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USL vs. OILU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USL vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Oil Fund, LP (USL) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USL achieves a 50.47% return, which is significantly lower than OILU's 95.09% return.


USL

1D
0.72%
1M
11.48%
6M
34.61%
YTD
50.47%
1Y
36.97%
3Y*
10.51%
5Y*
14.04%
10Y*
11.91%
ALL TIME*
-0.05%

OILU

1D
3.79%
1M
38.67%
6M
37.11%
YTD
95.09%
1Y
107.91%
3Y*
1.15%
5Y*
10Y*
ALL TIME*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.21M$8.45M$7.94M
$634.47K$669.88K$1.15M

USL vs. OILU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USL
United States 12 Month Oil Fund, LP
50.47%-12.37%8.30%-1.11%27.10%-4.15%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
95.09%-16.50%-21.65%-32.50%151.08%-16.79%

Correlation

The correlation between USL and OILU is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.68

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

0.63

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

0.65

The correlation between USL and OILU has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

USL vs. OILU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USL
USL Risk / Return Rank: 4343
Overall Rank
USL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
USL Sortino Ratio Rank: 4444
Sortino Ratio Rank
USL Omega Ratio Rank: 4242
Omega Ratio Rank
USL Calmar Ratio Rank: 4444
Calmar Ratio Rank
USL Martin Ratio Rank: 4141
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 5656
Overall Rank
OILU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5757
Sortino Ratio Rank
OILU Omega Ratio Rank: 5555
Omega Ratio Rank
OILU Calmar Ratio Rank: 5959
Calmar Ratio Rank
OILU Martin Ratio Rank: 4545
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.

USL vs. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Oil Fund, LP (USL) 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.


USLOILUDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.58

2.07

-0.49

Martin ratioReturn relative to average drawdown

4.38

5.11

-0.73

USL vs. OILU - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 1.11, which is comparable to the OILU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of USL 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.


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Drawdowns

USL vs. OILU - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, which is greater than OILU's maximum drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for USL and OILU.


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Drawdown Indicators


USLOILUDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-81.00%

-8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-46.49%

+25.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-69.09%

+45.76%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

Current Drawdown

Current decline from peak

-42.93%

-47.53%

+4.60%

Average Drawdown

Average peak-to-trough decline

-61.30%

-50.69%

-10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

18.88%

-10.50%

Volatility

USL vs. OILU - Volatility Comparison

The current volatility for United States 12 Month Oil Fund, LP (USL) is 10.45%, while MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a volatility of 19.22%. This indicates that USL 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.


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Volatility by Period


USLOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

19.22%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

51.99%

-26.26%

Volatility (1Y)

Calculated over the trailing 1-year period

29.92%

64.36%

-34.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.36%

80.80%

-50.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

80.80%

-48.45%

USL vs. OILU - Expense Ratio Comparison

USL has a 1.02% expense ratio, which is higher than OILU's 0.95% expense ratio.


Dividends

USL vs. OILU - Dividend Comparison

Neither USL nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USL and OILU have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILU has higher volatility (19.22%) compared to USL (10.45%). In terms of maximum drawdown, USL dropped -89.06% vs OILU's -81.00%.

On 3-year performance, USL leads with 10.51% vs 1.15% for OILU. On fees, OILU is cheaper at 0.95% per year. On volatility, USL has been the lower-risk option at 10.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USL has performed better with a 10.51% return vs 1.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILU is cheaper with a 0.95% expense ratio, compared with 1.02% for USL.

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

USL is categorized as Oil & Gas, while OILU is Leveraged Equities. USL tracks Equal-Weighted 12-Month NYMEX WTI Crude Oil Futures Contracts, while OILU tracks Solactive MicroSectors Oil & Gas Exploration & Production Index. They also come from different issuers: USCF and BMO. Their fees differ too: 1.02% for USL and 0.95% for OILU.

OILU currently has the higher Sharpe Ratio (1.50 vs 1.11), 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 USL and OILU

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