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UNL vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNL vs. PBOG - 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 Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNL achieves a -11.00% return, which is significantly lower than PBOG's 32.22% 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%

PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNL vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between UNL and PBOG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.30

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Return for Risk

UNL vs. PBOG — 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

PBOG
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. PBOG - 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 Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


UNLPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.30

UNL vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UNLPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

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

3.31

-3.71

Drawdowns

UNL vs. PBOG - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.00%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for UNL and PBOG.


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Drawdown Indicators


UNLPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-11.45%

-77.55%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

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%

-6.81%

-81.56%

Average Drawdown

Average peak-to-trough decline

-73.36%

-3.10%

-70.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

Volatility

UNL vs. PBOG - Volatility Comparison


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Volatility by Period


UNLPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

Volatility (6M)

Calculated over the trailing 6-month period

32.00%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

23.67%

+12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

23.67%

+18.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

23.67%

+10.17%

UNL vs. PBOG - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

UNL vs. PBOG - Dividend Comparison

UNL has not paid dividends to shareholders, while PBOG's dividend yield for the trailing twelve months is around 0.13%.


Frequently Asked Questions


UNL and PBOG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.90% for UNL.

PBOG has the higher dividend yield at 0.13%, compared with 0.00% for UNL.

UNL tracks 12 Month Natural Gas, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: Concierge Technologies and Portfolio Building Blocks. Their fees differ too: 0.90% for UNL and 0.13% for PBOG.

Portfolio Optimizer

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