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OGIG vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OGIG vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) 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, OGIG achieves a -18.24% return, which is significantly lower than UGA's 64.09% return.


OGIG

1D
-0.32%
1M
-5.75%
YTD
-18.24%
6M
-19.41%
1Y
-16.68%
3Y*
11.17%
5Y*
-5.48%
10Y*

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)

OGIG vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OGIG
O’Shares Global Internet Giants ETF
-18.24%14.39%25.97%50.25%-50.64%-9.30%107.92%36.90%-24.48%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-32.44%

Correlation

The correlation between OGIG 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

0.01

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.14

The correlation between OGIG and UGA shifts across timeframes, from -0.12 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OGIG vs. UGA — Risk / Return Rank

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

OGIG
OGIG Risk / Return Rank: 44
Overall Rank
OGIG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 33
Sortino Ratio Rank
OGIG Omega Ratio Rank: 33
Omega Ratio Rank
OGIG Calmar Ratio Rank: 55
Calmar Ratio Rank
OGIG Martin Ratio Rank: 44
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.

OGIG vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.


OGIGUGADifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

0.89

1.30

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.50

3.17

-3.67

Martin ratioReturn relative to average drawdown

-1.00

9.39

-10.39

OGIG vs. UGA - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.73, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of OGIG 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

OGIG vs. UGA - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for OGIG and UGA.


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Drawdown Indicators


OGIGUGADifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-86.59%

+20.54%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-18.96%

-14.27%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-26.68%

-6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

-38.11%

-24.68%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-32.46%

-18.05%

-14.41%

Average Drawdown

Average peak-to-trough decline

-25.68%

-36.69%

+11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.69%

6.43%

+10.26%

Volatility

OGIG vs. UGA - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 9.72% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that OGIG'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


OGIGUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

9.24%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

30.57%

-11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

35.22%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.68%

34.45%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

37.22%

-6.22%

OGIG vs. UGA - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

OGIG vs. UGA - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.09%, while UGA has not paid dividends to shareholders.


Frequently Asked Questions


OGIG 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.

OGIG has higher volatility (9.72%) compared to UGA (9.24%). In terms of maximum drawdown, OGIG dropped -66.05% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs -5.48% for OGIG. On fees, OGIG is cheaper at 0.48% 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 5-year period, UGA has performed better with a 22.69% return vs -5.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OGIG is cheaper with a 0.48% expense ratio, compared with 0.75% for UGA.

OGIG has the higher dividend yield at 0.09%, compared with 0.00% for UGA.

OGIG is categorized as Large Cap Growth Equities, while UGA is Oil & Gas. OGIG tracks O’Shares Global Internet Giants Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: O'Shares Investments and Concierge Technologies. Their fees differ too: 0.48% for OGIG and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs -0.73), 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 OGIG and UGA

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