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SVXY vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVXY vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) 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, SVXY achieves a 4.84% return, which is significantly lower than USO's 86.77% return. Over the past 10 years, SVXY has underperformed USO with an annualized return of -1.01%, while USO has yielded a comparatively higher 5.64% annualized return.


SVXY

1D
1.47%
1M
1.31%
6M
7.32%
YTD
4.84%
1Y
33.59%
3Y*
9.63%
5Y*
16.64%
10Y*
-1.01%
ALL TIME*
12.70%

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)
$95.64M$79.87M$82.81M
$968.42M$871.56M$931.57M

SVXY vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVXY
ProShares Short VIX Short-Term Futures ETF
4.84%10.63%-3.17%76.21%-4.66%48.53%-36.47%54.21%-91.75%181.84%
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 SVXY and USO is -0.23, 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.

-0.23

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

-0.06

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

0.05

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.21

The correlation between SVXY and USO shifts across timeframes, from -0.23 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SVXY vs. USO — Risk / Return Rank

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

SVXY
SVXY Risk / Return Rank: 3838
Overall Rank
SVXY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3737
Sortino Ratio Rank
SVXY Omega Ratio Rank: 4040
Omega Ratio Rank
SVXY Calmar Ratio Rank: 3636
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3939
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.

SVXY vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) 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.


SVXYUSODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.23

1.93

-0.70

Martin ratioReturn relative to average drawdown

4.00

5.60

-1.60

SVXY vs. USO - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 0.96, which is comparable to the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SVXY 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

SVXY vs. USO - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for SVXY and USO.


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Drawdown Indicators


SVXYUSODifference

Max Drawdown

Largest peak-to-trough decline

-95.25%

-98.19%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-32.49%

+9.55%

Max Drawdown (3Y)

Largest decline over 3 years

-46.45%

-32.49%

-13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

-36.23%

-10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

-86.75%

-8.50%

Current Drawdown

Current decline from peak

-79.00%

-86.26%

+7.26%

Average Drawdown

Average peak-to-trough decline

-57.10%

-75.38%

+18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

12.03%

-4.98%

Volatility

SVXY vs. USO - Volatility Comparison

The current volatility for ProShares Short VIX Short-Term Futures ETF (SVXY) is 7.44%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that SVXY 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


SVXYUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

17.73%

-10.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.23%

42.79%

-20.56%

Volatility (1Y)

Calculated over the trailing 1-year period

29.49%

46.91%

-17.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.19%

37.06%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.47%

39.29%

+10.18%

SVXY vs. USO - Expense Ratio Comparison

SVXY has a 0.95% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

SVXY vs. USO - Dividend Comparison

Neither SVXY nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SVXY and USO have a correlation of -0.23, 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 SVXY (7.44%). In terms of maximum drawdown, SVXY dropped -95.25% vs USO's -98.19%.

On 10-year performance, USO leads with 5.64% vs -1.01% for SVXY. On fees, USO is cheaper at 0.86% per year. On volatility, SVXY has been the lower-risk option at 7.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USO has performed better with a 5.64% return vs -1.01%. 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 0.95% for SVXY.

SVXY and USO have nearly identical dividend yields, around 0.00%.

SVXY is categorized as Volatility, while USO is Oil & Gas. SVXY tracks S&P 500 VIX Short-Term Futures Index (-0.5x), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: ProShares and USCF. Their fees differ too: 0.95% for SVXY and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.34 vs 0.96), 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 SVXY and USO

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