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USO vs. FXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. FXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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 73.76% return, which is significantly higher than FXC's -2.38% return. Over the past 10 years, USO has outperformed FXC with an annualized return of 3.17%, while FXC has yielded a comparatively lower -0.33% annualized return.


USO

1D
2.02%
1M
-4.19%
6M
63.54%
YTD
73.76%
1Y
58.91%
3Y*
21.22%
5Y*
19.63%
10Y*
3.17%

FXC

1D
0.58%
1M
-0.65%
6M
-1.24%
YTD
-2.38%
1Y
-2.44%
3Y*
-0.86%
5Y*
-1.27%
10Y*
-0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. FXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
73.76%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-2.38%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%

Correlation

The correlation between USO and FXC is -0.01, 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

-0.01

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

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.39

The correlation between USO and FXC shifts across timeframes, from -0.01 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. FXC — Risk / Return Rank

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

USO
USO Risk / Return Rank: 4646
Overall Rank
USO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4949
Sortino Ratio Rank
USO Omega Ratio Rank: 4848
Omega Ratio Rank
USO Calmar Ratio Rank: 4545
Calmar Ratio Rank
USO Martin Ratio Rank: 3939
Martin Ratio Rank

FXC
FXC Risk / Return Rank: 55
Overall Rank
FXC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 44
Sortino Ratio Rank
FXC Omega Ratio Rank: 44
Omega Ratio Rank
FXC Calmar Ratio Rank: 55
Calmar Ratio Rank
FXC Martin Ratio Rank: 44
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. FXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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.


USOFXCDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.25

0.91

+0.33

Calmar ratioReturn relative to maximum drawdown

1.82

-0.48

+2.30

Martin ratioReturn relative to average drawdown

4.88

-1.06

+5.94

USO vs. FXC - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.32, which is higher than the FXC Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of USO and FXC, 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. FXC - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than FXC's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for USO and FXC.


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Drawdown Indicators


USOFXCDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-35.39%

-62.80%

Max Drawdown (1Y)

Largest decline over 1 year

-32.49%

-5.14%

-27.35%

Max Drawdown (3Y)

Largest decline over 3 years

-32.49%

-7.34%

-25.15%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-11.65%

-24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-15.46%

-71.29%

Current Drawdown

Current decline from peak

-87.21%

-29.74%

-57.47%

Average Drawdown

Average peak-to-trough decline

-75.35%

-19.97%

-55.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

2.31%

+9.80%

Volatility

USO vs. FXC - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 14.67% compared to Invesco CurrencyShares® Canadian Dollar Trust (FXC) at 1.34%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than FXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOFXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

1.34%

+13.33%

Volatility (6M)

Calculated over the trailing 6-month period

40.75%

3.24%

+37.51%

Volatility (1Y)

Calculated over the trailing 1-year period

44.93%

4.38%

+40.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.68%

6.30%

+30.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.08%

6.60%

+32.48%

USO vs. FXC - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than FXC's 0.40% expense ratio.


Dividends

USO vs. FXC - Dividend Comparison

USO has not paid dividends to shareholders, while FXC's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.23%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
USO
United States 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%

Frequently Asked Questions


USO and FXC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.67%) compared to FXC (1.34%). In terms of maximum drawdown, USO dropped -98.19% vs FXC's -35.39%.

On 10-year performance, USO leads with 3.17% vs -0.33% for FXC. On fees, FXC is cheaper at 0.40% per year. On volatility, FXC has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USO has performed better with a 3.17% return vs -0.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXC is cheaper with a 0.40% expense ratio, compared with 0.86% for USO.

FXC has the higher dividend yield at 0.23%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while FXC is Currency. USO tracks Front Month Light Sweet Crude Oil, while FXC tracks Canadian Dollar. They also come from different issuers: USCF and Invesco. Their fees differ too: 0.86% for USO and 0.40% for FXC.

USO currently has the higher Sharpe Ratio (1.32 vs -0.56), 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 FXC

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