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IPOS vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPOS vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Renaissance International IPO ETF (IPOS) 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, IPOS achieves a 48.14% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, IPOS has underperformed UGA with an annualized return of 4.08%, while UGA has yielded a comparatively higher 14.31% annualized return.


IPOS

1D
-4.56%
1M
15.69%
YTD
48.14%
6M
46.95%
1Y
76.08%
3Y*
20.01%
5Y*
-6.66%
10Y*
4.08%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPOS vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPOS
Renaissance International IPO ETF
48.14%39.93%-12.34%-16.49%-33.46%-30.62%50.71%30.93%-22.33%36.83%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between IPOS and UGA is -0.12, 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

-0.12

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

0.00

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

0.06

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

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.11

The correlation between IPOS and UGA shifts across timeframes, from -0.12 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IPOS vs. UGA — Risk / Return Rank

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

IPOS
IPOS Risk / Return Rank: 7777
Overall Rank
IPOS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 6868
Sortino Ratio Rank
IPOS Omega Ratio Rank: 7777
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8585
Calmar Ratio Rank
IPOS Martin Ratio Rank: 7676
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

IPOS vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Renaissance International IPO ETF (IPOS) 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.

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.


IPOSUGADifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

4.46

3.17

+1.29

Martin ratioReturn relative to average drawdown

13.34

9.39

+3.94

IPOS vs. UGA - Sharpe Ratio Comparison

The current IPOS Sharpe Ratio is 2.36, which is higher than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IPOS 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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Drawdowns

IPOS vs. UGA - Drawdown Comparison

The maximum IPOS drawdown since its inception was -73.09%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for IPOS and UGA.


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Drawdown Indicators


IPOSUGADifference

Max Drawdown

Largest peak-to-trough decline

-73.09%

-86.59%

+13.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-18.96%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

-26.68%

-7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-69.93%

-38.11%

-31.82%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

-75.89%

+2.80%

Current Drawdown

Current decline from peak

-37.05%

-18.05%

-19.00%

Average Drawdown

Average peak-to-trough decline

-32.02%

-36.69%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

6.43%

-0.71%

Volatility

IPOS vs. UGA - Volatility Comparison

Renaissance International IPO ETF (IPOS) has a higher volatility of 15.81% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that IPOS's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPOSUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.81%

9.24%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

29.95%

30.57%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

32.50%

35.22%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.95%

34.45%

-6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

37.22%

-12.81%

IPOS vs. UGA - Expense Ratio Comparison

IPOS has a 0.80% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

IPOS vs. UGA - Dividend Comparison

IPOS's dividend yield for the trailing twelve months is around 0.32%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IPOS
Renaissance International IPO ETF
0.32%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%
UGA
United States Gasoline 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


IPOS and UGA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IPOS has higher volatility (15.81%) compared to UGA (9.24%). In terms of maximum drawdown, IPOS dropped -73.09% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 4.08% for IPOS. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.80% for IPOS.

IPOS has the higher dividend yield at 0.32%, compared with 0.00% for UGA.

IPOS is categorized as Foreign Large Cap Equities, while UGA is Oil & Gas. IPOS tracks Renaissance International IPO Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Renaissance Capital and Concierge Technologies. Their fees differ too: 0.80% for IPOS and 0.75% for UGA.

IPOS currently has the higher Sharpe Ratio (2.36 vs 1.73), 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 IPOS and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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