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GLD vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) 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, GLD achieves a -2.47% return, which is significantly lower than USO's 81.36% return. Over the past 10 years, GLD has outperformed USO with an annualized return of 12.15%, while USO has yielded a comparatively lower 2.94% annualized return.


GLD

1D
0.06%
1M
-9.52%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

USO

1D
-2.64%
1M
-12.29%
YTD
81.36%
6M
82.28%
1Y
56.36%
3Y*
26.38%
5Y*
21.14%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
USO
United States Oil Fund LP
81.36%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between GLD and USO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.10

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

0.13

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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.19

The correlation between GLD and USO shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. USO — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

USO
USO Risk / Return Rank: 5353
Overall Rank
USO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4949
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 7474
Calmar Ratio Rank
USO Martin Ratio Rank: 4343
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.

GLD vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.

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.


GLDUSODifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.18

1.28

-0.09

Calmar ratioReturn relative to maximum drawdown

0.98

3.31

-2.33

Martin ratioReturn relative to average drawdown

2.81

6.09

-3.28

GLD vs. USO - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is lower than the USO Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GLD 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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Drawdowns

GLD vs. USO - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for GLD and USO.


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Drawdown Indicators


GLDUSODifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-98.19%

+52.63%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-20.39%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-26.05%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-36.23%

+11.77%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-86.75%

+62.29%

Current Drawdown

Current decline from peak

-22.05%

-86.65%

+64.60%

Average Drawdown

Average peak-to-trough decline

-16.16%

-75.30%

+59.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

11.06%

-2.57%

Volatility

GLD vs. USO - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while United States Oil Fund LP (USO) has a volatility of 13.27%. This indicates that GLD 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


GLDUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

13.27%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

38.99%

-14.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

44.64%

-17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

36.20%

-17.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

39.03%

-22.95%

GLD vs. USO - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

GLD vs. USO - Dividend Comparison

Neither GLD nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLD and USO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.27%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs USO's -98.19%.

On 10-year performance, GLD leads with 12.15% vs 2.94% for USO. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 7.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 12.15% return vs 2.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.86% for USO.

GLD and USO have nearly identical dividend yields, around 0.00%.

GLD is categorized as Gold, while USO is Oil & Gas. GLD tracks LBMA Gold Price PM, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: State Street and USCF. Their fees differ too: 0.40% for GLD and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.51 vs 0.87), 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 GLD 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.

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