PortfoliosLab logoPortfoliosLab logo
UNL vs. HYDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNL vs. HYDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Natural Gas Fund LP (UNL) and Global X Hydrogen ETF (HYDR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UNL achieves a -11.00% return, which is significantly lower than HYDR's 110.14% return.


UNL

1D
1.21%
1M
-1.96%
YTD
-11.00%
6M
-23.47%
1Y
-28.37%
3Y*
-14.70%
5Y*
-5.77%
10Y*
-3.81%

HYDR

1D
-4.74%
1M
13.61%
YTD
110.14%
6M
86.55%
1Y
256.71%
3Y*
15.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNL vs. HYDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UNL
United States 12 Month Natural Gas Fund LP
-11.00%-9.67%-4.78%-50.20%47.01%15.59%
HYDR
Global X Hydrogen ETF
110.14%43.73%-33.08%-36.49%-47.24%-13.89%

Correlation

The correlation between UNL and HYDR is -0.28, 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

-0.28

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

-0.00

Over the past year, the inverse relationship between UNL and HYDR has strengthened: their correlation has moved from -0.00 to -0.28, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UNL vs. HYDR — Risk / Return Rank

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

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

HYDR
HYDR Risk / Return Rank: 9292
Overall Rank
HYDR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HYDR Sortino Ratio Rank: 9393
Sortino Ratio Rank
HYDR Omega Ratio Rank: 8787
Omega Ratio Rank
HYDR Calmar Ratio Rank: 9595
Calmar Ratio Rank
HYDR Martin Ratio Rank: 8989
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.

UNL vs. HYDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Natural Gas Fund LP (UNL) and Global X Hydrogen ETF (HYDR). 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.


UNLHYDRDifference
Sharpe ratioReturn per unit of total volatility

-5.58

Sortino ratioReturn per unit of downside risk

-5.60

Omega ratioGain probability vs. loss probability

0.87

1.55

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.81

8.69

-9.50

Martin ratioReturn relative to average drawdown

-1.30

20.46

-21.75

UNL vs. HYDR - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.79, which is lower than the HYDR Sharpe Ratio of 4.78. The chart below compares the historical Sharpe Ratios of UNL and HYDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UNLHYDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

4.78

-5.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

-0.22

-0.17

Drawdowns

UNL vs. HYDR - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.00%, roughly equal to the maximum HYDR drawdown of -89.28%. Use the drawdown chart below to compare losses from any high point for UNL and HYDR.


Loading charts...

Drawdown Indicators


UNLHYDRDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-89.28%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

-29.76%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-70.32%

+22.16%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

Max Drawdown (10Y)

Largest decline over 10 years

-78.12%

Current Drawdown

Current decline from peak

-88.37%

-51.75%

-36.62%

Average Drawdown

Average peak-to-trough decline

-73.36%

-64.21%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

12.61%

+9.31%

Volatility

UNL vs. HYDR - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 8.36%, while Global X Hydrogen ETF (HYDR) has a volatility of 18.76%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than HYDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UNLHYDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

18.76%

-10.40%

Volatility (6M)

Calculated over the trailing 6-month period

32.00%

35.49%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

54.28%

-18.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

47.22%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

47.22%

-13.38%

UNL vs. HYDR - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is higher than HYDR's 0.50% expense ratio.


Dividends

UNL vs. HYDR - Dividend Comparison

UNL has not paid dividends to shareholders, while HYDR's dividend yield for the trailing twelve months is around 1.82%.


PositionTTM20252024202320222021
HYDR
Global X Hydrogen ETF
1.82%3.82%0.40%0.00%0.00%0.06%
UNL
United States 12 Month Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UNL and HYDR have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYDR has higher volatility (18.76%) compared to UNL (8.36%). In terms of maximum drawdown, UNL dropped -89.00% vs HYDR's -89.28%.

On 3-year performance, HYDR leads with 15.56% vs -14.70% for UNL. On fees, HYDR is cheaper at 0.50% per year. On volatility, UNL has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYDR has performed better with a 15.56% return vs -14.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYDR is cheaper with a 0.50% expense ratio, compared with 0.90% for UNL.

HYDR has the higher dividend yield at 1.82%, compared with 0.00% for UNL.

UNL is categorized as Oil & Gas, while HYDR is Alternative Energy Equities. UNL tracks 12 Month Natural Gas, while HYDR tracks Solactive Global Hydrogen Index - Benchmark TR Net. They also come from different issuers: Concierge Technologies and Global X. Their fees differ too: 0.90% for UNL and 0.50% for HYDR.

HYDR currently has the higher Sharpe Ratio (4.78 vs -0.79), 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 UNL and HYDR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer