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USL vs. DBE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USL vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Oil Fund LP (USL) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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USL vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USL
United States 12 Month Oil Fund LP
44.67%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%
DBE
Invesco DB Energy Fund
68.74%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Returns By Period

In the year-to-date period, USL achieves a 44.67% return, which is significantly lower than DBE's 68.74% return. Over the past 10 years, USL has underperformed DBE with an annualized return of 11.83%, while DBE has yielded a comparatively higher 13.36% annualized return.


USL

1D
-4.21%
1M
25.68%
YTD
44.67%
6M
35.39%
1Y
26.16%
3Y*
12.64%
5Y*
17.35%
10Y*
11.83%

DBE

1D
-3.79%
1M
43.62%
YTD
68.74%
6M
60.99%
1Y
56.23%
3Y*
18.11%
5Y*
19.81%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USL vs. DBE - Expense Ratio Comparison

USL has a 0.88% expense ratio, which is higher than DBE's 0.78% expense ratio.


Return for Risk

USL vs. DBE — Risk / Return Rank

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

USL
USL Risk / Return Rank: 5252
Overall Rank
USL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USL Sortino Ratio Rank: 5454
Sortino Ratio Rank
USL Omega Ratio Rank: 4747
Omega Ratio Rank
USL Calmar Ratio Rank: 7070
Calmar Ratio Rank
USL Martin Ratio Rank: 3535
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 8585
Overall Rank
DBE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBE Omega Ratio Rank: 8282
Omega Ratio Rank
DBE Calmar Ratio Rank: 9595
Calmar Ratio Rank
DBE Martin Ratio Rank: 7272
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.

USL vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Oil Fund LP (USL) and Invesco DB Energy Fund (DBE). 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.


USLDBEDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.79

-0.87

Sortino ratio

Return per unit of downside risk

1.37

2.42

-1.05

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

1.72

4.08

-2.36

Martin ratio

Return relative to average drawdown

3.06

7.27

-4.21

USL vs. DBE - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 0.92, which is lower than the DBE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of USL and DBE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USLDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.79

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.70

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.48

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.08

-0.09

Correlation

The correlation between USL and DBE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USL vs. DBE - Dividend Comparison

USL has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.29%.


TTM20252024202320222021202020192018
USL
United States 12 Month Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBE
Invesco DB Energy Fund
2.29%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%

Drawdowns

USL vs. DBE - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, roughly equal to the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for USL and DBE.


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Drawdown Indicators


USLDBEDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-86.69%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-14.70%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-38.74%

+4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-60.84%

-5.18%

Current Drawdown

Current decline from peak

-45.13%

-35.94%

-9.19%

Average Drawdown

Average peak-to-trough decline

-61.65%

-57.53%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

8.26%

+1.44%

Volatility

USL vs. DBE - Volatility Comparison

The current volatility for United States 12 Month Oil Fund LP (USL) is 12.82%, while Invesco DB Energy Fund (DBE) has a volatility of 17.01%. This indicates that USL experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.82%

17.01%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.34%

25.33%

-4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

31.66%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.77%

28.66%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

27.87%

+4.37%