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USO vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and United States Commodity Index Fund (USCI). 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 76.58% return, which is significantly higher than USCI's 27.88% return. Over the past 10 years, USO has underperformed USCI with an annualized return of 4.47%, while USCI has yielded a comparatively higher 8.92% annualized return.


USO

1D
-5.46%
1M
17.45%
6M
62.11%
YTD
76.58%
1Y
57.66%
3Y*
18.29%
5Y*
20.94%
10Y*
4.47%
ALL TIME*
-7.11%

USCI

1D
-1.75%
1M
7.73%
6M
23.25%
YTD
27.88%
1Y
35.81%
3Y*
19.39%
5Y*
19.79%
10Y*
8.92%
ALL TIME*
4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.26M$1.23M$1.84M
$981.29M$906.75M$905.81M

USO vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
76.58%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
USCI
United States Commodity Index Fund
27.88%17.63%17.24%0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between USO and USCI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.77

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

0.73

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

0.75

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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.63

The correlation between USO and USCI shifts across timeframes, from 0.63 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. USCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USO
USO Risk / Return Rank: 4949
Overall Rank
USO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5252
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 4949
Calmar Ratio Rank
USO Martin Ratio Rank: 4646
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 8282
Overall Rank
USCI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8383
Sortino Ratio Rank
USCI Omega Ratio Rank: 8282
Omega Ratio Rank
USCI Calmar Ratio Rank: 8383
Calmar Ratio Rank
USCI Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USO vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and United States Commodity Index Fund (USCI). 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.


USOUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.78

3.22

-1.43

Martin ratioReturn relative to average drawdown

5.23

10.27

-5.03

USO vs. USCI - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.23, which is lower than the USCI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of USO and USCI, 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. USCI - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for USO and USCI.


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Drawdown Indicators


USOUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-66.41%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-32.49%

-11.19%

-21.30%

Max Drawdown (3Y)

Largest decline over 3 years

-32.49%

-12.01%

-20.48%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-18.84%

-17.39%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-45.82%

-40.93%

Current Drawdown

Current decline from peak

-87.01%

-3.57%

-83.44%

Average Drawdown

Average peak-to-trough decline

-75.38%

-29.26%

-46.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.24%

3.50%

+7.74%

Volatility

USO vs. USCI - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 18.95% compared to United States Commodity Index Fund (USCI) at 5.70%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.95%

5.70%

+13.25%

Volatility (6M)

Calculated over the trailing 6-month period

43.21%

13.93%

+29.28%

Volatility (1Y)

Calculated over the trailing 1-year period

47.21%

17.19%

+30.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.13%

18.44%

+18.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.32%

15.93%

+23.39%

USO vs. USCI - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

USO vs. USCI - Dividend Comparison

Neither USO nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USO and USCI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (18.95%) compared to USCI (5.70%). In terms of maximum drawdown, USO dropped -98.19% vs USCI's -66.41%.

On 10-year performance, USCI leads with 8.92% vs 4.47% for USO. On fees, USO is cheaper at 0.86% per year. On volatility, USCI has been the lower-risk option at 5.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USCI has performed better with a 8.92% return vs 4.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.03% for USCI.

USO and USCI have nearly identical dividend yields, around 0.00%.

USO is categorized as Oil & Gas, while USCI is Commodities. USO tracks Front Month Light Sweet Crude Oil, while USCI tracks SummerHaven Dynamic Commodity Index Total Return. Their fees differ too: 0.86% for USO and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.10 vs 1.23), 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

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