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IXG vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXG vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) 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, IXG achieves a 11.68% return, which is significantly lower than USO's 86.77% return. Over the past 10 years, IXG has outperformed USO with an annualized return of 13.37%, while USO has yielded a comparatively lower 5.64% annualized return.


IXG

1D
-0.14%
1M
4.09%
6M
10.83%
YTD
11.68%
1Y
24.21%
3Y*
24.33%
5Y*
14.80%
10Y*
13.37%
ALL TIME*
6.42%

USO

1D
1.33%
1M
24.23%
6M
62.44%
YTD
86.77%
1Y
66.76%
3Y*
20.97%
5Y*
20.59%
10Y*
5.64%
ALL TIME*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.21M$10.00M$5.85M
$968.42M$871.56M$931.57M

IXG vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXG
iShares Global Financials ETF
11.68%28.54%25.69%14.97%-8.97%25.07%-2.99%24.60%-16.33%23.78%
USO
United States Oil Fund LP
86.77%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between IXG and USO is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.32

Correlation (3Y)
Balances recent behavior with more history.

-0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (10Y)
Provides a long-term view across more market conditions.

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.27

The correlation between IXG and USO shifts across timeframes, from -0.32 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IXG vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXG
IXG Risk / Return Rank: 6565
Overall Rank
IXG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 7272
Sortino Ratio Rank
IXG Omega Ratio Rank: 6565
Omega Ratio Rank
IXG Calmar Ratio Rank: 5757
Calmar Ratio Rank
IXG Martin Ratio Rank: 6060
Martin Ratio Rank

USO
USO Risk / Return Rank: 5555
Overall Rank
USO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 5757
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXG vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) 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.

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.


IXGUSODifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.00

1.93

+0.07

Martin ratioReturn relative to average drawdown

7.09

5.60

+1.50

IXG vs. USO - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 1.60, which is comparable to the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IXG 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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Drawdowns

IXG vs. USO - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for IXG and USO.


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Drawdown Indicators


IXGUSODifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-98.19%

+19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-32.49%

+21.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-32.49%

+18.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-36.23%

+9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-86.75%

+43.28%

Current Drawdown

Current decline from peak

-0.14%

-86.26%

+86.12%

Average Drawdown

Average peak-to-trough decline

-19.63%

-75.38%

+55.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

12.03%

-8.84%

Volatility

IXG vs. USO - Volatility Comparison

The current volatility for iShares Global Financials ETF (IXG) is 4.23%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that IXG 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


IXGUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

17.73%

-13.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

42.79%

-31.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.12%

46.91%

-32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

37.06%

-19.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

39.29%

-19.42%

IXG vs. USO - Expense Ratio Comparison

IXG has a 0.41% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

IXG vs. USO - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.13%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF
2.13%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
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


IXG and USO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (17.73%) compared to IXG (4.23%). In terms of maximum drawdown, IXG dropped -78.42% vs USO's -98.19%.

On 10-year performance, IXG leads with 13.37% vs 5.64% for USO. On fees, IXG is cheaper at 0.41% per year. On volatility, IXG has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXG has performed better with a 13.37% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXG is cheaper with a 0.41% expense ratio, compared with 0.86% for USO.

IXG has the higher dividend yield at 2.13%, compared with 0.00% for USO.

IXG is categorized as Financials Equities, while USO is Oil & Gas. IXG tracks S&P Global 1200 Financials (Sector) Capped Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: iShares and USCF. Their fees differ too: 0.41% for IXG and 0.86% for USO.

IXG currently has the higher Sharpe Ratio (1.60 vs 1.34), 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 IXG and USO

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