OIH vs. UCO

In the year-to-date period, OIH achieves a -18.89% return, which is significantly higher than UCO's -24.18% return. Over the past 10 years, OIH has outperformed UCO with an annualized return of -9.77%, while UCO has yielded a comparatively lower -28.46% annualized return.

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OIH has a 0.35% expense ratio, which is lower than UCO's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Oil Services ETF (OIH) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.

The current OIH Sharpe Ratio is -0.79, which is comparable to the UCO Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of OIH and UCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OIH's dividend yield for the trailing twelve months is around 2.47%, while UCO has not paid dividends to shareholders.

The maximum OIH drawdown since its inception was -94.24%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for OIH and UCO.

The current volatility for VanEck Vectors Oil Services ETF (OIH) is 8.63%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 15.81%. This indicates that OIH experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.