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UCO vs. USL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCO vs. USL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and United States 12 Month Oil Fund LP (USL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCO achieves a 81.88% return, which is significantly higher than USL's 39.93% return. Over the past 10 years, UCO has outperformed USL with an annualized return of 19.46%, while USL has yielded a comparatively lower 9.43% annualized return.


UCO

1D
-1.26%
1M
-25.61%
YTD
81.88%
6M
76.32%
1Y
42.04%
3Y*
15.38%
5Y*
12.42%
10Y*
19.46%

USL

1D
-0.53%
1M
-13.39%
YTD
39.93%
6M
37.90%
1Y
26.14%
3Y*
13.28%
5Y*
12.73%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO vs. USL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
81.88%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%
USL
United States 12 Month Oil Fund LP
39.93%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%

Correlation

The correlation between UCO and USL is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

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

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.97

The correlation between UCO and USL has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.

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Return for Risk

UCO vs. USL — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 2424
Overall Rank
UCO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 2424
Sortino Ratio Rank
UCO Omega Ratio Rank: 2424
Omega Ratio Rank
UCO Calmar Ratio Rank: 2727
Calmar Ratio Rank
UCO Martin Ratio Rank: 2222
Martin Ratio Rank

USL
USL Risk / Return Rank: 2727
Overall Rank
USL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USL Sortino Ratio Rank: 2626
Sortino Ratio Rank
USL Omega Ratio Rank: 2626
Omega Ratio Rank
USL Calmar Ratio Rank: 3131
Calmar Ratio Rank
USL Martin Ratio Rank: 2727
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.

UCO vs. USL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and United States 12 Month Oil Fund LP (USL). 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.


UCOUSLDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.30

1.50

-0.19

Martin ratioReturn relative to average drawdown

2.61

3.41

-0.80

UCO vs. USL - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.75, which is comparable to the USL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UCO and USL, 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

UCO vs. USL - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.86%, which is greater than USL's maximum drawdown of -89.06%. Use the drawdown chart below to compare losses from any high point for UCO and USL.


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Drawdown Indicators


UCOUSLDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-89.06%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-32.37%

-17.53%

-14.84%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-23.33%

-27.05%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-33.82%

-33.42%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

-66.02%

-30.48%

Current Drawdown

Current decline from peak

-85.89%

-46.93%

-38.96%

Average Drawdown

Average peak-to-trough decline

-82.11%

-61.39%

-20.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

7.72%

+8.51%

Volatility

UCO vs. USL - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) has a higher volatility of 16.11% compared to United States 12 Month Oil Fund LP (USL) at 8.21%. This indicates that UCO's price experiences larger fluctuations and is considered to be riskier than USL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCOUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

8.21%

+7.90%

Volatility (6M)

Calculated over the trailing 6-month period

48.06%

24.20%

+23.86%

Volatility (1Y)

Calculated over the trailing 1-year period

57.57%

28.90%

+28.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.09%

30.24%

+29.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

317.77%

32.33%

+285.44%

UCO vs. USL - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is higher than USL's 0.88% expense ratio.


Dividends

UCO vs. USL - Dividend Comparison

Neither UCO nor USL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, UCO and USL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UCO has higher volatility (16.11%) compared to USL (8.21%). In terms of maximum drawdown, UCO dropped -99.86% vs USL's -89.06%.

On 10-year performance, UCO leads with 19.46% vs 9.43% for USL. On fees, USL is cheaper at 0.88% per year. On volatility, USL has been the lower-risk option at 8.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCO has performed better with a 19.46% return vs 9.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USL is cheaper with a 0.88% expense ratio, compared with 0.95% for UCO.

UCO and USL have nearly identical dividend yields, around 0.00%.

UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%), while USL tracks 12 Month Light Sweet Crude Oil. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for UCO and 0.88% for USL.

USL currently has the higher Sharpe Ratio (0.92 vs 0.75), 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 UCO and USL

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