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USO vs. ZSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USO vs. ZSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and USCF Sustainable Battery Metals Strategy Fund (ZSB). 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 92.34% return, which is significantly higher than ZSB's 8.58% 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%

ZSB

1D
-2.35%
1M
-4.43%
YTD
8.58%
6M
22.09%
1Y
68.26%
3Y*
4.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USO vs. ZSB - Yearly Performance Comparison


2026 (YTD)202520242023
USO
United States Oil Fund LP
92.34%-8.46%13.35%-2.06%
ZSB
USCF Sustainable Battery Metals Strategy Fund
8.58%64.34%-19.70%-31.38%

Correlation

The correlation between USO and ZSB is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.10

The correlation between USO and ZSB shifts across timeframes, from -0.05 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USO vs. ZSB — 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

ZSB
ZSB Risk / Return Rank: 7878
Overall Rank
ZSB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ZSB Sortino Ratio Rank: 7272
Sortino Ratio Rank
ZSB Omega Ratio Rank: 8383
Omega Ratio Rank
ZSB Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZSB Martin Ratio Rank: 6767
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. ZSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and USCF Sustainable Battery Metals Strategy Fund (ZSB). 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.


USOZSBDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.35

1.47

-0.13

Calmar ratioReturn relative to maximum drawdown

4.45

4.10

+0.35

Martin ratioReturn relative to average drawdown

8.33

11.47

-3.14

USO vs. ZSB - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 2.04, which is comparable to the ZSB Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of USO and ZSB, 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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Sharpe Ratios by Period


USOZSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.59

-0.54

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

-0.03

-0.16

Drawdowns

USO vs. ZSB - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than ZSB's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for USO and ZSB.


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Drawdown Indicators


USOZSBDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-49.26%

-48.93%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-16.75%

-3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-43.22%

+17.17%

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%

-8.45%

-77.40%

Average Drawdown

Average peak-to-trough decline

-75.30%

-30.90%

-44.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.87%

5.97%

+4.90%

Volatility

USO vs. ZSB - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 13.30% compared to USCF Sustainable Battery Metals Strategy Fund (ZSB) at 5.80%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than ZSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOZSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

5.80%

+7.50%

Volatility (6M)

Calculated over the trailing 6-month period

38.49%

22.80%

+15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

44.41%

26.52%

+17.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.09%

19.64%

+16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.01%

19.64%

+19.37%

USO vs. ZSB - Expense Ratio Comparison

USO has a 0.86% expense ratio, which is higher than ZSB's 0.59% expense ratio.


Dividends

USO vs. ZSB - Dividend Comparison

USO has not paid dividends to shareholders, while ZSB's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM202520242023
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%
ZSB
USCF Sustainable Battery Metals Strategy Fund
0.85%0.92%2.96%3.59%

Frequently Asked Questions


USO and ZSB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (13.30%) compared to ZSB (5.80%). In terms of maximum drawdown, USO dropped -98.19% vs ZSB's -49.26%.

On 3-year performance, USO leads with 27.76% vs 4.67% for ZSB. On fees, ZSB is cheaper at 0.59% per year. On volatility, ZSB has been the lower-risk option at 5.80%. 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 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZSB is cheaper with a 0.59% expense ratio, compared with 0.86% for USO.

ZSB has the higher dividend yield at 0.85%, compared with 0.00% for USO.

USO is categorized as Oil & Gas, while ZSB is Commodities. USO tracks Front Month Light Sweet Crude Oil, while ZSB tracks S&P GSCI Electric Vehicle Meals Index. Their fees differ too: 0.86% for USO and 0.59% for ZSB.

ZSB currently has the higher Sharpe Ratio (2.59 vs 2.04), 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 ZSB

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