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HELX vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HELX vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) 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, HELX achieves a 6.95% return, which is significantly lower than USO's 86.77% return.


HELX

1D
-2.30%
1M
-5.21%
6M
6.44%
YTD
6.95%
1Y
39.97%
3Y*
7.91%
5Y*
-5.94%
10Y*
ALL TIME*
7.84%

USO

1D
1.33%
1M
24.23%
6M
62.44%
YTD
86.77%
1Y
66.76%
3Y*
20.97%
5Y*
20.59%
10Y*
5.64%
ALL TIME*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$176.38K$146.45K$86.79K
$968.42M$871.56M$931.57M

HELX vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HELX
Franklin Genomic Advancements ETF
6.95%26.34%-5.32%1.14%-37.89%9.80%83.98%
USO
United States Oil Fund LP
86.77%-8.46%13.35%-4.94%28.97%64.68%-59.51%

Correlation

The correlation between HELX and USO is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.32

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.03

The correlation between HELX and USO shifts across timeframes, from -0.32 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HELX vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HELX
HELX Risk / Return Rank: 6969
Overall Rank
HELX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HELX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HELX Omega Ratio Rank: 7373
Omega Ratio Rank
HELX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HELX Martin Ratio Rank: 4949
Martin Ratio Rank

USO
USO Risk / Return Rank: 5555
Overall Rank
USO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 5757
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HELX vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) 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.


HELXUSODifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.25

1.93

+0.32

Martin ratioReturn relative to average drawdown

5.64

5.60

+0.05

HELX vs. USO - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.84, which is higher than the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of HELX 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

HELX vs. USO - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for HELX and USO.


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Drawdown Indicators


HELXUSODifference

Max Drawdown

Largest peak-to-trough decline

-58.75%

-98.19%

+39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.01%

-32.49%

+14.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-32.49%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-58.75%

-36.23%

-22.52%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-32.89%

-86.26%

+53.37%

Average Drawdown

Average peak-to-trough decline

-34.28%

-75.38%

+41.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

12.03%

-4.87%

Volatility

HELX vs. USO - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 6.37%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that HELX 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


HELXUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

17.73%

-11.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

42.79%

-25.08%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

46.91%

-24.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.05%

37.06%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

39.29%

-11.97%

HELX vs. USO - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

HELX vs. USO - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.37%, while USO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
HELX
Franklin Genomic Advancements ETF
0.37%0.39%0.00%0.00%0.00%0.24%0.12%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HELX and USO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (17.73%) compared to HELX (6.37%). In terms of maximum drawdown, HELX dropped -58.75% vs USO's -98.19%.

On 5-year performance, USO leads with 20.59% vs -5.94% for HELX. On fees, HELX is cheaper at 0.50% per year. On volatility, HELX has been the lower-risk option at 6.37%. 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 20.59% return vs -5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HELX is cheaper with a 0.50% expense ratio, compared with 0.86% for USO.

HELX has the higher dividend yield at 0.37%, compared with 0.00% for USO.

HELX is categorized as Health & Biotech Equities, while USO is Oil & Gas. They also come from different issuers: Franklin Templeton and USCF. Their fees differ too: 0.50% for HELX and 0.86% for USO.

HELX currently has the higher Sharpe Ratio (1.84 vs 1.34), 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 HELX 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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