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USO vs. BXSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Blackstone Secured Lending Fund (BXSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USO achieves a 81.36% return, which is significantly higher than BXSL's -6.39% return.


USO

1D
-2.64%
1M
-12.29%
YTD
81.36%
6M
82.28%
1Y
56.36%
3Y*
26.38%
5Y*
21.14%
10Y*
2.94%

BXSL

1D
-0.21%
1M
-1.08%
YTD
-6.39%
6M
-9.95%
1Y
-15.35%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. BXSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USO
United States Oil Fund LP
81.36%-8.46%13.35%-4.94%28.97%-4.46%
BXSL
Blackstone Secured Lending Fund
-6.39%-9.36%29.02%37.82%-26.03%32.04%

Correlation

The correlation between USO and BXSL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.05

The correlation between USO and BXSL shifts across timeframes, from -0.09 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. BXSL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USO
USO Risk / Return Rank: 5353
Overall Rank
USO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4949
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 7474
Calmar Ratio Rank
USO Martin Ratio Rank: 4343
Martin Ratio Rank

BXSL
BXSL Risk / Return Rank: 1515
Overall Rank
BXSL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BXSL Sortino Ratio Rank: 1111
Sortino Ratio Rank
BXSL Omega Ratio Rank: 1414
Omega Ratio Rank
BXSL Calmar Ratio Rank: 1717
Calmar Ratio Rank
BXSL Martin Ratio Rank: 2222
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.

USO vs. BXSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Blackstone Secured Lending Fund (BXSL). 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.


USOBXSLDifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.28

0.88

+0.39

Calmar ratioReturn relative to maximum drawdown

3.31

-0.68

+3.99

Martin ratioReturn relative to average drawdown

6.09

-1.01

+7.10

USO vs. BXSL - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.51, which is higher than the BXSL Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of USO and BXSL, 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

USO vs. BXSL - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than BXSL's maximum drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for USO and BXSL.


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Drawdown Indicators


USOBXSLDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-36.80%

-61.39%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-23.47%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-24.21%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-86.65%

-20.54%

-66.11%

Average Drawdown

Average peak-to-trough decline

-75.30%

-14.15%

-61.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

15.73%

-4.67%

Volatility

USO vs. BXSL - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 13.27% compared to Blackstone Secured Lending Fund (BXSL) at 5.42%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than BXSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOBXSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

5.42%

+7.85%

Volatility (6M)

Calculated over the trailing 6-month period

38.99%

16.42%

+22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.64%

20.20%

+24.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

23.85%

+12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

23.85%

+15.18%

Dividends

USO vs. BXSL - Dividend Comparison

USO has not paid dividends to shareholders, while BXSL's dividend yield for the trailing twelve months is around 12.91%.


PositionTTM20252024202320222021
BXSL
Blackstone Secured Lending Fund
12.91%11.70%9.53%10.64%13.02%1.56%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USO and BXSL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.27%) compared to BXSL (5.42%). In terms of maximum drawdown, USO dropped -98.19% vs BXSL's -36.80%.

USO currently has the higher Sharpe Ratio (1.51 vs -0.79), 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 USO and BXSL

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