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IAU vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) 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, IAU achieves a -6.09% return, which is significantly lower than USO's 97.64% return. Over the past 10 years, IAU has outperformed USO with an annualized return of 11.59%, while USO has yielded a comparatively lower 5.42% annualized return.


IAU

1D
0.11%
1M
0.69%
6M
-18.72%
YTD
-6.09%
1Y
21.17%
3Y*
26.99%
5Y*
17.33%
10Y*
11.59%
ALL TIME*
10.72%

USO

1D
-2.01%
1M
25.05%
6M
84.84%
YTD
97.64%
1Y
82.62%
3Y*
24.31%
5Y*
22.54%
10Y*
5.42%
ALL TIME*
-6.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$367.78M$389.80M$488.83M
$1.02B$802.47M$996.79M

IAU vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-6.09%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
USO
United States Oil Fund LP
97.64%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between IAU and USO is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.09

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

0.09

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

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

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

0.19

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

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Return for Risk

IAU vs. USO — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2828
Overall Rank
IAU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3333
Omega Ratio Rank
IAU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

USO
USO Risk / Return Rank: 6969
Overall Rank
USO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USO Sortino Ratio Rank: 7575
Sortino Ratio Rank
USO Omega Ratio Rank: 7171
Omega Ratio Rank
USO Calmar Ratio Rank: 6969
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.

IAU vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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.


IAUUSODifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.14

Calmar ratioReturn relative to maximum drawdown

0.76

2.46

-1.70

Martin ratioReturn relative to average drawdown

1.72

6.41

-4.69

IAU vs. USO - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.72, which is lower than the USO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IAU 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

IAU vs. USO - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for IAU and USO.


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Drawdown Indicators


IAUUSODifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-98.19%

+53.05%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-32.49%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-32.49%

+6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-36.23%

+9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-86.75%

+60.39%

Current Drawdown

Current decline from peak

-24.95%

-85.46%

+60.51%

Average Drawdown

Average peak-to-trough decline

-16.01%

-75.37%

+59.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

12.47%

-0.82%

Volatility

IAU vs. USO - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 6.07%, while United States Oil Fund LP (USO) has a volatility of 13.60%. This indicates that IAU 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


IAUUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

13.60%

-7.53%

Volatility (6M)

Calculated over the trailing 6-month period

23.78%

41.19%

-17.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.88%

45.56%

-17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

36.67%

-18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

39.13%

-23.07%

IAU vs. USO - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

IAU vs. USO - Dividend Comparison

Neither IAU nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAU and USO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.60%) compared to IAU (6.07%). In terms of maximum drawdown, IAU dropped -45.14% vs USO's -98.19%.

On 10-year performance, IAU leads with 11.59% vs 5.42% for USO. On fees, IAU is cheaper at 0.25% per year. On volatility, IAU has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAU has performed better with a 11.59% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAU is cheaper with a 0.25% expense ratio, compared with 0.86% for USO.

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

IAU is categorized as Gold, while USO is Oil & Gas. IAU tracks LBMA Gold Price, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: iShares and USCF. Their fees differ too: 0.25% for IAU and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.76 vs 0.72), 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 IAU and USO

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