PortfoliosLab logoPortfoliosLab logo
KPDD vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KPDD vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 2x Long PDD Daily ETF (KPDD) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KPDD achieves a -49.17% return, which is significantly lower than USO's 103.67% return.


KPDD

1D
-6.41%
1M
-26.78%
YTD
-49.17%
6M
-53.13%
1Y
-39.50%
3Y*
5Y*
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KPDD vs. USO - Yearly Performance Comparison


2026 (YTD)2025
KPDD
KraneShares 2x Long PDD Daily ETF
-49.17%-25.58%
USO
United States Oil Fund LP
103.67%-5.00%

Correlation

The correlation between KPDD and USO is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

-0.06

The correlation between KPDD and USO shifts across timeframes, from -0.16 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KPDD vs. USO — Risk / Return Rank

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

KPDD
KPDD Risk / Return Rank: 44
Overall Rank
KPDD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KPDD Sortino Ratio Rank: 44
Sortino Ratio Rank
KPDD Omega Ratio Rank: 44
Omega Ratio Rank
KPDD Calmar Ratio Rank: 44
Calmar Ratio Rank
KPDD Martin Ratio Rank: 44
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
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.

KPDD vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 2x Long PDD Daily ETF (KPDD) 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.


KPDDUSODifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

0.92

1.38

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.58

5.01

-5.59

Martin ratioReturn relative to average drawdown

-1.14

9.42

-10.56

KPDD vs. USO - Sharpe Ratio Comparison

The current KPDD Sharpe Ratio is -0.61, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of KPDD 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.


Loading charts...

Sharpe Ratios by Period


KPDDUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

2.31

-2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

-0.18

-0.56

Drawdowns

KPDD vs. USO - Drawdown Comparison

The maximum KPDD drawdown since its inception was -70.57%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for KPDD and USO.


Loading charts...

Drawdown Indicators


KPDDUSODifference

Max Drawdown

Largest peak-to-trough decline

-70.57%

-98.19%

+27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-68.49%

-20.39%

-48.10%

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

-69.09%

-85.01%

+15.92%

Average Drawdown

Average peak-to-trough decline

-37.19%

-75.30%

+38.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.59%

10.82%

+23.77%

Volatility

KPDD vs. USO - Volatility Comparison

KraneShares 2x Long PDD Daily ETF (KPDD) has a higher volatility of 34.05% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that KPDD's price experiences larger fluctuations and is considered to be riskier than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KPDDUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

34.05%

14.87%

+19.18%

Volatility (6M)

Calculated over the trailing 6-month period

51.37%

38.23%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

64.76%

44.20%

+20.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

36.06%

+38.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.72%

39.00%

+35.72%

KPDD vs. USO - Expense Ratio Comparison

KPDD has a 1.27% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

KPDD vs. USO - Dividend Comparison

KPDD's dividend yield for the trailing twelve months is around 113.85%, while USO has not paid dividends to shareholders.


PositionTTM2025
KPDD
KraneShares 2x Long PDD Daily ETF
113.85%57.87%
USO
United States Oil Fund LP
0.00%0.00%

Frequently Asked Questions


KPDD and USO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KPDD has higher volatility (34.05%) compared to USO (14.87%). In terms of maximum drawdown, KPDD dropped -70.57% vs USO's -98.19%.

On 1-year performance, USO leads with 101.55% vs -39.50% for KPDD. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 14.87%. 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 101.55% return vs -39.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.27% for KPDD.

KPDD has the higher dividend yield at 113.85%, compared with 0.00% for USO.

KPDD is categorized as Leveraged Equities, while USO is Oil & Gas. KPDD tracks PDD Holdings Inc. ADR (PDD), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: KraneShares and USCF. Their fees differ too: 1.27% for KPDD and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs -0.61), 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 KPDD and USO

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

Open Portfolio Optimizer