PortfoliosLab logoPortfoliosLab logo
FITE vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FITE vs. USO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FITE achieves a 34.22% return, which is significantly lower than USO's 103.67% return.


FITE

1D
-3.37%
1M
20.06%
YTD
34.22%
6M
37.08%
1Y
62.26%
3Y*
34.02%
5Y*
17.63%
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)

FITE vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITE
SPDR S&P Kensho Future Security ETF
34.22%27.73%21.63%28.48%-17.98%14.45%20.38%33.96%-0.53%-0.35%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%0.76%

Correlation

The correlation between FITE and USO is -0.12, 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

-0.12

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

0.00

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2017

0.17

The correlation between FITE and USO shifts across timeframes, from -0.12 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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

FITE vs. USO — Risk / Return Rank

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

FITE
FITE Risk / Return Rank: 7171
Overall Rank
FITE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FITE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FITE Omega Ratio Rank: 6464
Omega Ratio Rank
FITE Calmar Ratio Rank: 7979
Calmar Ratio Rank
FITE Martin Ratio Rank: 6565
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.

FITE vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Future Security ETF (FITE) 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.


FITEUSODifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

4.08

5.01

-0.93

Martin ratioReturn relative to average drawdown

12.00

9.42

+2.58

FITE vs. USO - Sharpe Ratio Comparison

The current FITE Sharpe Ratio is 2.52, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FITE 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.


Loading charts...

Sharpe Ratios by Period


FITEUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.31

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.68

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

-0.18

+0.96

Drawdowns

FITE vs. USO - Drawdown Comparison

The maximum FITE drawdown since its inception was -36.90%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for FITE and USO.


Loading charts...

Drawdown Indicators


FITEUSODifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-98.19%

+61.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-20.39%

+5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-22.07%

-26.05%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-36.23%

+9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-3.37%

-85.01%

+81.64%

Average Drawdown

Average peak-to-trough decline

-7.40%

-75.30%

+67.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

10.82%

-5.62%

Volatility

FITE vs. USO - Volatility Comparison

The current volatility for SPDR S&P Kensho Future Security ETF (FITE) is 8.49%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that FITE 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.


Loading charts...

Volatility by Period


FITEUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

14.87%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

38.23%

-18.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

44.20%

-19.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

36.06%

-13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

39.00%

-15.94%

FITE vs. USO - Expense Ratio Comparison

FITE has a 0.45% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

FITE vs. USO - Dividend Comparison

FITE's dividend yield for the trailing twelve months is around 0.15%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FITE
SPDR S&P Kensho Future Security ETF
0.15%0.23%0.12%0.13%0.12%0.92%0.88%0.44%1.79%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FITE and USO have a correlation of -0.12, 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 FITE (8.49%). In terms of maximum drawdown, FITE dropped -36.90% vs USO's -98.19%.

On 5-year performance, USO leads with 24.41% vs 17.63% for FITE. On fees, FITE is cheaper at 0.45% per year. On volatility, FITE has been the lower-risk option at 8.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 24.41% return vs 17.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FITE is cheaper with a 0.45% expense ratio, compared with 0.86% for USO.

FITE has the higher dividend yield at 0.15%, compared with 0.00% for USO.

FITE is categorized as Technology Equities, while USO is Oil & Gas. FITE tracks S&P Kensho Future Security Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: State Street and USCF. Their fees differ too: 0.45% for FITE and 0.86% for USO.

FITE currently has the higher Sharpe Ratio (2.52 vs 2.31), 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 FITE and USO

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