PortfoliosLab logoPortfoliosLab logo
USO vs. WTID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. WTID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USO achieves a 92.34% return, which is significantly higher than WTID's -59.65% 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%

WTID

1D
5.88%
1M
-7.87%
YTD
-59.65%
6M
-55.40%
1Y
-73.06%
3Y*
-47.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. WTID - Yearly Performance Comparison


2026 (YTD)202520242023
USO
United States Oil Fund LP
92.34%-8.46%13.35%-3.43%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-59.65%-44.50%-7.93%-17.12%

Correlation

The correlation between USO and WTID is -0.68, 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

-0.68

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

-0.63

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

-0.64

The correlation between USO and WTID has been stable across timeframes, ranging from -0.68 to -0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USO vs. WTID — 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

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 00
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 00
Calmar Ratio Rank
WTID Martin Ratio Rank: 00
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. WTID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). 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.


USOWTIDDifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+4.91

Omega ratioGain probability vs. loss probability

1.35

0.77

+0.58

Calmar ratioReturn relative to maximum drawdown

4.45

-0.96

+5.40

Martin ratioReturn relative to average drawdown

8.33

-1.63

+9.96

USO vs. WTID - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 2.04, which is higher than the WTID Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of USO and WTID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


USOWTIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

-1.10

+3.15

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

-0.59

+0.41

Drawdowns

USO vs. WTID - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than WTID's maximum drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for USO and WTID.


Loading charts...

Drawdown Indicators


USOWTIDDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-90.35%

-7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-76.63%

+56.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-88.99%

+62.94%

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%

-88.11%

+2.26%

Average Drawdown

Average peak-to-trough decline

-75.30%

-54.52%

-20.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.87%

47.55%

-36.68%

Volatility

USO vs. WTID - Volatility Comparison

The current volatility for United States Oil Fund LP (USO) is 13.30%, while MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a volatility of 22.32%. This indicates that USO experiences smaller price fluctuations and is considered to be less risky than WTID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USOWTIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

22.32%

-9.02%

Volatility (6M)

Calculated over the trailing 6-month period

38.49%

53.75%

-15.26%

Volatility (1Y)

Calculated over the trailing 1-year period

44.41%

66.42%

-22.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.09%

70.33%

-34.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.01%

70.33%

-31.32%

USO vs. WTID - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is lower than WTID's 0.95% expense ratio.


Dividends

USO vs. WTID - Dividend Comparison

Neither USO nor WTID has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USO and WTID have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTID has higher volatility (22.32%) compared to USO (13.30%). In terms of maximum drawdown, USO dropped -98.19% vs WTID's -90.35%.

On 3-year performance, USO leads with 27.76% vs -47.33% for WTID. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 13.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 27.76% return vs -47.33%. 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 0.95% for WTID.

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

USO is categorized as Oil & Gas, while WTID is Inverse Equities. USO tracks Front Month Light Sweet Crude Oil, while WTID tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: USCF and REX. Their fees differ too: 0.86% for USO and 0.95% for WTID.

USO currently has the higher Sharpe Ratio (2.04 vs -1.10), 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 WTID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer