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

Performance

HAWX vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) 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, HAWX achieves a 16.22% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, HAWX has underperformed UGA with an annualized return of 12.50%, while UGA has yielded a comparatively higher 14.31% annualized return.


HAWX

1D
-2.87%
1M
2.76%
YTD
16.22%
6M
16.28%
1Y
35.93%
3Y*
21.68%
5Y*
12.75%
10Y*
12.50%

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)

HAWX vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
16.22%26.24%14.88%17.05%-8.59%13.40%6.92%22.75%-9.77%19.21%
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 HAWX and UGA is -0.27, 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

-0.27

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

-0.05

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

0.09

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2015

0.18

The correlation between HAWX and UGA shifts across timeframes, from -0.27 (1 year) to 0.19 (10 years), 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

HAWX vs. UGA — Risk / Return Rank

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

HAWX
HAWX Risk / Return Rank: 8282
Overall Rank
HAWX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HAWX Sortino Ratio Rank: 8181
Sortino Ratio Rank
HAWX Omega Ratio Rank: 8585
Omega Ratio Rank
HAWX Calmar Ratio Rank: 7979
Calmar Ratio Rank
HAWX Martin Ratio Rank: 8383
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.

HAWX vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) 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.


HAWXUGADifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

3.84

3.17

+0.68

Martin ratioReturn relative to average drawdown

15.87

9.39

+6.47

HAWX vs. UGA - Sharpe Ratio Comparison

The current HAWX Sharpe Ratio is 2.53, which is higher than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of HAWX 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...

Drawdowns

HAWX vs. UGA - Drawdown Comparison

The maximum HAWX drawdown since its inception was -30.63%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for HAWX and UGA.


Loading charts...

Drawdown Indicators


HAWXUGADifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-86.59%

+55.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-18.96%

+9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.30%

-26.68%

+13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-38.11%

+20.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.63%

-75.89%

+45.26%

Current Drawdown

Current decline from peak

-2.87%

-18.05%

+15.18%

Average Drawdown

Average peak-to-trough decline

-4.27%

-36.69%

+32.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

6.43%

-4.16%

Volatility

HAWX vs. UGA - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) is 6.70%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that HAWX 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


HAWXUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

9.24%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

30.57%

-17.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

35.22%

-20.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

34.45%

-20.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

37.22%

-21.95%

HAWX vs. UGA - Expense Ratio Comparison

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


Dividends

HAWX vs. UGA - Dividend Comparison

HAWX's dividend yield for the trailing twelve months is around 2.41%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
2.41%2.80%3.31%2.95%16.94%2.63%2.00%3.23%2.51%2.40%2.49%3.86%
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


HAWX and UGA have a correlation of -0.27, 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 HAWX (6.70%). In terms of maximum drawdown, HAWX dropped -30.63% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 12.50% for HAWX. On fees, HAWX is cheaper at 0.35% per year. On volatility, HAWX has been the lower-risk option at 6.70%. 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 12.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

HAWX has the higher dividend yield at 2.41%, compared with 0.00% for UGA.

HAWX is categorized as Foreign Large Cap Equities, while UGA is Oil & Gas. HAWX tracks MSCI ACWI ex USA 100% Hedged to USD, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.35% for HAWX and 0.75% for UGA.

HAWX currently has the higher Sharpe Ratio (2.53 vs 1.73), 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 HAWX 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