USOI vs. DFSD
USOI (Credit Suisse X-Links Crude Oil Shares Covered Call ETN) and DFSD (Dimensional Short-Duration Fixed Income ETF) are both exchange-traded funds - USOI is a Oil & Gas fund tracking the Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, while DFSD is a Short-Term Bond fund actively managed by Dimensional. USOI is passively managed, while DFSD is actively managed. Over the past year, USOI returned 24.70% vs 3.09% for DFSD. Their -0.25 correlation means they have often moved in opposite directions in the past. USOI charges 0.85%/yr vs 0.16%/yr for DFSD.
Performance
USOI vs. DFSD - Performance Comparison
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Returns By Period
In the year-to-date period, USOI achieves a 30.69% return, which is significantly higher than DFSD's 1.11% return.
USOI
- 1D
- -1.16%
- 1M
- 9.92%
- 6M
- 21.84%
- YTD
- 30.69%
- 1Y
- 24.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.05%
DFSD
- 1D
- 0.25%
- 1M
- 0.09%
- 6M
- 0.75%
- YTD
- 1.11%
- 1Y
- 3.09%
- 3Y*
- 5.23%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.02M | $26.57M | $25.50M | |
| $16.92M | $18.15M | $9.02M |
USOI vs. DFSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN | 30.69% | -8.78% | 3.24% |
DFSD Dimensional Short-Duration Fixed Income ETF | 1.11% | 6.59% | 3.25% |
Correlation
The correlation between USOI and DFSD 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 | -0.25 |
The correlation between USOI and DFSD shifts across timeframes, from -0.37 (1 year) to -0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USOI vs. DFSD — Risk / Return Rank
USOI
DFSD
USOI vs. DFSD - 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 Dimensional Short-Duration Fixed Income ETF (DFSD). 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.
| USOI | DFSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.12 | -1.06 |
| Martin ratioReturn relative to average drawdown | 3.27 | 7.77 | -4.50 |
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Drawdowns
USOI vs. DFSD - Drawdown Comparison
The maximum USOI drawdown since its inception was -23.54%, which is greater than DFSD's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for USOI and DFSD.
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Drawdown Indicators
| USOI | DFSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.54% | -8.45% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -1.47% | -22.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.47% | — |
Current DrawdownCurrent decline from peak | -15.85% | -0.04% | -15.81% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -2.00% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.60% | 0.40% | +7.20% |
Volatility
USOI vs. DFSD - Volatility Comparison
Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 6.44% compared to Dimensional Short-Duration Fixed Income ETF (DFSD) at 0.57%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than DFSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USOI | DFSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 0.57% | +5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.38% | 1.60% | +18.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 1.90% | +22.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 2.75% | +20.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 2.75% | +20.54% |
USOI vs. DFSD - Expense Ratio Comparison
USOI has a 0.85% expense ratio, which is higher than DFSD's 0.16% expense ratio.
Dividends
USOI vs. DFSD - Dividend Comparison
USOI's dividend yield for the trailing twelve months is around 47.10%, more than DFSD's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFSD Dimensional Short-Duration Fixed Income ETF | 4.58% | 4.12% | 4.81% | 3.89% | 2.12% | 0.11% |
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN | 47.10% | 27.21% | 12.54% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USOI and DFSD 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 DFSD (0.57%). In terms of maximum drawdown, USOI dropped -23.54% vs DFSD's -8.45%.
On 1-year performance, USOI leads with 24.70% vs 3.09% for DFSD. On fees, DFSD is cheaper at 0.16% per year. On volatility, DFSD has been the lower-risk option at 0.57%. 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 3.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFSD is cheaper with a 0.16% expense ratio, compared with 0.85% for USOI.
USOI has the higher dividend yield at 47.10%, compared with 4.58% for DFSD.
USOI is categorized as Oil & Gas, while DFSD is Short-Term Bond. They also come from different issuers: Credit Suisse and Dimensional. Their fees differ too: 0.85% for USOI and 0.16% for DFSD.
DFSD currently has the higher Sharpe Ratio (1.64 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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