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ITDD vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDD vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2040 ETF (ITDD) 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, ITDD achieves a 9.60% return, which is significantly lower than USO's 97.72% return.


ITDD

1D
0.47%
1M
3.05%
YTD
9.60%
6M
9.97%
1Y
22.34%
3Y*
5Y*
10Y*

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)

ITDD vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023
ITDD
Ishares Lifepath Target Date 2040 ETF
9.60%17.66%13.08%12.87%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-18.40%

Correlation

The correlation between ITDD and USO is -0.38, 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

-0.38

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

-0.11

Over the past year, the inverse relationship between ITDD and USO has strengthened: their correlation has moved from -0.11 to -0.38, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

ITDD vs. USO — Risk / Return Rank

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

ITDD
ITDD Risk / Return Rank: 7070
Overall Rank
ITDD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ITDD Sortino Ratio Rank: 7373
Sortino Ratio Rank
ITDD Omega Ratio Rank: 7272
Omega Ratio Rank
ITDD Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITDD Martin Ratio Rank: 7171
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.

ITDD vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) 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.


ITDDUSODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.97

4.79

-1.83

Martin ratioReturn relative to average drawdown

12.99

9.00

+3.99

ITDD vs. USO - Sharpe Ratio Comparison

The current ITDD Sharpe Ratio is 2.30, which is comparable to the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ITDD 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


ITDDUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.21

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.84

-0.18

+2.02

Drawdowns

ITDD vs. USO - Drawdown Comparison

The maximum ITDD drawdown since its inception was -12.46%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for ITDD and USO.


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Drawdown Indicators


ITDDUSODifference

Max Drawdown

Largest peak-to-trough decline

-12.46%

-98.19%

+85.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-20.39%

+12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-0.23%

-85.45%

+85.22%

Average Drawdown

Average peak-to-trough decline

-1.25%

-75.30%

+74.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

10.84%

-9.12%

Volatility

ITDD vs. USO - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2040 ETF (ITDD) is 3.16%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that ITDD 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


ITDDUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

14.97%

-11.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

38.35%

-30.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.75%

44.32%

-34.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.44%

36.09%

-24.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.44%

39.00%

-27.56%

ITDD vs. USO - Expense Ratio Comparison

ITDD has a 0.11% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

ITDD vs. USO - Dividend Comparison

ITDD's dividend yield for the trailing twelve months is around 1.66%, while USO has not paid dividends to shareholders.


PositionTTM202520242023
ITDD
Ishares Lifepath Target Date 2040 ETF
1.66%1.82%1.56%0.89%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITDD and USO have a correlation of -0.38, 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 ITDD (3.16%). In terms of maximum drawdown, ITDD dropped -12.46% vs USO's -98.19%.

On 1-year performance, USO leads with 97.20% vs 22.34% for ITDD. On fees, ITDD is cheaper at 0.11% per year. On volatility, ITDD has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USO has performed better with a 97.20% return vs 22.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDD is cheaper with a 0.11% expense ratio, compared with 0.86% for USO.

ITDD has the higher dividend yield at 1.66%, compared with 0.00% for USO.

ITDD is categorized as Target Retirement Date, while USO is Oil & Gas. They also come from different issuers: iShares and USCF. Their fees differ too: 0.11% for ITDD and 0.86% for USO.

ITDD currently has the higher Sharpe Ratio (2.30 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

Find the right allocation for ITDD and USO

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