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IDGT vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDGT vs. USO

Last updated Jun 5, 2026

IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and USO (United States Oil Fund LP) are both exchange-traded funds - IDGT is a Technology Equities fund tracking the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while USO is a Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Both are passively managed. Over the past 10 years, IDGT returned 14.39%/yr vs 3.57%/yr for USO. At a 0.22 correlation, their price movements are largely independent. IDGT charges 0.41%/yr vs 0.86%/yr for USO.

Performance

IDGT vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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, IDGT achieves a 54.64% return, which is significantly lower than USO's 97.72% return. Over the past 10 years, IDGT has outperformed USO with an annualized return of 14.39%, while USO has yielded a comparatively lower 3.57% annualized return.

IDGT

1D
0.48%
1M
7.28%
YTD
54.64%
6M
51.00%
1Y
62.97%
3Y*
26.10%
5Y*
13.41%
10Y*
14.39%

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)

IDGT vs. USO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		54.64%6.79%26.71%-6.09%-17.90%42.14%8.78%17.39%-1.97%11.81%
USO
United States Oil Fund LP		97.72%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between IDGT and USO is -0.23, 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

-0.23

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

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2006

0.22

The correlation between IDGT and USO shifts across timeframes, from -0.23 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Digital Infrastructure and Real Estate ETF

United States Oil Fund LP

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Often compared with USO:
USO vs. XLEUSO vs. BNOUSO vs. UCOUSO vs. USLUSO vs. OILKUSO vs. DBOUSO vs. WTI

Return for Risk

IDGT vs. USO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDGT
IDGT Risk / Return Rank: 9090
Overall Rank
IDGT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8686
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9292
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.

IDGT vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) 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.

IDGTUSODifference
Sharpe ratioReturn per unit of total volatility
3.11
2.21

+0.90

Sortino ratioReturn per unit of downside risk
3.94
2.80

+1.14

Omega ratioGain probability vs. loss probability

1.52

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

7.49

4.79

+2.70

Martin ratioReturn relative to average drawdown

22.44

9.00

+13.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDGT vs. USO - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 3.11, which is higher than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IDGT 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

IDGTUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

2.21

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.66

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.09

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.18

+0.36

Drawdowns

IDGT vs. USO - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for IDGT and USO.

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Drawdown Indicators

IDGTUSODifference

Max Drawdown

Largest peak-to-trough decline

-77.95%

-98.19%

+20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-20.39%

+11.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-26.05%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

-36.23%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-86.75%

+49.87%

Current Drawdown

Current decline from peak

-1.10%

-85.45%

+84.35%

Average Drawdown

Average peak-to-trough decline

-19.91%

-75.30%

+55.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

10.84%

-8.02%

Volatility

IDGT vs. USO - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 7.78%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that IDGT 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

IDGTUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

14.97%

-7.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

38.35%

-22.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

44.32%

-23.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

36.09%

-12.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

39.00%

-15.71%

IDGT vs. USO - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than USO's 0.86% expense ratio.

Dividends

IDGT vs. USO - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, while USO has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF		0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%
USO
United States Oil Fund LP		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IDGT and USO have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.97%) compared to IDGT (7.78%). In terms of maximum drawdown, IDGT dropped -77.95% vs USO's -98.19%.

On 10-year performance, IDGT leads with 14.39% vs 3.57% for USO. On fees, IDGT is cheaper at 0.41% per year. On volatility, IDGT has been the lower-risk option at 7.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDGT has performed better with a 14.39% return vs 3.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.86% for USO.

IDGT has the higher dividend yield at 0.72%, compared with 0.00% for USO.

IDGT is categorized as Technology Equities, while USO is Oil & Gas. IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: iShares and USCF. Their fees differ too: 0.41% for IDGT and 0.86% for USO.

IDGT currently has the higher Sharpe Ratio (3.11 vs 2.21), 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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