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UGA vs. UDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. UDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund, LP (UGA) and USCF ESG Dividend Income Fund (UDI). 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 72.77% return, which is significantly higher than UDI's 16.96% return.


UGA

1D
-0.56%
1M
0.07%
6M
54.03%
YTD
72.77%
1Y
71.49%
3Y*
14.87%
5Y*
24.07%
10Y*
16.28%
ALL TIME*
4.25%

UDI

1D
-0.29%
1M
2.96%
6M
10.09%
YTD
16.96%
1Y
26.56%
3Y*
17.57%
5Y*
10Y*
ALL TIME*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$29.55K$55.33K$40.91K
$8.67M$6.11M$4.99M

UGA vs. UDI - Yearly Performance Comparison


2026 (YTD)2025202420232022
UGA
United States Gasoline Fund, LP
72.77%-2.00%3.77%1.27%-22.77%
UDI
USCF ESG Dividend Income Fund
16.96%14.23%17.07%6.35%3.14%

Correlation

The correlation between UGA and UDI is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.09

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2022

0.07

The correlation between UGA and UDI shifts across timeframes, from -0.09 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UGA vs. UDI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UGA
UGA Risk / Return Rank: 7272
Overall Rank
UGA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
UGA Omega Ratio Rank: 6767
Omega Ratio Rank
UGA Calmar Ratio Rank: 8484
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
Martin Ratio Rank

UDI
UDI Risk / Return Rank: 9393
Overall Rank
UDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UDI Sortino Ratio Rank: 9494
Sortino Ratio Rank
UDI Omega Ratio Rank: 9191
Omega Ratio Rank
UDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
UDI Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UGA vs. UDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund, LP (UGA) and USCF ESG Dividend Income Fund (UDI). 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.


UGAUDIDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.32

1.46

-0.15

Calmar ratioReturn relative to maximum drawdown

3.54

4.72

-1.18

Martin ratioReturn relative to average drawdown

9.75

18.66

-8.91

UGA vs. UDI - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 1.96, which is comparable to the UDI Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of UGA and UDI, 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

UGA vs. UDI - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, which is greater than UDI's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for UGA and UDI.


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Drawdown Indicators


UGAUDIDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-14.17%

-72.42%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

-5.66%

-14.66%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-14.17%

-12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-14.67%

-0.93%

-13.74%

Average Drawdown

Average peak-to-trough decline

-36.52%

-2.99%

-33.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

1.43%

+5.93%

Volatility

UGA vs. UDI - Volatility Comparison

United States Gasoline Fund, LP (UGA) has a higher volatility of 13.00% compared to USCF ESG Dividend Income Fund (UDI) at 2.84%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier than UDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGAUDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.00%

2.84%

+10.16%

Volatility (6M)

Calculated over the trailing 6-month period

32.16%

7.38%

+24.78%

Volatility (1Y)

Calculated over the trailing 1-year period

36.60%

10.03%

+26.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.71%

13.92%

+20.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.31%

13.92%

+23.39%

UGA vs. UDI - Expense Ratio Comparison

UGA has a 1.02% expense ratio, which is higher than UDI's 0.65% expense ratio.


Dividends

UGA vs. UDI - Dividend Comparison

UGA has not paid dividends to shareholders, while UDI's dividend yield for the trailing twelve months is around 2.56%.


PositionTTM2025202420232022
UDI
USCF ESG Dividend Income Fund
2.56%2.42%5.33%2.61%1.79%
UGA
United States Gasoline Fund, LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UGA and UDI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (13.00%) compared to UDI (2.84%). In terms of maximum drawdown, UGA dropped -86.59% vs UDI's -14.17%.

On 3-year performance, UDI leads with 17.57% vs 14.87% for UGA. On fees, UDI is cheaper at 0.65% per year. On volatility, UDI has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UDI has performed better with a 17.57% return vs 14.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UDI is cheaper with a 0.65% expense ratio, compared with 1.02% for UGA.

UDI has the higher dividend yield at 2.56%, compared with 0.00% for UGA.

UGA is categorized as Oil & Gas, while UDI is Large Cap Value Equities. Their fees differ too: 1.02% for UGA and 0.65% for UDI.

UDI currently has the higher Sharpe Ratio (2.66 vs 1.96), 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 UGA and UDI

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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