UNG vs. XBI
Compare and contrast key facts about United States Natural Gas Fund LP (UNG) and SPDR S&P Biotech ETF (XBI).
UNG and XBI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UNG is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Natural Gas. It was launched on Apr 18, 2007. XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006. Both UNG and XBI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNG or XBI.
Key characteristics
| UNG | XBI | |
|---|---|---|
| YTD Return | -38.21% | 16.84% |
| 1Y Return | -50.59% | 56.69% |
| 3Y Return (Ann) | -42.68% | -6.75% |
| 5Y Return (Ann) | -32.36% | 4.50% |
| 10Y Return (Ann) | -28.44% | 6.36% |
| Sharpe Ratio | -0.92 | 1.89 |
| Sortino Ratio | -1.39 | 2.60 |
| Omega Ratio | 0.85 | 1.31 |
| Calmar Ratio | -0.52 | 0.81 |
| Martin Ratio | -1.32 | 6.53 |
| Ulcer Index | 39.47% | 7.70% |
| Daily Std Dev | 56.39% | 26.60% |
| Max Drawdown | -99.85% | -63.89% |
| Current Drawdown | -99.85% | -40.01% |
Correlation
The correlation between UNG and XBI is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UNG vs. XBI - Performance Comparison
In the year-to-date period, UNG achieves a -38.21% return, which is significantly lower than XBI's 16.84% return. Over the past 10 years, UNG has underperformed XBI with an annualized return of -28.44%, while XBI has yielded a comparatively higher 6.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UNG vs. XBI - Expense Ratio Comparison
UNG has a 1.28% expense ratio, which is higher than XBI's 0.35% expense ratio.
Risk-Adjusted Performance
UNG vs. XBI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and SPDR S&P Biotech ETF (XBI). 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.
Dividends
UNG vs. XBI - Dividend Comparison
UNG has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XBI SPDR S&P Biotech ETF | 0.14% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Drawdowns
UNG vs. XBI - Drawdown Comparison
The maximum UNG drawdown since its inception was -99.85%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for UNG and XBI. For additional features, visit the drawdowns tool.
Volatility
UNG vs. XBI - Volatility Comparison
United States Natural Gas Fund LP (UNG) has a higher volatility of 14.55% compared to SPDR S&P Biotech ETF (XBI) at 5.37%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.