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ESIX vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIX vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P SmallCap 600 ESG ETF (ESIX) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESIX achieves a 10.83% return, which is significantly lower than USO's 103.67% return.


ESIX

1D
-1.16%
1M
-0.56%
YTD
10.83%
6M
9.86%
1Y
22.21%
3Y*
14.39%
5Y*
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIX vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESIX
SPDR S&P SmallCap 600 ESG ETF
10.83%1.83%9.66%17.51%-14.62%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%20.55%

Correlation

The correlation between ESIX and USO is -0.28, 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

-0.28

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2022

0.06

The correlation between ESIX and USO shifts across timeframes, from -0.28 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESIX vs. USO — Risk / Return Rank

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

ESIX
ESIX Risk / Return Rank: 3737
Overall Rank
ESIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ESIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
ESIX Omega Ratio Rank: 3232
Omega Ratio Rank
ESIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESIX Martin Ratio Rank: 4141
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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.

ESIX vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) and United States Oil Fund LP (USO). 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.


ESIXUSODifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratioReturn relative to maximum drawdown

2.08

5.01

-2.93

Martin ratioReturn relative to average drawdown

6.57

9.42

-2.85

ESIX vs. USO - Sharpe Ratio Comparison

The current ESIX Sharpe Ratio is 1.20, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ESIX and USO, 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


ESIXUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.31

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.18

+0.42

Drawdowns

ESIX vs. USO - Drawdown Comparison

The maximum ESIX drawdown since its inception was -27.56%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for ESIX and USO.


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Drawdown Indicators


ESIXUSODifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-98.19%

+70.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-20.39%

+10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-27.56%

-26.05%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-2.42%

-85.01%

+82.59%

Average Drawdown

Average peak-to-trough decline

-8.59%

-75.30%

+66.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

10.82%

-7.60%

Volatility

ESIX vs. USO - Volatility Comparison

The current volatility for SPDR S&P SmallCap 600 ESG ETF (ESIX) is 4.19%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that ESIX experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIXUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

14.87%

-10.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

38.23%

-25.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

44.20%

-26.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

36.06%

-14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

39.00%

-17.47%

ESIX vs. USO - Expense Ratio Comparison

ESIX has a 0.12% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

ESIX vs. USO - Dividend Comparison

ESIX's dividend yield for the trailing twelve months is around 1.45%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022
ESIX
SPDR S&P SmallCap 600 ESG ETF
1.45%1.64%1.65%1.69%1.54%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESIX and USO have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to ESIX (4.19%). In terms of maximum drawdown, ESIX dropped -27.56% vs USO's -98.19%.

On 3-year performance, USO leads with 29.98% vs 14.39% for ESIX. On fees, ESIX is cheaper at 0.12% per year. On volatility, ESIX has been the lower-risk option at 4.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 29.98% return vs 14.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESIX is cheaper with a 0.12% expense ratio, compared with 0.86% for USO.

ESIX has the higher dividend yield at 1.45%, compared with 0.00% for USO.

ESIX is categorized as Small Cap Blend Equities, while USO is Oil & Gas. ESIX tracks S&P SmallCap 600 ESG Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: State Street and USCF. Their fees differ too: 0.12% for ESIX and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 1.20), 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 ESIX and USO

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