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PEY vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEY vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Equity Dividend Achievers™ ETF (PEY) 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, PEY achieves a 13.21% return, which is significantly lower than USO's 97.72% return. Over the past 10 years, PEY has outperformed USO with an annualized return of 8.51%, while USO has yielded a comparatively lower 3.57% annualized return.


PEY

1D
1.25%
1M
2.72%
YTD
13.21%
6M
13.70%
1Y
18.17%
3Y*
11.81%
5Y*
5.83%
10Y*
8.51%

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)

PEY vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
13.21%0.56%5.25%7.29%2.45%26.15%-3.85%24.76%-7.49%8.78%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between PEY and USO is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2006

0.25

The correlation between PEY and USO shifts across timeframes, from -0.10 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PEY vs. USO — Risk / Return Rank

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

PEY
PEY Risk / Return Rank: 3838
Overall Rank
PEY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 4040
Sortino Ratio Rank
PEY Omega Ratio Rank: 3434
Omega Ratio Rank
PEY Calmar Ratio Rank: 4343
Calmar Ratio Rank
PEY Martin Ratio Rank: 3838
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.

PEY vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Equity Dividend Achievers™ ETF (PEY) 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.


PEYUSODifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

2.05

4.79

-2.74

Martin ratioReturn relative to average drawdown

5.75

9.00

-3.25

PEY vs. USO - Sharpe Ratio Comparison

The current PEY Sharpe Ratio is 1.30, which is lower than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PEY 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


PEYUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.21

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.66

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.09

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.18

+0.46

Drawdowns

PEY vs. USO - Drawdown Comparison

The maximum PEY drawdown since its inception was -72.81%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for PEY and USO.


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Drawdown Indicators


PEYUSODifference

Max Drawdown

Largest peak-to-trough decline

-72.81%

-98.19%

+25.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-20.39%

+11.51%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-26.05%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-36.23%

+18.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-86.75%

+45.20%

Current Drawdown

Current decline from peak

-0.41%

-85.45%

+85.04%

Average Drawdown

Average peak-to-trough decline

-12.88%

-75.30%

+62.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

10.84%

-7.67%

Volatility

PEY vs. USO - Volatility Comparison

The current volatility for Invesco High Yield Equity Dividend Achievers™ ETF (PEY) is 3.88%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that PEY 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


PEYUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

14.97%

-11.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

38.35%

-29.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

44.32%

-30.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

36.09%

-19.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

39.00%

-20.10%

PEY vs. USO - Expense Ratio Comparison

PEY has a 0.54% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

PEY vs. USO - Dividend Comparison

PEY's dividend yield for the trailing twelve months is around 4.46%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.46%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%
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


PEY and USO have a correlation of -0.10, 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 PEY (3.88%). In terms of maximum drawdown, PEY dropped -72.81% vs USO's -98.19%.

On 10-year performance, PEY leads with 8.51% vs 3.57% for USO. On fees, PEY is cheaper at 0.54% per year. On volatility, PEY has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PEY has performed better with a 8.51% return vs 3.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PEY is cheaper with a 0.54% expense ratio, compared with 0.86% for USO.

PEY has the higher dividend yield at 4.46%, compared with 0.00% for USO.

PEY is categorized as Mid Cap Value Equities, while USO is Oil & Gas. PEY tracks NASDAQ US Dividend Achievers 50 Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Invesco and USCF. Their fees differ too: 0.54% for PEY and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.21 vs 1.30), 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.

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