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USO vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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 92.34% return, which is significantly higher than PBOG's 28.86% return.


USO

1D
-2.72%
1M
-0.69%
YTD
92.34%
6M
84.96%
1Y
90.22%
3Y*
27.76%
5Y*
22.99%
10Y*
3.13%

PBOG

1D
-2.19%
1M
-0.58%
YTD
28.86%
6M
27.42%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between USO and PBOG is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.72

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Return for Risk

USO vs. PBOG — Risk / Return Rank

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

USO
USO Risk / Return Rank: 6363
Overall Rank
USO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5858
Sortino Ratio Rank
USO Omega Ratio Rank: 5858
Omega Ratio Rank
USO Calmar Ratio Rank: 8484
Calmar Ratio Rank
USO Martin Ratio Rank: 5151
Martin Ratio Rank

PBOG
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. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


USOPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.45

Martin ratioReturn relative to average drawdown

8.33

USO vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USOPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

2.87

-3.06

Drawdowns

USO vs. PBOG - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for USO and PBOG.


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Drawdown Indicators


USOPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-11.45%

-86.74%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

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

-85.85%

-9.18%

-76.67%

Average Drawdown

Average peak-to-trough decline

-75.30%

-3.18%

-72.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.87%

Volatility

USO vs. PBOG - Volatility Comparison


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Volatility by Period


USOPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

Volatility (6M)

Calculated over the trailing 6-month period

38.49%

Volatility (1Y)

Calculated over the trailing 1-year period

44.41%

23.74%

+20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.09%

23.74%

+12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.01%

23.74%

+15.27%

USO vs. PBOG - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

USO vs. PBOG - Dividend Comparison

USO has not paid dividends to shareholders, while PBOG's dividend yield for the trailing twelve months is around 0.13%.


Frequently Asked Questions


USO and PBOG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.86% for USO.

PBOG has the higher dividend yield at 0.13%, compared with 0.00% for USO.

USO tracks Front Month Light Sweet Crude Oil, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: USCF and Portfolio Building Blocks. Their fees differ too: 0.86% for USO and 0.13% for PBOG.

Portfolio Optimizer

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