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USO vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Vanguard Total Stock Market ETF (VTI). 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 higher than VTI's 9.62% return. Over the past 10 years, USO has underperformed VTI with an annualized return of 2.94%, while VTI has yielded a comparatively higher 15.02% 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%

VTI

1D
0.57%
1M
-0.28%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between USO and VTI is -0.33, 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

-0.33

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

-0.07

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

0.08

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

0.18

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

0.28

The correlation between USO and VTI shifts across timeframes, from -0.33 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. VTI — 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

VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Vanguard Total Stock Market ETF (VTI). 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.


USOVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

3.31

2.79

+0.52

Martin ratioReturn relative to average drawdown

6.09

12.52

-6.43

USO vs. VTI - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.51, which is comparable to the VTI Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of USO and VTI, 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. VTI - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USO and VTI.


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Drawdown Indicators


USOVTIDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-55.45%

-42.74%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-8.92%

-11.47%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-19.30%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-25.36%

-10.87%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-35.00%

-51.75%

Current Drawdown

Current decline from peak

-86.65%

-2.14%

-84.51%

Average Drawdown

Average peak-to-trough decline

-75.30%

-8.02%

-67.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

1.99%

+9.07%

Volatility

USO vs. VTI - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 13.27% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

4.50%

+8.77%

Volatility (6M)

Calculated over the trailing 6-month period

38.99%

9.82%

+29.17%

Volatility (1Y)

Calculated over the trailing 1-year period

44.64%

12.64%

+32.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

17.47%

+18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

18.33%

+20.70%

USO vs. VTI - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

USO vs. VTI - Dividend Comparison

USO has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


USO and VTI have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.27%) compared to VTI (4.50%). In terms of maximum drawdown, USO dropped -98.19% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.02% vs 2.94% for USO. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.02% return vs 2.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.86% for USO.

VTI has the higher dividend yield at 1.03%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while VTI is Large Cap Blend Equities. USO tracks Front Month Light Sweet Crude Oil, while VTI tracks CRSP US Total Market Index. They also come from different issuers: USCF and Vanguard. Their fees differ too: 0.86% for USO and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (1.97 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 VTI

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