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UNG vs. SCHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNG achieves a -7.42% return, which is significantly lower than SCHC's 9.25% return. Over the past 10 years, UNG has underperformed SCHC with an annualized return of -21.38%, while SCHC has yielded a comparatively higher 8.48% annualized return.


UNG

1D
1.70%
1M
1.70%
YTD
-7.42%
6M
-10.84%
1Y
-30.62%
3Y*
-23.83%
5Y*
-24.47%
10Y*
-21.38%

SCHC

1D
0.71%
1M
-2.36%
YTD
9.25%
6M
11.25%
1Y
25.49%
3Y*
17.06%
5Y*
6.10%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. SCHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-7.42%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
SCHC
Schwab International Small-Cap Equity ETF
9.25%37.59%1.97%14.36%-21.74%12.02%10.48%23.10%-18.60%29.42%

Correlation

The correlation between UNG and SCHC is -0.17, 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

-0.17

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

-0.03

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2010

0.05

The correlation between UNG and SCHC shifts across timeframes, from -0.17 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNG vs. SCHC — Risk / Return Rank

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

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 66
Sortino Ratio Rank
UNG Omega Ratio Rank: 66
Omega Ratio Rank
UNG Calmar Ratio Rank: 44
Calmar Ratio Rank
UNG Martin Ratio Rank: 55
Martin Ratio Rank

SCHC
SCHC Risk / Return Rank: 4747
Overall Rank
SCHC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHC Omega Ratio Rank: 4848
Omega Ratio Rank
SCHC Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHC Martin Ratio Rank: 4848
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.

UNG vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and Schwab International Small-Cap Equity ETF (SCHC). 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.


UNGSCHCDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.95

1.27

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.67

1.93

-2.60

Martin ratioReturn relative to average drawdown

-0.97

7.12

-8.09

UNG vs. SCHC - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is lower than the SCHC Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of UNG and SCHC, 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

UNG vs. SCHC - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for UNG and SCHC.


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Drawdown Indicators


UNGSCHCDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-43.94%

-55.94%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-12.48%

-31.38%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-15.52%

-52.64%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-36.48%

-56.01%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-43.94%

-49.61%

Current Drawdown

Current decline from peak

-99.86%

-3.49%

-96.37%

Average Drawdown

Average peak-to-trough decline

-89.96%

-10.04%

-79.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

3.38%

+26.90%

Volatility

UNG vs. SCHC - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.64% compared to Schwab International Small-Cap Equity ETF (SCHC) at 6.31%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGSCHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

6.31%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

13.88%

+38.13%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

16.21%

+44.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

17.62%

+46.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

18.02%

+36.75%

UNG vs. SCHC - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is higher than SCHC's 0.11% expense ratio.


Dividends

UNG vs. SCHC - Dividend Comparison

UNG has not paid dividends to shareholders, while SCHC's dividend yield for the trailing twelve months is around 3.35%.


PositionTTM20252024202320222021202020192018201720162015
SCHC
Schwab International Small-Cap Equity ETF
3.35%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%
UNG
United States Natural Gas Fund LP
0.00%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


UNG and SCHC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (12.64%) compared to SCHC (6.31%). In terms of maximum drawdown, UNG dropped -99.88% vs SCHC's -43.94%.

On 10-year performance, SCHC leads with 8.48% vs -21.38% for UNG. On fees, SCHC is cheaper at 0.11% per year. On volatility, SCHC has been the lower-risk option at 6.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHC has performed better with a 8.48% return vs -21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHC is cheaper with a 0.11% expense ratio, compared with 1.28% for UNG.

SCHC has the higher dividend yield at 3.35%, compared with 0.00% for UNG.

UNG is categorized as Oil & Gas, while SCHC is Foreign Small & Mid Cap Equities. UNG tracks Front Month Natural Gas, while SCHC tracks FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). They also come from different issuers: Concierge Technologies and Charles Schwab. Their fees differ too: 1.28% for UNG and 0.11% for SCHC.

SCHC currently has the higher Sharpe Ratio (1.49 vs -0.49), 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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