PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDV vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. USO

Last updated Jun 4, 2026

IDV (iShares International Select Dividend ETF) and USO (United States Oil Fund LP) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while USO is a Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Both are passively managed. Over the past 10 years, IDV returned 10.28%/yr vs 4.07%/yr for USO. At a 0.35 correlation, their price movements are largely independent. IDV charges 0.49%/yr vs 0.86%/yr for USO.

Performance

IDV vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) 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, IDV achieves a 12.32% return, which is significantly lower than USO's 103.67% return. Over the past 10 years, IDV has outperformed USO with an annualized return of 10.28%, while USO has yielded a comparatively lower 4.07% annualized return.

IDV

1D
-1.09%
1M
0.90%
YTD
12.32%
6M
15.21%
1Y
36.98%
3Y*
25.10%
5Y*
11.95%
10Y*
10.28%

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. USO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF		12.32%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
USO
United States Oil Fund LP		103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between IDV and USO is -0.22, 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

-0.22

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

0.01

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

0.17

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2007

0.35

The correlation between IDV and USO shifts across timeframes, from -0.22 (1 year) to 0.35 (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 International Select Dividend ETF

United States Oil Fund LP

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with USO:
USO vs. XLEUSO vs. BNOUSO vs. UCOUSO vs. USLUSO vs. OILKUSO vs. DBOUSO vs. WTI

Return for Risk

IDV vs. USO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8383
Overall Rank
IDV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDV Omega Ratio Rank: 8484
Omega Ratio Rank
IDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
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.

IDV vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.

IDVUSODifference
Sharpe ratioReturn per unit of total volatility
2.90
2.31

+0.59

Sortino ratioReturn per unit of downside risk
3.75
2.89

+0.86

Omega ratioGain probability vs. loss probability

1.52

1.38

+0.14

Calmar ratioReturn relative to maximum drawdown

4.36

5.01

-0.64

Martin ratioReturn relative to average drawdown

16.67

9.42

+7.25

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

IDV vs. USO - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.90, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IDV 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...

Sharpe Ratios by Period

IDVUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

2.31

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.68

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.10

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.18

+0.39

Drawdowns

IDV vs. USO - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for IDV and USO.

Loading charts...

Drawdown Indicators

IDVUSODifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-98.19%

+28.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-20.39%

+11.87%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-26.05%

+14.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-36.23%

+7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-86.75%

+44.25%

Current Drawdown

Current decline from peak

-2.80%

-85.01%

+82.21%

Average Drawdown

Average peak-to-trough decline

-15.40%

-75.30%

+59.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

10.82%

-8.60%

Volatility

IDV vs. USO - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.32%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that IDV 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

IDVUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

14.87%

-10.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

38.23%

-27.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

44.20%

-31.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

36.06%

-20.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

39.00%

-21.06%

IDV vs. USO - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than USO's 0.86% expense ratio.

Dividends

IDV vs. USO - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.45%, while USO has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		4.45%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
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

IDV and USO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to IDV (4.32%). In terms of maximum drawdown, IDV dropped -70.14% vs USO's -98.19%.

On 10-year performance, IDV leads with 10.28% vs 4.07% for USO. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDV has performed better with a 10.28% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV is cheaper with a 0.49% expense ratio, compared with 0.86% for USO.

IDV has the higher dividend yield at 4.45%, compared with 0.00% for USO.

IDV is categorized as Global Equities, while USO is Oil & Gas. IDV tracks Dow Jones EPAC Select Dividend, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: iShares and USCF. Their fees differ too: 0.49% for IDV and 0.86% for USO.

IDV currently has the higher Sharpe Ratio (2.90 vs 2.31), 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 IDV 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