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UGA vs. DBO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGA vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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UGA vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
67.41%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
DBO
Invesco DB Oil Fund
61.23%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Returns By Period

In the year-to-date period, UGA achieves a 67.41% return, which is significantly higher than DBO's 61.23% return. Over the past 10 years, UGA has outperformed DBO with an annualized return of 15.30%, while DBO has yielded a comparatively lower 11.99% annualized return.


UGA

1D
-2.37%
1M
41.79%
YTD
67.41%
6M
60.25%
1Y
60.84%
3Y*
19.35%
5Y*
26.26%
10Y*
15.30%

DBO

1D
-5.52%
1M
36.22%
YTD
61.23%
6M
51.46%
1Y
42.16%
3Y*
15.27%
5Y*
15.55%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGA vs. DBO - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is lower than DBO's 0.78% expense ratio.


Return for Risk

UGA vs. DBO — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 8888
Overall Rank
UGA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 8888
Sortino Ratio Rank
UGA Omega Ratio Rank: 8484
Omega Ratio Rank
UGA Calmar Ratio Rank: 9595
Calmar Ratio Rank
UGA Martin Ratio Rank: 8383
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 6868
Overall Rank
DBO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBO Omega Ratio Rank: 6363
Omega Ratio Rank
DBO Calmar Ratio Rank: 8686
Calmar Ratio Rank
DBO Martin Ratio Rank: 5050
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. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and Invesco DB Oil Fund (DBO). 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.


UGADBODifference

Sharpe ratio

Return per unit of total volatility

1.90

1.18

+0.72

Sortino ratio

Return per unit of downside risk

2.41

1.77

+0.64

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

4.16

2.52

+1.64

Martin ratio

Return relative to average drawdown

9.15

4.52

+4.63

UGA vs. DBO - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 1.90, which is higher than the DBO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of UGA and DBO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UGADBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.18

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.49

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.38

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.00

+0.11

Correlation

The correlation between UGA and DBO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UGA vs. DBO - Dividend Comparison

UGA has not paid dividends to shareholders, while DBO's dividend yield for the trailing twelve months is around 2.18%.


TTM20252024202320222021202020192018
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBO
Invesco DB Oil Fund
2.18%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%

Drawdowns

UGA vs. DBO - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, roughly equal to the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for UGA and DBO.


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Drawdown Indicators


UGADBODifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-90.18%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-18.19%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-37.68%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-61.69%

-14.20%

Current Drawdown

Current decline from peak

-2.37%

-57.57%

+55.20%

Average Drawdown

Average peak-to-trough decline

-37.07%

-62.32%

+25.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

10.15%

-3.09%

Volatility

UGA vs. DBO - Volatility Comparison

United States Gasoline Fund LP (UGA) has a higher volatility of 18.15% compared to Invesco DB Oil Fund (DBO) at 15.71%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGADBODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.15%

15.71%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

25.45%

25.15%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

32.19%

35.96%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.54%

31.74%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.99%

31.52%

+5.47%