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USO vs. GTO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. GTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Invesco Total Return Bond ETF (GTO). 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 58.05% return, which is significantly higher than GTO's 1.30% return. Over the past 10 years, USO has underperformed GTO with an annualized return of 2.02%, while GTO has yielded a comparatively higher 2.95% annualized return.


USO

1D
2.84%
1M
-20.21%
YTD
58.05%
6M
55.71%
1Y
49.11%
3Y*
20.34%
5Y*
16.82%
10Y*
2.02%

GTO

1D
0.13%
1M
0.83%
YTD
1.30%
6M
1.13%
1Y
5.53%
3Y*
4.95%
5Y*
0.17%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. GTO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
58.05%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
GTO
Invesco Total Return Bond ETF
1.30%7.17%2.63%5.95%-14.77%-0.38%10.86%11.65%-0.26%7.41%

Correlation

The correlation between USO and GTO is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.40

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

-0.20

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

-0.13

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2016

-0.11

Over the past year, the inverse relationship between USO and GTO has strengthened: their correlation has moved from -0.11 to -0.40, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

USO vs. GTO — Risk / Return Rank

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

USO
USO Risk / Return Rank: 3636
Overall Rank
USO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USO Sortino Ratio Rank: 3838
Sortino Ratio Rank
USO Omega Ratio Rank: 3737
Omega Ratio Rank
USO Calmar Ratio Rank: 3636
Calmar Ratio Rank
USO Martin Ratio Rank: 3535
Martin Ratio Rank

GTO
GTO Risk / Return Rank: 5151
Overall Rank
GTO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GTO Sortino Ratio Rank: 5959
Sortino Ratio Rank
GTO Omega Ratio Rank: 5555
Omega Ratio Rank
GTO Calmar Ratio Rank: 4646
Calmar Ratio Rank
GTO Martin Ratio Rank: 4343
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. GTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Invesco Total Return Bond ETF (GTO). 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.


USOGTODifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

1.62

2.03

-0.42

Martin ratioReturn relative to average drawdown

4.76

6.17

-1.41

USO vs. GTO - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.13, which is lower than the GTO Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of USO and GTO, 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. GTO - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than GTO's maximum drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for USO and GTO.


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Drawdown Indicators


USOGTODifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-20.61%

-77.58%

Max Drawdown (1Y)

Largest decline over 1 year

-30.51%

-2.73%

-27.78%

Max Drawdown (3Y)

Largest decline over 3 years

-30.51%

-5.98%

-24.53%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-20.61%

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-20.61%

-66.14%

Current Drawdown

Current decline from peak

-88.37%

-1.02%

-87.35%

Average Drawdown

Average peak-to-trough decline

-75.32%

-4.78%

-70.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

0.90%

+9.44%

Volatility

USO vs. GTO - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 12.83% compared to Invesco Total Return Bond ETF (GTO) at 0.98%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOGTODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

0.98%

+11.85%

Volatility (6M)

Calculated over the trailing 6-month period

39.67%

2.60%

+37.07%

Volatility (1Y)

Calculated over the trailing 1-year period

43.65%

3.39%

+40.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.40%

5.68%

+30.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.04%

5.58%

+33.46%

USO vs. GTO - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than GTO's 0.35% expense ratio.


Dividends

USO vs. GTO - Dividend Comparison

USO has not paid dividends to shareholders, while GTO's dividend yield for the trailing twelve months is around 4.79%.


PositionTTM2025202420232022202120202019201820172016
GTO
Invesco Total Return Bond ETF
4.79%4.70%4.42%4.05%3.47%1.93%4.04%2.97%5.25%2.81%2.57%
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%

Frequently Asked Questions


USO and GTO have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (12.83%) compared to GTO (0.98%). In terms of maximum drawdown, USO dropped -98.19% vs GTO's -20.61%.

On 10-year performance, GTO leads with 2.95% vs 2.02% for USO. On fees, GTO is cheaper at 0.35% per year. On volatility, GTO has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GTO has performed better with a 2.95% return vs 2.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTO is cheaper with a 0.35% expense ratio, compared with 0.86% for USO.

GTO has the higher dividend yield at 4.79%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while GTO is Intermediate Core-Plus Bond. They also come from different issuers: USCF and Invesco. Their fees differ too: 0.86% for USO and 0.35% for GTO.

GTO currently has the higher Sharpe Ratio (1.64 vs 1.13), 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

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