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ISHP vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHP vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) 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, ISHP achieves a -10.97% return, which is significantly lower than USO's 98.48% return.


ISHP

1D
-0.10%
1M
-1.59%
YTD
-10.97%
6M
-10.01%
1Y
-7.50%
3Y*
11.42%
5Y*
1.58%
10Y*

USO

1D
1.31%
1M
-3.87%
YTD
98.48%
6M
95.54%
1Y
97.37%
3Y*
28.86%
5Y*
23.92%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHP vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHP
First Trust S-Network Global E-Commerce ETF
-10.97%12.27%24.17%22.24%-33.79%30.09%15.33%19.74%-2.04%7.66%
USO
United States Oil Fund LP
98.48%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between ISHP and USO is -0.34, 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

-0.34

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

-0.04

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2016

0.12

The correlation between ISHP and USO shifts across timeframes, from -0.34 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISHP vs. USO — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 55
Overall Rank
ISHP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 55
Sortino Ratio Rank
ISHP Omega Ratio Rank: 55
Omega Ratio Rank
ISHP Calmar Ratio Rank: 66
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8888
Calmar Ratio Rank
USO Martin Ratio Rank: 5555
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.

ISHP vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) 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.


ISHPUSODifference

Sharpe ratio

Return per unit of total volatility

-0.44

2.22

-2.66

Sortino ratio

Return per unit of downside risk

-0.50

2.81

-3.31

Omega ratio

Gain probability vs. loss probability

0.94

1.37

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.27

5.12

-5.39

Martin ratio

Return relative to average drawdown

-0.59

9.66

-10.25

ISHP vs. USO - Sharpe Ratio Comparison

The current ISHP Sharpe Ratio is -0.44, which is lower than the USO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ISHP 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


ISHPUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

2.22

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.67

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.18

+0.48

Drawdowns

ISHP vs. USO - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for ISHP and USO.


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Drawdown Indicators


ISHPUSODifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-98.19%

+50.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

-20.39%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

-26.05%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-36.23%

-11.34%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-18.21%

-85.39%

+67.18%

Average Drawdown

Average peak-to-trough decline

-12.65%

-75.30%

+62.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

10.81%

+0.58%

Volatility

ISHP vs. USO - Volatility Comparison

The current volatility for First Trust S-Network Global E-Commerce ETF (ISHP) is 3.98%, while United States Oil Fund LP (USO) has a volatility of 15.03%. This indicates that ISHP 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


ISHPUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

15.03%

-11.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

38.18%

-24.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

44.26%

-27.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.29%

36.04%

-8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

39.00%

-14.91%

ISHP vs. USO - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

ISHP vs. USO - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.50%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ISHP
First Trust S-Network Global E-Commerce ETF
1.50%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%
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%

Frequently Asked Questions


ISHP and USO have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (15.03%) compared to ISHP (3.98%). In terms of maximum drawdown, ISHP dropped -47.57% vs USO's -98.19%.

On 5-year performance, USO leads with 23.92% vs 1.58% for ISHP. On fees, ISHP is cheaper at 0.60% per year. On volatility, ISHP has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 23.92% return vs 1.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISHP is cheaper with a 0.60% expense ratio, compared with 0.86% for USO.

ISHP has the higher dividend yield at 1.50%, compared with 0.00% for USO.

ISHP is categorized as Consumer Discretionary Equities, while USO is Oil & Gas. ISHP tracks S-Network Global E-Commerce Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: First Trust and USCF. Their fees differ too: 0.60% for ISHP and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.22 vs -0.44), 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 ISHP and USO

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