84%, compared with 0.00% for UGA.

EASG is categorized as Foreign Large Cap Equities, while UGA is Oil & Gas. EASG tracks MSCI EAFE ESG Leaders Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Deutsche Bank and Concierge Technologies. Their fees differ too: 0.14% for EASG and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.35 vs 1.23), 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 EASG and UGA

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