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USO vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and iShares Core High Dividend ETF (HDV). 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 97.64% return, which is significantly higher than HDV's 20.12% return. Over the past 10 years, USO has underperformed HDV with an annualized return of 5.42%, while HDV has yielded a comparatively higher 9.50% annualized return.


USO

1D
-2.01%
1M
25.05%
6M
84.84%
YTD
97.64%
1Y
82.62%
3Y*
24.31%
5Y*
22.54%
10Y*
5.42%
ALL TIME*
-6.60%

HDV

1D
1.23%
1M
4.76%
6M
13.60%
YTD
20.12%
1Y
24.04%
3Y*
15.34%
5Y*
12.15%
10Y*
9.50%
ALL TIME*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$163.75M$142.23M$95.79M
$1.02B$802.47M$996.79M

USO vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
97.64%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
HDV
iShares Core High Dividend ETF
20.12%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between USO and HDV is 0.11, which is low. Their historical price movements had little consistent relationship.


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

0.11

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

0.16

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

0.27

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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.34

Over the past year, the correlation between USO and HDV has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

USO vs. HDV — Risk / Return Rank

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

USO
USO Risk / Return Rank: 6969
Overall Rank
USO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USO Sortino Ratio Rank: 7575
Sortino Ratio Rank
USO Omega Ratio Rank: 7171
Omega Ratio Rank
USO Calmar Ratio Rank: 6969
Calmar Ratio Rank
USO Martin Ratio Rank: 5555
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 9090
Overall Rank
HDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 9393
Sortino Ratio Rank
HDV Omega Ratio Rank: 8888
Omega Ratio Rank
HDV Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDV Martin Ratio Rank: 8787
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. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and iShares Core High Dividend ETF (HDV). 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.


USOHDVDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

2.46

4.65

-2.19

Martin ratioReturn relative to average drawdown

6.41

12.72

-6.31

USO vs. HDV - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.76, which is comparable to the HDV Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of USO and HDV, 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. HDV - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for USO and HDV.


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Drawdown Indicators


USOHDVDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-37.04%

-61.15%

Max Drawdown (1Y)

Largest decline over 1 year

-32.49%

-5.18%

-27.31%

Max Drawdown (3Y)

Largest decline over 3 years

-32.49%

-10.49%

-22.00%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-15.42%

-20.81%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-37.04%

-49.71%

Current Drawdown

Current decline from peak

-85.46%

0.00%

-85.46%

Average Drawdown

Average peak-to-trough decline

-75.37%

-3.07%

-72.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.47%

1.89%

+10.58%

Volatility

USO vs. HDV - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 13.60% compared to iShares Core High Dividend ETF (HDV) at 4.88%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.60%

4.88%

+8.72%

Volatility (6M)

Calculated over the trailing 6-month period

41.19%

8.55%

+32.64%

Volatility (1Y)

Calculated over the trailing 1-year period

45.56%

10.74%

+34.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.67%

12.93%

+23.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

15.77%

+23.36%

USO vs. HDV - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

USO vs. HDV - Dividend Comparison

USO has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 3.07%.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
3.07%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
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 HDV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.60%) compared to HDV (4.88%). In terms of maximum drawdown, USO dropped -98.19% vs HDV's -37.04%.

On 10-year performance, HDV leads with 9.50% vs 5.42% for USO. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HDV has performed better with a 9.50% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDV is cheaper with a 0.08% expense ratio, compared with 0.86% for USO.

HDV has the higher dividend yield at 3.07%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while HDV is Dividend. USO tracks Front Month Light Sweet Crude Oil, while HDV tracks Morningstar Dividend Yield Focus Index. They also come from different issuers: USCF and iShares. Their fees differ too: 0.86% for USO and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.24 vs 1.76), 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 HDV

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