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UGA vs. UNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and United States 12 Month Natural Gas Fund LP (UNL). 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 UNL's -9.25% return. Over the past 10 years, UGA has outperformed UNL with an annualized return of 14.27%, while UNL has yielded a comparatively lower -3.77% annualized 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%

UNL

1D
1.96%
1M
2.56%
YTD
-9.25%
6M
-23.20%
1Y
-27.44%
3Y*
-14.57%
5Y*
-5.40%
10Y*
-3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. UNL - 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%
UNL
United States 12 Month Natural Gas Fund LP
-9.25%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Correlation

The correlation between UGA and UNL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.11

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

0.12

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2010

0.10

The correlation between UGA and UNL shifts across timeframes, from 0.10 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UGA vs. UNL — 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

UNL
UNL Risk / Return Rank: 33
Overall Rank
UNL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 22
Calmar Ratio Rank
UNL Martin Ratio Rank: 33
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. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and United States 12 Month Natural Gas Fund LP (UNL). 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.


UGAUNLDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+3.64

Omega ratioGain probability vs. loss probability

1.37

0.88

+0.49

Calmar ratioReturn relative to maximum drawdown

5.37

-0.78

+6.15

Martin ratioReturn relative to average drawdown

12.86

-1.25

+14.11

UGA vs. UNL - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 2.27, which is higher than the UNL Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of UGA and UNL, 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


UGAUNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

-0.77

+3.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.13

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

-0.11

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.39

+0.51

Drawdowns

UGA vs. UNL - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, roughly equal to the maximum UNL drawdown of -89.00%. Use the drawdown chart below to compare losses from any high point for UGA and UNL.


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Drawdown Indicators


UGAUNLDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-89.00%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-35.11%

+20.23%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-48.16%

+21.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-78.12%

+40.01%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-78.12%

+2.23%

Current Drawdown

Current decline from peak

-14.75%

-88.14%

+73.39%

Average Drawdown

Average peak-to-trough decline

-36.76%

-73.36%

+36.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

22.00%

-15.80%

Volatility

UGA vs. UNL - Volatility Comparison

United States Gasoline Fund LP (UGA) has a higher volatility of 11.64% compared to United States 12 Month Natural Gas Fund LP (UNL) at 8.17%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGAUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

8.17%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.48%

32.07%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

35.87%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.40%

41.77%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.27%

33.84%

+3.43%

UGA vs. UNL - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is lower than UNL's 0.90% expense ratio.


Dividends

UGA vs. UNL - Dividend Comparison

Neither UGA nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UGA and UNL have a correlation of 0.22, 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 UNL (8.17%). In terms of maximum drawdown, UGA dropped -86.59% vs UNL's -89.00%.

On 10-year performance, UGA leads with 14.27% vs -3.77% for UNL. On fees, UGA is cheaper at 0.75% per year. On volatility, UNL has been the lower-risk option at 8.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.27% return vs -3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.90% for UNL.

UGA and UNL have nearly identical dividend yields, around 0.00%.

UGA tracks Front Month Unleaded Gasoline, while UNL tracks 12 Month Natural Gas. Their fees differ too: 0.75% for UGA and 0.90% for UNL.

UGA currently has the higher Sharpe Ratio (2.27 vs -0.77), 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.

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