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USL vs. UMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USL vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Oil Fund, LP (USL) and USCF Midstream Energy Income Fund ETF (UMI). 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 higher than UMI's 26.70% 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%

UMI

1D
0.50%
1M
3.72%
6M
18.07%
YTD
26.70%
1Y
28.25%
3Y*
26.23%
5Y*
22.50%
10Y*
ALL TIME*
14.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.28M$1.03M$1.15M
$634.47K$669.88K$1.15M

USL vs. UMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USL
United States 12 Month Oil Fund, LP
50.47%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%5.18%
UMI
USCF Midstream Energy Income Fund ETF
26.70%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%

Correlation

The correlation between USL and UMI is 0.38, which is low. Their historical price movements had little consistent relationship.


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

0.38

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

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2017

0.40

The correlation between USL and UMI shifts across timeframes, from 0.34 (3 years) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USL vs. UMI — 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

UMI
UMI Risk / Return Rank: 8383
Overall Rank
UMI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMI Omega Ratio Rank: 8181
Omega Ratio Rank
UMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
UMI Martin Ratio Rank: 7676
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. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Oil Fund, LP (USL) and USCF Midstream Energy Income Fund ETF (UMI). 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.


USLUMIDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.58

3.79

-2.21

Martin ratioReturn relative to average drawdown

4.38

9.51

-5.12

USL vs. UMI - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 1.11, which is lower than the UMI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of USL and UMI, 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. UMI - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for USL and UMI.


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Drawdown Indicators


USLUMIDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-48.08%

-40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-7.50%

-13.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-17.08%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-20.05%

-13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

Current Drawdown

Current decline from peak

-42.93%

-2.00%

-40.93%

Average Drawdown

Average peak-to-trough decline

-61.30%

-6.53%

-54.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

2.98%

+5.40%

Volatility

USL vs. UMI - Volatility Comparison

United States 12 Month Oil Fund, LP (USL) has a higher volatility of 10.45% compared to USCF Midstream Energy Income Fund ETF (UMI) at 5.19%. This indicates that USL's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

5.19%

+5.26%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

11.67%

+14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

29.92%

14.59%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.36%

19.35%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

23.10%

+9.25%

USL vs. UMI - Expense Ratio Comparison

USL has a 1.02% expense ratio, which is higher than UMI's 0.85% expense ratio.


Dividends

USL vs. UMI - Dividend Comparison

USL has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 5.80%.


PositionTTM202520242023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
5.80%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%
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%0.00%

Frequently Asked Questions


USL and UMI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USL has higher volatility (10.45%) compared to UMI (5.19%). In terms of maximum drawdown, USL dropped -89.06% vs UMI's -48.08%.

On 5-year performance, UMI leads with 22.50% vs 14.04% for USL. On fees, UMI is cheaper at 0.85% per year. On volatility, UMI has been the lower-risk option at 5.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UMI has performed better with a 22.50% return vs 14.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UMI is cheaper with a 0.85% expense ratio, compared with 1.02% for USL.

UMI has the higher dividend yield at 5.80%, compared with 0.00% for USL.

USL is categorized as Oil & Gas, while UMI is Energy Equities. Their fees differ too: 1.02% for USL and 0.85% for UMI.

UMI currently has the higher Sharpe Ratio (1.95 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.

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Find the right allocation for USL and UMI

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