PortfoliosLab logoPortfoliosLab logo
IBIT vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than USO's 81.36% return.


IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*

USO

1D
-2.64%
1M
-12.29%
YTD
81.36%
6M
82.28%
1Y
56.36%
3Y*
26.38%
5Y*
21.14%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. USO - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%
USO
United States Oil Fund LP
81.36%-8.46%13.51%

Correlation

The correlation between IBIT and USO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.02

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

IBIT vs. USO — Risk / Return Rank

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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank

USO
USO Risk / Return Rank: 5353
Overall Rank
USO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4949
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 7474
Calmar Ratio Rank
USO Martin Ratio Rank: 4343
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.

IBIT vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) 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.


IBITUSODifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.85

1.28

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.78

3.31

-4.09

Martin ratioReturn relative to average drawdown

-1.37

6.09

-7.46

IBIT vs. USO - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.92, which is lower than the USO Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IBIT 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.


Loading charts...

Drawdowns

IBIT vs. USO - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for IBIT and USO.


Loading charts...

Drawdown Indicators


IBITUSODifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-98.19%

+46.08%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-20.39%

-31.72%

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

-49.45%

-86.65%

+37.20%

Average Drawdown

Average peak-to-trough decline

-16.53%

-75.30%

+58.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.64%

11.06%

+18.58%

Volatility

IBIT vs. USO - Volatility Comparison

The current volatility for iShares Bitcoin Trust ETF (IBIT) is 12.07%, while United States Oil Fund LP (USO) has a volatility of 13.27%. This indicates that IBIT 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.


Loading charts...

Volatility by Period


IBITUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

13.27%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

38.99%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

44.64%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

36.20%

+14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

39.03%

+11.23%

IBIT vs. USO - Expense Ratio Comparison

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


Dividends

IBIT vs. USO - Dividend Comparison

Neither IBIT nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBIT and USO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.27%) compared to IBIT (12.07%). In terms of maximum drawdown, IBIT dropped -52.11% vs USO's -98.19%.

On 1-year performance, USO leads with 56.36% vs -39.67% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. 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 56.36% return vs -39.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

IBIT is categorized as Cryptocurrency, while USO is Oil & Gas. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, 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 IBIT and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.51 vs -0.92), 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 IBIT 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.

Open Portfolio Optimizer