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USL vs. ZSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USL vs. ZSB - 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 Sustainable Battery Metals Strategy Fund (ZSB). 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 ZSB's 2.41% 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%

ZSB

1D
-0.91%
1M
-0.65%
6M
-5.21%
YTD
2.41%
1Y
53.88%
3Y*
1.20%
5Y*
10Y*
ALL TIME*
-2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$634.47K$669.88K$1.15M
$1.74K$3.93K$10.44K

USL vs. ZSB - Yearly Performance Comparison


2026 (YTD)202520242023
USL
United States 12 Month Oil Fund, LP
50.47%-12.37%8.30%4.52%
ZSB
USCF Sustainable Battery Metals Strategy Fund
2.41%64.34%-19.70%-31.38%

Correlation

The correlation between USL and ZSB is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.02

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2023

0.11

The correlation between USL and ZSB shifts across timeframes, from -0.02 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

USL vs. ZSB — 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

ZSB
ZSB Risk / Return Rank: 7878
Overall Rank
ZSB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ZSB Sortino Ratio Rank: 7777
Sortino Ratio Rank
ZSB Omega Ratio Rank: 8686
Omega Ratio Rank
ZSB Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZSB Martin Ratio Rank: 5959
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. ZSB - 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 Sustainable Battery Metals Strategy Fund (ZSB). 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.


USLZSBDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.19

Calmar ratioReturn relative to maximum drawdown

1.58

3.16

-1.58

Martin ratioReturn relative to average drawdown

4.38

7.10

-2.72

USL vs. ZSB - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 1.11, which is lower than the ZSB Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of USL and ZSB, 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. ZSB - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, which is greater than ZSB's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for USL and ZSB.


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Drawdown Indicators


USLZSBDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-49.26%

-39.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-16.75%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-37.91%

+14.58%

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%

-13.65%

-29.28%

Average Drawdown

Average peak-to-trough decline

-61.30%

-30.05%

-31.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

7.43%

+0.95%

Volatility

USL vs. ZSB - Volatility Comparison

United States 12 Month Oil Fund, LP (USL) has a higher volatility of 10.45% compared to USCF Sustainable Battery Metals Strategy Fund (ZSB) at 3.57%. This indicates that USL's price experiences larger fluctuations and is considered to be riskier than ZSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLZSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

3.57%

+6.88%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

20.54%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

29.92%

26.15%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.36%

19.48%

+10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

19.48%

+12.87%

USL vs. ZSB - Expense Ratio Comparison

USL has a 1.02% expense ratio, which is higher than ZSB's 0.59% expense ratio.


Dividends

USL vs. ZSB - Dividend Comparison

USL has not paid dividends to shareholders, while ZSB's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM202520242023
USL
United States 12 Month Oil Fund, LP
0.00%0.00%0.00%0.00%
ZSB
USCF Sustainable Battery Metals Strategy Fund
0.90%0.92%2.96%3.59%

Frequently Asked Questions


USL and ZSB have a correlation of -0.02, 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 ZSB (3.57%). In terms of maximum drawdown, USL dropped -89.06% vs ZSB's -49.26%.

On 3-year performance, USL leads with 10.51% vs 1.20% for ZSB. On fees, ZSB is cheaper at 0.59% per year. On volatility, ZSB has been the lower-risk option at 3.57%. 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 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZSB is cheaper with a 0.59% expense ratio, compared with 1.02% for USL.

ZSB has the higher dividend yield at 0.90%, compared with 0.00% for USL.

USL is categorized as Oil & Gas, while ZSB is Lithium & Battery Metals. USL tracks Equal-Weighted 12-Month NYMEX WTI Crude Oil Futures Contracts, while ZSB tracks S&P GSCI Electric Vehicle Meals Index. Their fees differ too: 1.02% for USL and 0.59% for ZSB.

ZSB currently has the higher Sharpe Ratio (2.02 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 ZSB

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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