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USOI vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USOI vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USOI achieves a 30.69% return, which is significantly higher than BSV's 0.71% return.


USOI

1D
-1.16%
1M
9.92%
6M
21.84%
YTD
30.69%
1Y
24.70%
3Y*
5Y*
10Y*
ALL TIME*
10.05%

BSV

1D
0.19%
1M
0.07%
6M
0.59%
YTD
0.71%
1Y
2.63%
3Y*
4.54%
5Y*
1.68%
10Y*
1.94%
ALL TIME*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$135.26M$170.78M$200.19M
$16.92M$18.15M$9.02M

USOI vs. BSV - Yearly Performance Comparison


Correlation

The correlation between USOI and BSV is -0.37, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.37

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2024

-0.27

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Return for Risk

USOI vs. BSV — Risk / Return Rank

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

USOI
USOI Risk / Return Rank: 3333
Overall Rank
USOI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 3535
Sortino Ratio Rank
USOI Omega Ratio Rank: 3434
Omega Ratio Rank
USOI Calmar Ratio Rank: 3030
Calmar Ratio Rank
USOI Martin Ratio Rank: 3232
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5454
Overall Rank
BSV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 5959
Sortino Ratio Rank
BSV Omega Ratio Rank: 5555
Omega Ratio Rank
BSV Calmar Ratio Rank: 5151
Calmar Ratio Rank
BSV Martin Ratio Rank: 4949
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.

USOI vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


USOIBSVDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.05

2.05

-1.00

Martin ratioReturn relative to average drawdown

3.27

6.34

-3.07

USOI vs. BSV - Sharpe Ratio Comparison

The current USOI Sharpe Ratio is 1.01, which is lower than the BSV Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of USOI and BSV, 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

USOI vs. BSV - Drawdown Comparison

The maximum USOI drawdown since its inception was -23.54%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for USOI and BSV.


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Drawdown Indicators


USOIBSVDifference

Max Drawdown

Largest peak-to-trough decline

-23.54%

-8.54%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.54%

-1.29%

-22.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-15.85%

-0.21%

-15.64%

Average Drawdown

Average peak-to-trough decline

-7.88%

-0.97%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.60%

0.42%

+7.18%

Volatility

USOI vs. BSV - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 6.44% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.51%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOIBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

0.51%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.38%

1.42%

+18.96%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

1.72%

+22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

2.74%

+20.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

2.38%

+20.91%

USOI vs. BSV - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

USOI vs. BSV - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 47.10%, more than BSV's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.03%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
47.10%27.21%12.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USOI and BSV have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOI has higher volatility (6.44%) compared to BSV (0.51%). In terms of maximum drawdown, USOI dropped -23.54% vs BSV's -8.54%.

On 1-year performance, USOI leads with 24.70% vs 2.63% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOI has performed better with a 24.70% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.85% for USOI.

USOI has the higher dividend yield at 47.10%, compared with 4.03% for BSV.

USOI is categorized as Oil & Gas, while BSV is Short-Term Bond. USOI tracks Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: Credit Suisse and Vanguard. Their fees differ too: 0.85% for USOI and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (1.54 vs 1.01), 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.

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