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HOOG vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOOG vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long HOOD Daily ETF (HOOG) 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, HOOG achieves a -60.40% return, which is significantly lower than USO's 97.72% return.


HOOG

1D
-12.13%
1M
10.59%
YTD
-60.40%
6M
-72.73%
1Y
-29.31%
3Y*
5Y*
10Y*

USO

1D
-2.92%
1M
-5.15%
YTD
97.72%
6M
91.54%
1Y
97.20%
3Y*
28.78%
5Y*
23.67%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOOG vs. USO - Yearly Performance Comparison


2026 (YTD)2025
HOOG
Leverage Shares 2X Long HOOD Daily ETF
-60.40%291.44%
USO
United States Oil Fund LP
97.72%-6.27%

Correlation

The correlation between HOOG and USO is -0.19, 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

-0.19

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2025

-0.09

The correlation between HOOG and USO shifts across timeframes, from -0.19 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HOOG vs. USO — Risk / Return Rank

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

HOOG
HOOG Risk / Return Rank: 99
Overall Rank
HOOG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HOOG Sortino Ratio Rank: 1414
Sortino Ratio Rank
HOOG Omega Ratio Rank: 1313
Omega Ratio Rank
HOOG Calmar Ratio Rank: 66
Calmar Ratio Rank
HOOG Martin Ratio Rank: 66
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6161
Sortino Ratio Rank
USO Omega Ratio Rank: 6262
Omega Ratio Rank
USO Calmar Ratio Rank: 8686
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.

HOOG vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long HOOD Daily ETF (HOOG) 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.


HOOGUSODifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.34

4.79

-5.13

Martin ratioReturn relative to average drawdown

-0.55

9.00

-9.55

HOOG vs. USO - Sharpe Ratio Comparison

The current HOOG Sharpe Ratio is -0.22, which is lower than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HOOG 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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Sharpe Ratios by Period


HOOGUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

2.21

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.18

+0.49

Drawdowns

HOOG vs. USO - Drawdown Comparison

The maximum HOOG drawdown since its inception was -86.94%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for HOOG and USO.


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Drawdown Indicators


HOOGUSODifference

Max Drawdown

Largest peak-to-trough decline

-86.94%

-98.19%

+11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-86.94%

-20.39%

-66.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-81.53%

-85.45%

+3.92%

Average Drawdown

Average peak-to-trough decline

-37.56%

-75.30%

+37.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.22%

10.84%

+42.38%

Volatility

HOOG vs. USO - Volatility Comparison

Leverage Shares 2X Long HOOD Daily ETF (HOOG) has a higher volatility of 41.51% compared to United States Oil Fund LP (USO) at 14.97%. This indicates that HOOG's price experiences larger fluctuations and is considered to be riskier 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


HOOGUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

41.51%

14.97%

+26.54%

Volatility (6M)

Calculated over the trailing 6-month period

100.64%

38.35%

+62.29%

Volatility (1Y)

Calculated over the trailing 1-year period

137.15%

44.32%

+92.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

144.88%

36.09%

+108.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.88%

39.00%

+105.88%

HOOG vs. USO - Expense Ratio Comparison

HOOG has a 0.75% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

HOOG vs. USO - Dividend Comparison

HOOG's dividend yield for the trailing twelve months is around 31.07%, while USO has not paid dividends to shareholders.


PositionTTM2025
HOOG
Leverage Shares 2X Long HOOD Daily ETF
31.07%12.30%
USO
United States Oil Fund LP
0.00%0.00%

Frequently Asked Questions


HOOG and USO have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOOG has higher volatility (41.51%) compared to USO (14.97%). In terms of maximum drawdown, HOOG dropped -86.94% vs USO's -98.19%.

On 1-year performance, USO leads with 97.20% vs -29.31% for HOOG. On fees, HOOG is cheaper at 0.75% per year. On volatility, USO has been the lower-risk option at 14.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USO has performed better with a 97.20% return vs -29.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HOOG is cheaper with a 0.75% expense ratio, compared with 0.86% for USO.

HOOG has the higher dividend yield at 31.07%, compared with 0.00% for USO.

HOOG is categorized as Leveraged Equities, while USO is Oil & Gas. They also come from different issuers: Leverage Shares and USCF. Their fees differ too: 0.75% for HOOG and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.21 vs -0.22), 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

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