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USL vs. UNL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USL vs. UNL - Performance Comparison

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

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USL vs. UNL - 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%
UNL
United States 12 Month Natural Gas Fund LP
-6.50%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Returns By Period

In the year-to-date period, USL achieves a 44.67% return, which is significantly higher than UNL's -6.50% return. Over the past 10 years, USL has outperformed UNL with an annualized return of 11.83%, while UNL has yielded a comparatively lower -2.45% 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%

UNL

1D
-1.99%
1M
0.15%
YTD
-6.50%
6M
-11.42%
1Y
-32.68%
3Y*
-15.85%
5Y*
-2.73%
10Y*
-2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USL vs. UNL - Expense Ratio Comparison

USL has a 0.88% expense ratio, which is lower than UNL's 0.90% expense ratio.


Return for Risk

USL vs. UNL — 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

UNL
UNL Risk / Return Rank: 11
Overall Rank
UNL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 22
Sortino Ratio Rank
UNL Omega Ratio Rank: 11
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 22
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. UNL - Risk-Adjusted Trends Comparison

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


USLUNLDifference

Sharpe ratio

Return per unit of total volatility

0.92

-0.84

+1.76

Sortino ratio

Return per unit of downside risk

1.37

-1.06

+2.43

Omega ratio

Gain probability vs. loss probability

1.17

0.86

+0.31

Calmar ratio

Return relative to maximum drawdown

1.72

-0.87

+2.59

Martin ratio

Return relative to average drawdown

3.06

-1.41

+4.47

USL vs. UNL - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 0.92, which is higher than the UNL Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of USL and UNL, 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


USLUNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.84

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.07

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.07

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.39

+0.38

Correlation

The correlation between USL and UNL is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

USL vs. UNL - Dividend Comparison

Neither USL nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USL vs. UNL - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, roughly equal to the maximum UNL drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for USL and UNL.


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Drawdown Indicators


USLUNLDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-88.52%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-36.28%

+19.02%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-77.17%

+43.35%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-77.17%

+11.15%

Current Drawdown

Current decline from peak

-45.13%

-87.78%

+42.65%

Average Drawdown

Average peak-to-trough decline

-61.65%

-73.19%

+11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

22.58%

-12.88%

Volatility

USL vs. UNL - Volatility Comparison

United States 12 Month Oil Fund LP (USL) has a higher volatility of 12.82% compared to United States 12 Month Natural Gas Fund LP (UNL) at 11.08%. This indicates that USL's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.82%

11.08%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.34%

32.23%

-11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

39.10%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.77%

41.68%

-11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

33.81%

-1.57%