PortfoliosLab logoPortfoliosLab logo
EUSB vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSB vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Total USD Bond Market ETF (EUSB) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUSB achieves a 0.33% return, which is significantly lower than UGA's 75.83% return.


EUSB

1D
-0.02%
1M
0.15%
YTD
0.33%
6M
0.53%
1Y
4.99%
3Y*
4.34%
5Y*
0.44%
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)

EUSB vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
0.33%7.45%1.83%5.80%-12.81%-1.29%1.68%
UGA
United States Gasoline Fund LP
75.83%-2.00%3.77%1.27%46.34%68.49%28.22%

Correlation

The correlation between EUSB and UGA is -0.44, 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

-0.44

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

-0.20

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

-0.13

Over the past year, the inverse relationship between EUSB and UGA has strengthened: their correlation has moved from -0.13 to -0.44, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUSB vs. UGA — Risk / Return Rank

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

EUSB
EUSB Risk / Return Rank: 3939
Overall Rank
EUSB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 4141
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3737
Omega Ratio Rank
EUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3838
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.

EUSB vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) 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.


EUSBUGADifference

Sharpe ratio

Return per unit of total volatility

1.41

2.35

-0.94

Sortino ratio

Return per unit of downside risk

2.11

2.78

-0.67

Omega ratio

Gain probability vs. loss probability

1.25

1.38

-0.13

Calmar ratio

Return relative to maximum drawdown

1.99

5.82

-3.83

Martin ratio

Return relative to average drawdown

6.02

14.25

-8.23

EUSB vs. UGA - Sharpe Ratio Comparison

The current EUSB Sharpe Ratio is 1.41, which is lower than the UGA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of EUSB 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.


Loading charts...

Sharpe Ratios by Period


EUSBUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.35

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.74

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.12

-0.07

Drawdowns

EUSB vs. UGA - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EUSB and UGA.


Loading charts...

Drawdown Indicators


EUSBUGADifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-86.59%

+68.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-14.88%

+12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

-26.68%

+20.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-38.11%

+20.66%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-1.17%

-12.18%

+11.01%

Average Drawdown

Average peak-to-trough decline

-6.50%

-36.77%

+30.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

6.08%

-5.26%

Volatility

EUSB vs. UGA - Volatility Comparison

The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.20%, while United States Gasoline Fund LP (UGA) has a volatility of 12.41%. This indicates that EUSB 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.


Loading charts...

Volatility by Period


EUSBUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

12.41%

-11.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

30.41%

-27.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

35.21%

-31.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

34.38%

-28.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

37.27%

-31.85%

EUSB vs. UGA - Expense Ratio Comparison

EUSB has a 0.12% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

EUSB vs. UGA - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.96%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.96%3.84%3.67%3.08%2.21%1.10%0.57%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUSB and UGA have a correlation of -0.44, 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 EUSB (1.20%). In terms of maximum drawdown, EUSB dropped -17.87% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.18% vs 0.44% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 1.20%. 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 0.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUSB is cheaper with a 0.12% expense ratio, compared with 0.75% for UGA.

EUSB has the higher dividend yield at 3.96%, compared with 0.00% for UGA.

EUSB is categorized as Intermediate Core-Plus Bond, while UGA is Oil & Gas. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.12% for EUSB and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.35 vs 1.41), 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 EUSB and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer