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

Performance

UNL vs. OILU - 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 MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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 -18.43% return, which is significantly lower than OILU's 87.02% return.


UNL

1D
0.11%
1M
-5.05%
6M
-17.42%
YTD
-18.43%
1Y
-25.86%
3Y*
-18.35%
5Y*
-11.98%
10Y*
-5.25%
ALL TIME*
-12.55%

OILU

1D
-4.14%
1M
32.93%
6M
40.98%
YTD
87.02%
1Y
99.31%
3Y*
0.08%
5Y*
10Y*
ALL TIME*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.15M$7.77M$7.91M
$201.90K$282.26K$431.49K

UNL vs. OILU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UNL
United States 12 Month Natural Gas Fund LP
-18.43%-9.67%-4.78%-50.20%47.01%-16.70%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
87.02%-16.50%-21.65%-32.50%151.08%-16.79%

Correlation

The correlation between UNL and OILU is 0.25, which is low. Their historical price movements had little consistent relationship.


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

0.25

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.23

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. OILU — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 44
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 33
Calmar Ratio Rank
UNL Martin Ratio Rank: 22
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 5656
Overall Rank
OILU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5656
Sortino Ratio Rank
OILU Omega Ratio Rank: 5454
Omega Ratio Rank
OILU Calmar Ratio Rank: 5959
Calmar Ratio Rank
OILU Martin Ratio Rank: 4646
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.

UNL vs. OILU - 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 MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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.


UNLOILUDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.78

2.15

-2.93

Martin ratioReturn relative to average drawdown

-1.32

5.28

-6.60

UNL vs. OILU - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.75, which is lower than the OILU Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of UNL and OILU, 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...

Drawdowns

UNL vs. OILU - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.48%, which is greater than OILU's maximum drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for UNL and OILU.


Loading charts...

Drawdown Indicators


UNLOILUDifference

Max Drawdown

Largest peak-to-trough decline

-89.48%

-81.00%

-8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-33.33%

-46.49%

+13.16%

Max Drawdown (3Y)

Largest decline over 3 years

-50.42%

-69.09%

+18.67%

Max Drawdown (5Y)

Largest decline over 5 years

-79.07%

Max Drawdown (10Y)

Largest decline over 10 years

-79.07%

Current Drawdown

Current decline from peak

-89.34%

-49.70%

-39.64%

Average Drawdown

Average peak-to-trough decline

-73.49%

-50.69%

-22.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.64%

18.87%

+0.77%

Volatility

UNL vs. OILU - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 5.26%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 20.09%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UNLOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

20.09%

-14.83%

Volatility (6M)

Calculated over the trailing 6-month period

24.99%

52.12%

-27.13%

Volatility (1Y)

Calculated over the trailing 1-year period

34.80%

64.31%

-29.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.71%

80.79%

-39.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.81%

80.79%

-46.98%

UNL vs. OILU - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is lower than OILU's 0.95% expense ratio.


Dividends

UNL vs. OILU - Dividend Comparison

Neither UNL nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNL and OILU have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (20.09%) compared to UNL (5.26%). In terms of maximum drawdown, UNL dropped -89.48% vs OILU's -81.00%.

On 3-year performance, OILU leads with 0.08% vs -18.35% for UNL. On fees, UNL is cheaper at 0.90% per year. On volatility, UNL has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OILU has performed better with a 0.08% return vs -18.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 0.95% for OILU.

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

UNL is categorized as Oil & Gas, while OILU is Leveraged Equities. UNL tracks 12 Month Natural Gas, while OILU tracks Solactive MicroSectors Oil & Gas Exploration & Production Index. They also come from different issuers: Concierge Technologies and BMO. Their fees differ too: 0.90% for UNL and 0.95% for OILU.

OILU currently has the higher Sharpe Ratio (1.56 vs -0.75), 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 OILU

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