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HYRM vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYRM vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) 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, HYRM achieves a 1.50% return, which is significantly lower than USO's 98.48% return.


HYRM

1D
0.04%
1M
0.17%
YTD
1.50%
6M
2.05%
1Y
6.83%
3Y*
7.86%
5Y*
10Y*

USO

1D
1.31%
1M
-3.87%
YTD
98.48%
6M
95.54%
1Y
97.37%
3Y*
28.86%
5Y*
23.92%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYRM vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYRM
Xtrackers Risk Managed USD High Yield Strategy ETF
1.50%5.98%7.81%11.98%-7.10%
USO
United States Oil Fund LP
98.48%-8.46%13.35%-4.94%9.62%

Correlation

The correlation between HYRM and USO is -0.28, 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

-0.28

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2022

0.03

The correlation between HYRM and USO shifts across timeframes, from -0.28 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HYRM vs. USO — Risk / Return Rank

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

HYRM
HYRM Risk / Return Rank: 6565
Overall Rank
HYRM Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYRM Sortino Ratio Rank: 6464
Sortino Ratio Rank
HYRM Omega Ratio Rank: 6363
Omega Ratio Rank
HYRM Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYRM Martin Ratio Rank: 7474
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8888
Calmar Ratio Rank
USO Martin Ratio Rank: 5555
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.

HYRM vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) 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.


HYRMUSODifference

Sharpe ratio

Return per unit of total volatility

1.98

2.22

-0.24

Sortino ratio

Return per unit of downside risk

3.00

2.81

+0.19

Omega ratio

Gain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratio

Return relative to maximum drawdown

3.31

5.12

-1.81

Martin ratio

Return relative to average drawdown

14.29

9.66

+4.63

HYRM vs. USO - Sharpe Ratio Comparison

The current HYRM Sharpe Ratio is 1.98, which is comparable to the USO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of HYRM 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


HYRMUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.22

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.18

+0.76

Drawdowns

HYRM vs. USO - Drawdown Comparison

The maximum HYRM drawdown since its inception was -12.42%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for HYRM and USO.


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Drawdown Indicators


HYRMUSODifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-98.19%

+85.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-20.39%

+17.86%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

-26.05%

+21.43%

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

-0.05%

-85.39%

+85.34%

Average Drawdown

Average peak-to-trough decline

-2.57%

-75.30%

+72.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

10.81%

-10.22%

Volatility

HYRM vs. USO - Volatility Comparison

The current volatility for Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) is 1.05%, while United States Oil Fund LP (USO) has a volatility of 15.03%. This indicates that HYRM 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


HYRMUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

15.03%

-13.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

38.18%

-34.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

44.26%

-40.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

36.04%

-28.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.87%

39.00%

-31.13%

HYRM vs. USO - Expense Ratio Comparison

HYRM has a 0.30% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

HYRM vs. USO - Dividend Comparison

HYRM's dividend yield for the trailing twelve months is around 5.92%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022
HYRM
Xtrackers Risk Managed USD High Yield Strategy ETF
5.92%6.28%6.08%5.78%4.69%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYRM and USO have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (15.03%) compared to HYRM (1.05%). In terms of maximum drawdown, HYRM dropped -12.42% vs USO's -98.19%.

On 3-year performance, USO leads with 28.86% vs 7.86% for HYRM. On fees, HYRM is cheaper at 0.30% per year. On volatility, HYRM has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 28.86% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYRM is cheaper with a 0.30% expense ratio, compared with 0.86% for USO.

HYRM has the higher dividend yield at 5.92%, compared with 0.00% for USO.

HYRM is categorized as High Yield Bonds, while USO is Oil & Gas. HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Xtrackers and USCF. Their fees differ too: 0.30% for HYRM and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.22 vs 1.98), 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 HYRM and USO

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