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FDIV vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIV vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Dividend ETF (FDIV) 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, FDIV achieves a 3.41% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, FDIV has underperformed UGA with an annualized return of -1.87%, while UGA has yielded a comparatively higher 14.31% annualized return.


FDIV

1D
0.68%
1M
0.80%
YTD
3.41%
6M
3.04%
1Y
10.22%
3Y*
-11.28%
5Y*
-7.96%
10Y*
-1.87%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIV vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIV
MarketDesk Focused U.S. Dividend ETF
3.41%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between FDIV and UGA is -0.20, 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

-0.20

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

-0.05

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2014

0.13

The correlation between FDIV and UGA shifts across timeframes, from -0.20 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FDIV vs. UGA — Risk / Return Rank

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

FDIV
FDIV Risk / Return Rank: 2525
Overall Rank
FDIV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 2525
Sortino Ratio Rank
FDIV Omega Ratio Rank: 2222
Omega Ratio Rank
FDIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
FDIV Martin Ratio Rank: 2626
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

FDIV vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) 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.


FDIVUGADifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratioReturn relative to maximum drawdown

1.28

3.17

-1.88

Martin ratioReturn relative to average drawdown

3.34

9.39

-6.05

FDIV vs. UGA - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.81, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FDIV 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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Drawdowns

FDIV vs. UGA - Drawdown Comparison

The maximum FDIV drawdown since its inception was -47.90%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FDIV and UGA.


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Drawdown Indicators


FDIVUGADifference

Max Drawdown

Largest peak-to-trough decline

-47.90%

-86.59%

+38.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-18.96%

+10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-45.64%

-26.68%

-18.96%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

-38.11%

-9.79%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

-75.89%

+27.99%

Current Drawdown

Current decline from peak

-36.39%

-18.05%

-18.34%

Average Drawdown

Average peak-to-trough decline

-11.25%

-36.69%

+25.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

6.43%

-3.36%

Volatility

FDIV vs. UGA - Volatility Comparison

The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.37%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that FDIV 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


FDIVUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

9.24%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

30.57%

-21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

35.22%

-22.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

34.45%

-13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

37.22%

-19.66%

FDIV vs. UGA - Expense Ratio Comparison

FDIV has a 0.35% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

FDIV vs. UGA - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.81%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FDIV
MarketDesk Focused U.S. Dividend ETF
2.81%2.95%4.12%4.63%3.81%3.79%4.17%3.93%5.13%3.81%3.84%4.13%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDIV and UGA have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to FDIV (3.37%). In terms of maximum drawdown, FDIV dropped -47.90% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs -1.87% for FDIV. On fees, FDIV is cheaper at 0.35% per year. On volatility, FDIV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs -1.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIV is cheaper with a 0.35% expense ratio, compared with 0.75% for UGA.

FDIV has the higher dividend yield at 2.81%, compared with 0.00% for UGA.

FDIV is categorized as Dividend, while UGA is Oil & Gas. They also come from different issuers: MarketDesk and Concierge Technologies. Their fees differ too: 0.35% for FDIV and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 0.81), 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 FDIV and UGA

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