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UFO vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UFO vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Procure Space ETF (UFO) 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, UFO achieves a 49.39% return, which is significantly lower than USO's 103.67% return.


UFO

1D
-5.68%
1M
12.53%
YTD
49.39%
6M
71.06%
1Y
135.88%
3Y*
46.01%
5Y*
15.60%
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)

UFO vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UFO
Procure Space ETF
49.39%67.36%27.22%-2.34%-25.85%7.17%-2.15%5.34%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%-3.47%

Correlation

The correlation between UFO and USO is -0.16, 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

-0.16

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

-0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2019

0.14

The correlation between UFO and USO shifts across timeframes, from -0.16 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UFO vs. USO — Risk / Return Rank

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

UFO
UFO Risk / Return Rank: 8888
Overall Rank
UFO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UFO Sortino Ratio Rank: 8686
Sortino Ratio Rank
UFO Omega Ratio Rank: 7878
Omega Ratio Rank
UFO Calmar Ratio Rank: 9292
Calmar Ratio Rank
UFO Martin Ratio Rank: 8989
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.

UFO vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Procure Space ETF (UFO) 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.


UFOUSODifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.48

1.38

+0.09

Calmar ratioReturn relative to maximum drawdown

6.23

5.01

+1.22

Martin ratioReturn relative to average drawdown

20.29

9.42

+10.87

UFO vs. USO - Sharpe Ratio Comparison

The current UFO Sharpe Ratio is 3.59, which is higher than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of UFO 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


UFOUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.59

2.31

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.68

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.18

+0.63

Drawdowns

UFO vs. USO - Drawdown Comparison

The maximum UFO drawdown since its inception was -50.33%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for UFO and USO.


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Drawdown Indicators


UFOUSODifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-98.19%

+47.86%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-20.39%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-26.05%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-50.33%

-36.23%

-14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-14.84%

-85.01%

+70.17%

Average Drawdown

Average peak-to-trough decline

-21.82%

-75.30%

+53.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

10.82%

-4.10%

Volatility

UFO vs. USO - Volatility Comparison

Procure Space ETF (UFO) has a higher volatility of 16.64% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that UFO's price experiences larger fluctuations and is considered to be riskier 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


UFOUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.64%

14.87%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

31.27%

38.23%

-6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

38.08%

44.20%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.92%

36.06%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.76%

39.00%

-8.24%

UFO vs. USO - Expense Ratio Comparison

UFO has a 0.75% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

UFO vs. USO - Dividend Comparison

UFO's dividend yield for the trailing twelve months is around 0.29%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
UFO
Procure Space ETF
0.29%0.46%1.98%1.90%3.19%1.00%1.07%0.45%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UFO and USO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UFO has higher volatility (16.64%) compared to USO (14.87%). In terms of maximum drawdown, UFO dropped -50.33% vs USO's -98.19%.

On 5-year performance, USO leads with 24.41% vs 15.60% for UFO. On fees, UFO is cheaper at 0.75% 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 15.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UFO is cheaper with a 0.75% expense ratio, compared with 0.86% for USO.

UFO has the higher dividend yield at 0.29%, compared with 0.00% for USO.

UFO is categorized as Global Equities, while USO is Oil & Gas. UFO tracks S-Network Space Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: ProcureAM and USCF. Their fees differ too: 0.75% for UFO and 0.86% for USO.

UFO currently has the higher Sharpe Ratio (3.59 vs 2.31), 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

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