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USL vs. XHB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USL vs. XHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Oil Fund, LP (USL) and SPDR S&P Homebuilders ETF (XHB). 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 42.12% return, which is significantly higher than XHB's 6.78% return. Over the past 10 years, USL has underperformed XHB with an annualized return of 10.73%, while XHB has yielded a comparatively higher 12.69% annualized return.


USL

1D
-2.31%
1M
5.30%
6M
29.91%
YTD
42.12%
1Y
30.23%
3Y*
8.03%
5Y*
13.78%
10Y*
10.73%
ALL TIME*
-0.35%

XHB

1D
3.06%
1M
-2.62%
6M
-1.46%
YTD
6.78%
1Y
4.32%
3Y*
10.10%
5Y*
8.40%
10Y*
12.69%
ALL TIME*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$624.51K$673.47K$1.06M
$241.77M$247.93M$286.94M

USL vs. XHB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USL
United States 12 Month Oil Fund, LP
42.12%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%
XHB
SPDR S&P Homebuilders ETF
6.78%-0.69%9.87%60.10%-28.93%49.70%27.97%41.30%-25.73%31.80%

Correlation

The correlation between USL and XHB is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.34

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

-0.12

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

0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2007

0.19

The correlation between USL and XHB shifts across timeframes, from -0.34 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USL vs. XHB — Risk / Return Rank

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

USL
USL Risk / Return Rank: 3636
Overall Rank
USL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USL Sortino Ratio Rank: 3636
Sortino Ratio Rank
USL Omega Ratio Rank: 3535
Omega Ratio Rank
USL Calmar Ratio Rank: 3838
Calmar Ratio Rank
USL Martin Ratio Rank: 3636
Martin Ratio Rank

XHB
XHB Risk / Return Rank: 1313
Overall Rank
XHB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XHB Sortino Ratio Rank: 1414
Sortino Ratio Rank
XHB Omega Ratio Rank: 1414
Omega Ratio Rank
XHB Calmar Ratio Rank: 1313
Calmar Ratio Rank
XHB Martin Ratio Rank: 1313
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. XHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Oil Fund, LP (USL) and SPDR S&P Homebuilders ETF (XHB). 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.


USLXHBDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.13

Calmar ratioReturn relative to maximum drawdown

1.45

0.20

+1.25

Martin ratioReturn relative to average drawdown

3.98

0.39

+3.59

USL vs. XHB - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 1.01, which is higher than the XHB Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of USL and XHB, 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. XHB - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, which is greater than XHB's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for USL and XHB.


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Drawdown Indicators


USLXHBDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-81.61%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-21.71%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-30.53%

+7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-39.46%

+5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-49.57%

-16.45%

Current Drawdown

Current decline from peak

-46.10%

-11.58%

-34.52%

Average Drawdown

Average peak-to-trough decline

-61.29%

-27.48%

-33.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

11.12%

-3.49%

Volatility

USL vs. XHB - Volatility Comparison

United States 12 Month Oil Fund, LP (USL) has a higher volatility of 11.47% compared to SPDR S&P Homebuilders ETF (XHB) at 8.78%. This indicates that USL's price experiences larger fluctuations and is considered to be riskier than XHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLXHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

8.78%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

25.59%

21.93%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

28.46%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

28.05%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.37%

27.62%

+4.75%

USL vs. XHB - Expense Ratio Comparison

USL has a 1.02% expense ratio, which is higher than XHB's 0.35% expense ratio.


Dividends

USL vs. XHB - Dividend Comparison

USL has not paid dividends to shareholders, while XHB's dividend yield for the trailing twelve months is around 0.59%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
XHB
SPDR S&P Homebuilders ETF
0.59%0.78%0.59%0.77%1.06%0.51%0.73%0.89%1.25%0.72%0.67%0.50%

Frequently Asked Questions


USL and XHB have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USL has higher volatility (11.47%) compared to XHB (8.78%). In terms of maximum drawdown, USL dropped -89.06% vs XHB's -81.61%.

On 10-year performance, XHB leads with 12.69% vs 10.73% for USL. On fees, XHB is cheaper at 0.35% per year. On volatility, XHB has been the lower-risk option at 8.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XHB has performed better with a 12.69% return vs 10.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XHB is cheaper with a 0.35% expense ratio, compared with 1.02% for USL.

XHB has the higher dividend yield at 0.59%, compared with 0.00% for USL.

USL is categorized as Oil & Gas, while XHB is Building & Construction. USL tracks Equal-Weighted 12-Month NYMEX WTI Crude Oil Futures Contracts, while XHB tracks S&P Homebuilders Select Industry Index. They also come from different issuers: USCF and State Street. Their fees differ too: 1.02% for USL and 0.35% for XHB.

USL currently has the higher Sharpe Ratio (1.01 vs 0.15), 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 XHB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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