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UBOT vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) 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, UBOT achieves a 16.93% return, which is significantly lower than USO's 103.67% return.


UBOT

1D
-1.65%
1M
9.27%
YTD
16.93%
6M
21.77%
1Y
49.20%
3Y*
12.40%
5Y*
-6.34%
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)

UBOT vs. USO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
16.93%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.27%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-29.85%

Correlation

The correlation between UBOT and USO is -0.32, 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

-0.32

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

-0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2018

0.14

The correlation between UBOT and USO shifts across timeframes, from -0.32 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBOT vs. USO — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 2929
Overall Rank
UBOT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3030
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2828
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBOT Martin Ratio Rank: 3030
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.

UBOT vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) 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.


UBOTUSODifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratioReturn relative to maximum drawdown

1.38

5.01

-3.63

Martin ratioReturn relative to average drawdown

4.39

9.42

-5.03

UBOT vs. USO - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 1.04, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UBOT 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


UBOTUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.31

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.68

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.18

+0.12

Drawdowns

UBOT vs. USO - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for UBOT and USO.


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Drawdown Indicators


UBOTUSODifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-98.19%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-20.39%

-15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

-26.05%

-25.59%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-36.23%

-46.67%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-43.38%

-85.01%

+41.63%

Average Drawdown

Average peak-to-trough decline

-49.53%

-75.30%

+25.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.24%

10.82%

+0.42%

Volatility

UBOT vs. USO - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and United States Oil Fund LP (USO) have volatilities of 15.45% and 14.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBOTUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

14.87%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

36.47%

38.23%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

47.78%

44.20%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.94%

36.06%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.46%

39.00%

+24.46%

UBOT vs. USO - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

UBOT vs. USO - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 0.80%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.80%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UBOT and USO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (15.45%) compared to USO (14.87%). In terms of maximum drawdown, UBOT dropped -86.01% vs USO's -98.19%.

On 5-year performance, USO leads with 24.41% vs -6.34% for UBOT. 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 5-year period, USO has performed better with a 24.41% return vs -6.34%. 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 1.29% for UBOT.

UBOT has the higher dividend yield at 0.80%, compared with 0.00% for USO.

UBOT is categorized as Robotics, while USO is Oil & Gas. UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Direxion and USCF. Their fees differ too: 1.29% for UBOT and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 1.04), 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 UBOT 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.

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