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USO vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and iShares Semiconductor ETF (SOXX). 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 81.36% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, USO has underperformed SOXX with an annualized return of 2.94%, while SOXX has yielded a comparatively higher 35.55% annualized return.


USO

1D
-2.64%
1M
-12.29%
YTD
81.36%
6M
82.28%
1Y
56.36%
3Y*
26.38%
5Y*
21.14%
10Y*
2.94%

SOXX

1D
1.59%
1M
12.49%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
81.36%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
SOXX
iShares Semiconductor ETF
98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between USO and SOXX is -0.18, 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

-0.18

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

-0.02

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

0.06

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.19

The correlation between USO and SOXX shifts across timeframes, from -0.18 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. SOXX — Risk / Return Rank

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

USO
USO Risk / Return Rank: 5353
Overall Rank
USO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4949
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 7474
Calmar Ratio Rank
USO Martin Ratio Rank: 4343
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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. SOXX - Risk-Adjusted Trends Comparison

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


USOSOXXDifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.28

1.62

-0.34

Calmar ratioReturn relative to maximum drawdown

3.31

10.50

-7.19

Martin ratioReturn relative to average drawdown

6.09

38.20

-32.12

USO vs. SOXX - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.51, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of USO and SOXX, 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. SOXX - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for USO and SOXX.


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Drawdown Indicators


USOSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-70.21%

-27.98%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-15.77%

-4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-41.36%

+15.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-45.75%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-45.75%

-41.00%

Current Drawdown

Current decline from peak

-86.65%

-3.16%

-83.49%

Average Drawdown

Average peak-to-trough decline

-75.30%

-19.95%

-55.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

4.33%

+6.73%

Volatility

USO vs. SOXX - Volatility Comparison

The current volatility for United States Oil Fund LP (USO) is 13.27%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that USO experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

19.42%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

38.99%

31.46%

+7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

44.64%

37.35%

+7.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

36.73%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

33.77%

+5.26%

USO vs. SOXX - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

USO vs. SOXX - Dividend Comparison

USO has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.


PositionTTM20252024202320222021202020192018201720162015
SOXX
iShares Semiconductor ETF
0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
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 SOXX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to USO (13.27%). In terms of maximum drawdown, USO dropped -98.19% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.55% vs 2.94% for USO. On fees, SOXX is cheaper at 0.34% per year. On volatility, USO has been the lower-risk option at 13.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.55% return vs 2.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.86% for USO.

SOXX has the higher dividend yield at 0.28%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while SOXX is Semiconductors. USO tracks Front Month Light Sweet Crude Oil, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: USCF and iShares. Their fees differ too: 0.86% for USO and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.43 vs 1.51), 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 SOXX

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