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ILIT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILIT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILIT achieves a 25.82% return, which is significantly lower than UGA's 75.49% return.


ILIT

1D
-3.77%
1M
-12.04%
YTD
25.82%
6M
35.19%
1Y
181.76%
3Y*
5Y*
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILIT vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
ILIT
Ishares Lithium Miners And Producers ETF
25.82%81.51%-45.14%-28.86%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%0.87%

Correlation

The correlation between ILIT and UGA is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.02

The correlation between ILIT and UGA shifts across timeframes, from -0.18 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ILIT vs. UGA — Risk / Return Rank

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

ILIT
ILIT Risk / Return Rank: 8888
Overall Rank
ILIT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ILIT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ILIT Omega Ratio Rank: 7878
Omega Ratio Rank
ILIT Calmar Ratio Rank: 9595
Calmar Ratio Rank
ILIT Martin Ratio Rank: 9191
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

ILIT vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and United States Gasoline Fund LP (UGA). 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.


ILITUGADifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

8.00

5.47

+2.53

Martin ratioReturn relative to average drawdown

22.21

13.25

+8.96

ILIT vs. UGA - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 3.74, which is higher than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ILIT and UGA, 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


ILITUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.74

2.32

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.12

-0.21

Drawdowns

ILIT vs. UGA - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ILIT and UGA.


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Drawdown Indicators


ILITUGADifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-86.59%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-14.88%

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-17.69%

-12.35%

-5.34%

Average Drawdown

Average peak-to-trough decline

-45.87%

-36.76%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.22%

6.13%

+2.09%

Volatility

ILIT vs. UGA - Volatility Comparison

Ishares Lithium Miners And Producers ETF (ILIT) and United States Gasoline Fund LP (UGA) have volatilities of 11.95% and 11.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILITUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

11.66%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

33.28%

30.41%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

48.97%

35.14%

+13.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.58%

34.38%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.58%

37.27%

+4.31%

ILIT vs. UGA - Expense Ratio Comparison

ILIT has a 0.47% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

ILIT vs. UGA - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 1.81%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023
ILIT
Ishares Lithium Miners And Producers ETF
1.81%2.27%6.48%0.69%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


ILIT and UGA have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILIT has higher volatility (11.95%) compared to UGA (11.66%). In terms of maximum drawdown, ILIT dropped -73.69% vs UGA's -86.59%.

On 1-year performance, ILIT leads with 181.76% vs 80.94% for UGA. On fees, ILIT is cheaper at 0.47% per year. On volatility, UGA has been the lower-risk option at 11.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILIT has performed better with a 181.76% return vs 80.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILIT is cheaper with a 0.47% expense ratio, compared with 0.75% for UGA.

ILIT has the higher dividend yield at 1.81%, compared with 0.00% for UGA.

ILIT is categorized as Energy Equities, while UGA is Oil & Gas. ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.47% for ILIT and 0.75% for UGA.

ILIT currently has the higher Sharpe Ratio (3.74 vs 2.32), 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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