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USO vs. IEZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. IEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and iShares U.S. Oil Equipment & Services ETF (IEZ). 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 53.69% return, which is significantly higher than IEZ's 28.84% return. Over the past 10 years, USO has outperformed IEZ with an annualized return of 1.54%, while IEZ has yielded a comparatively lower -1.80% annualized return.


USO

1D
-4.47%
1M
-24.57%
YTD
53.69%
6M
51.41%
1Y
45.60%
3Y*
19.41%
5Y*
16.16%
10Y*
1.54%

IEZ

1D
-3.36%
1M
-15.91%
YTD
28.84%
6M
29.84%
1Y
59.92%
3Y*
14.39%
5Y*
12.23%
10Y*
-1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. IEZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
53.69%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
IEZ
iShares U.S. Oil Equipment & Services ETF
28.84%7.51%-8.15%4.43%65.73%15.98%-42.98%1.82%-42.47%-18.18%

Correlation

The correlation between USO and IEZ is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.48

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

0.57

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

0.56

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.60

Over the past year, the correlation between USO and IEZ has dropped to 0.31 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

USO vs. IEZ — Risk / Return Rank

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

USO
USO Risk / Return Rank: 3333
Overall Rank
USO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
USO Sortino Ratio Rank: 3434
Sortino Ratio Rank
USO Omega Ratio Rank: 3333
Omega Ratio Rank
USO Calmar Ratio Rank: 3232
Calmar Ratio Rank
USO Martin Ratio Rank: 3232
Martin Ratio Rank

IEZ
IEZ Risk / Return Rank: 7171
Overall Rank
IEZ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEZ Omega Ratio Rank: 6262
Omega Ratio Rank
IEZ Calmar Ratio Rank: 7575
Calmar Ratio Rank
IEZ Martin Ratio Rank: 7979
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. IEZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and iShares U.S. Oil Equipment & Services ETF (IEZ). 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.


USOIEZDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.50

3.43

-1.93

Martin ratioReturn relative to average drawdown

4.49

13.63

-9.14

USO vs. IEZ - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.05, which is lower than the IEZ Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of USO and IEZ, 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. IEZ - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than IEZ's maximum drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for USO and IEZ.


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Drawdown Indicators


USOIEZDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-92.52%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-30.51%

-17.56%

-12.95%

Max Drawdown (3Y)

Largest decline over 3 years

-30.51%

-40.25%

+9.74%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-40.25%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-88.29%

+1.54%

Current Drawdown

Current decline from peak

-88.69%

-57.48%

-31.21%

Average Drawdown

Average peak-to-trough decline

-75.32%

-48.26%

-27.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

4.41%

+5.77%

Volatility

USO vs. IEZ - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 12.26% compared to iShares U.S. Oil Equipment & Services ETF (IEZ) at 10.23%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than IEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOIEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.26%

10.23%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

39.65%

21.15%

+18.50%

Volatility (1Y)

Calculated over the trailing 1-year period

43.82%

29.38%

+14.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.38%

36.35%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.04%

41.53%

-2.49%

USO vs. IEZ - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than IEZ's 0.42% expense ratio.


Dividends

USO vs. IEZ - Dividend Comparison

USO has not paid dividends to shareholders, while IEZ's dividend yield for the trailing twelve months is around 1.29%.


PositionTTM20252024202320222021202020192018201720162015
IEZ
iShares U.S. Oil Equipment & Services ETF
1.29%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%
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 IEZ have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (12.26%) compared to IEZ (10.23%). In terms of maximum drawdown, USO dropped -98.19% vs IEZ's -92.52%.

On 10-year performance, USO leads with 1.54% vs -1.80% for IEZ. On fees, IEZ is cheaper at 0.42% per year. On volatility, IEZ has been the lower-risk option at 10.23%. 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 1.54% return vs -1.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEZ is cheaper with a 0.42% expense ratio, compared with 0.86% for USO.

IEZ has the higher dividend yield at 1.29%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while IEZ is Energy Equities. USO tracks Front Month Light Sweet Crude Oil, while IEZ tracks Dow Jones U.S. Select Oil Equipment & Services Index. They also come from different issuers: USCF and iShares. Their fees differ too: 0.86% for USO and 0.42% for IEZ.

IEZ currently has the higher Sharpe Ratio (2.05 vs 1.05), 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.

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