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USOI vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USOISCHD
YTD Return7.75%17.07%
1Y Return0.08%29.98%
3Y Return (Ann)8.32%6.85%
5Y Return (Ann)-7.67%12.79%
Sharpe Ratio0.072.64
Sortino Ratio0.253.81
Omega Ratio1.031.47
Calmar Ratio0.032.92
Martin Ratio0.2814.57
Ulcer Index5.81%2.04%
Daily Std Dev21.38%11.26%
Max Drawdown-77.42%-33.37%
Current Drawdown-46.81%-0.86%

Correlation

-0.50.00.51.00.2

The correlation between USOI and SCHD is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

USOI vs. SCHD - Performance Comparison

In the year-to-date period, USOI achieves a 7.75% return, which is significantly lower than SCHD's 17.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.27%
10.97%
USOI
SCHD

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USOI vs. SCHD - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than SCHD's 0.06% expense ratio.


USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

USOI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Schwab US Dividend Equity ETF (SCHD). 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.


USOI
Sharpe ratio
The chart of Sharpe ratio for USOI, currently valued at 0.07, compared to the broader market-2.000.002.004.000.07
Sortino ratio
The chart of Sortino ratio for USOI, currently valued at 0.25, compared to the broader market0.005.0010.000.25
Omega ratio
The chart of Omega ratio for USOI, currently valued at 1.03, compared to the broader market1.001.502.002.503.001.03
Calmar ratio
The chart of Calmar ratio for USOI, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.03
Martin ratio
The chart of Martin ratio for USOI, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.28
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.64, compared to the broader market-2.000.002.004.002.64
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.81, compared to the broader market0.005.0010.003.81
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.92
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.57, compared to the broader market0.0020.0040.0060.0080.00100.0014.57

USOI vs. SCHD - Sharpe Ratio Comparison

The current USOI Sharpe Ratio is 0.07, which is lower than the SCHD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of USOI and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.07
2.64
USOI
SCHD

Dividends

USOI vs. SCHD - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 21.29%, more than SCHD's 3.38% yield.


TTM20232022202120202019201820172016201520142013
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
21.29%26.72%42.78%20.48%67.99%17.11%13.08%6.31%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

USOI vs. SCHD - Drawdown Comparison

The maximum USOI drawdown since its inception was -77.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USOI and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-46.81%
-0.86%
USOI
SCHD

Volatility

USOI vs. SCHD - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 7.69% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.69%
3.51%
USOI
SCHD