USO vs. UCO

In the year-to-date period, USO achieves a -13.54% return, which is significantly higher than UCO's -26.65% return. Over the past 10 years, USO has outperformed UCO with an annualized return of -7.87%, while UCO has yielded a comparatively lower -27.56% annualized return.

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USO has a 0.79% expense ratio, which is lower than UCO's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.

The current USO Sharpe Ratio is -0.66, which is comparable to the UCO Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of USO and UCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither USO nor UCO has paid dividends to shareholders.

The maximum USO drawdown since its inception was -98.19%, roughly equal to the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for USO and UCO. For additional features, visit the drawdowns tool.

The current volatility for United States Oil Fund LP (USO) is NaN%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of NaN%. This indicates that USO experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.