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UGA vs. BNDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. BNDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and FlexShares Core Select Bond Fund (BNDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UGA achieves a 70.69% return, which is significantly higher than BNDC's 0.07% return.


UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%

BNDC

1D
0.13%
1M
0.12%
YTD
0.07%
6M
0.16%
1Y
4.25%
3Y*
3.76%
5Y*
-0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. BNDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
70.69%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
BNDC
FlexShares Core Select Bond Fund
0.07%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%

Correlation

The correlation between UGA and BNDC is -0.38, 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

-0.38

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

-0.20

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2016

-0.10

Over the past year, the inverse relationship between UGA and BNDC has strengthened: their correlation has moved from -0.10 to -0.38, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UGA vs. BNDC — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
Martin Ratio Rank

BNDC
BNDC Risk / Return Rank: 3030
Overall Rank
BNDC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 3131
Sortino Ratio Rank
BNDC Omega Ratio Rank: 2828
Omega Ratio Rank
BNDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
BNDC Martin Ratio Rank: 3030
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.

UGA vs. BNDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and FlexShares Core Select Bond Fund (BNDC). 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.


UGABNDCDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

5.37

1.49

+3.88

Martin ratioReturn relative to average drawdown

12.86

4.39

+8.47

UGA vs. BNDC - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 2.27, which is higher than the BNDC Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of UGA and BNDC, 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


UGABNDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.09

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.03

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.21

-0.09

Drawdowns

UGA vs. BNDC - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, which is greater than BNDC's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for UGA and BNDC.


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Drawdown Indicators


UGABNDCDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-18.80%

-67.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-2.87%

-12.01%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-6.30%

-20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-18.60%

-19.51%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-14.75%

-3.34%

-11.41%

Average Drawdown

Average peak-to-trough decline

-36.76%

-7.35%

-29.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

0.97%

+5.23%

Volatility

UGA vs. BNDC - Volatility Comparison

United States Gasoline Fund LP (UGA) has a higher volatility of 11.64% compared to FlexShares Core Select Bond Fund (BNDC) at 1.23%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier than BNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGABNDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

1.23%

+10.41%

Volatility (6M)

Calculated over the trailing 6-month period

30.48%

2.78%

+27.70%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

3.99%

+31.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.40%

6.07%

+28.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.27%

8.05%

+29.22%

UGA vs. BNDC - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is higher than BNDC's 0.35% expense ratio.


Dividends

UGA vs. BNDC - Dividend Comparison

UGA has not paid dividends to shareholders, while BNDC's dividend yield for the trailing twelve months is around 4.15%.


PositionTTM2025202420232022202120202019201820172016
BNDC
FlexShares Core Select Bond Fund
4.15%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%
UGA
United States Gasoline Fund LP
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


UGA and BNDC have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.64%) compared to BNDC (1.23%). In terms of maximum drawdown, UGA dropped -86.59% vs BNDC's -18.80%.

On 5-year performance, UGA leads with 24.41% vs -0.19% for BNDC. On fees, BNDC is cheaper at 0.35% per year. On volatility, BNDC has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 24.41% return vs -0.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDC is cheaper with a 0.35% expense ratio, compared with 0.75% for UGA.

BNDC has the higher dividend yield at 4.15%, compared with 0.00% for UGA.

UGA is categorized as Oil & Gas, while BNDC is Intermediate Core Bond. They also come from different issuers: Concierge Technologies and Northern Trust. Their fees differ too: 0.75% for UGA and 0.35% for BNDC.

UGA currently has the higher Sharpe Ratio (2.27 vs 1.09), 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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