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USOI vs. SPIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USOI vs. SPIB - 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 SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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 30.79% return, which is significantly higher than SPIB's 0.63% return.


USOI

1D
0.13%
1M
-3.85%
6M
27.39%
YTD
30.79%
1Y
25.92%
3Y*
5Y*
10Y*

SPIB

1D
0.21%
1M
-0.07%
6M
0.36%
YTD
0.63%
1Y
4.58%
3Y*
5.75%
5Y*
1.69%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USOI vs. SPIB - Yearly Performance Comparison


Correlation

The correlation between USOI and SPIB is -0.38, 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

-0.38

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

-0.23

The correlation between USOI and SPIB shifts across timeframes, from -0.38 (1 year) to -0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USOI vs. SPIB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USOI
USOI Risk / Return Rank: 3232
Overall Rank
USOI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 3434
Sortino Ratio Rank
USOI Omega Ratio Rank: 3333
Omega Ratio Rank
USOI Calmar Ratio Rank: 2727
Calmar Ratio Rank
USOI Martin Ratio Rank: 3030
Martin Ratio Rank

SPIB
SPIB Risk / Return Rank: 5959
Overall Rank
SPIB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5959
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPIB Martin Ratio Rank: 5454
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.

USOI vs. SPIB - 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 SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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.


USOISPIBDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.11

2.28

-1.17

Martin ratioReturn relative to average drawdown

3.41

7.45

-4.05

USOI vs. SPIB - Sharpe Ratio Comparison

The current USOI Sharpe Ratio is 1.04, which is lower than the SPIB Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of USOI and SPIB, 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. SPIB - Drawdown Comparison

The maximum USOI drawdown since its inception was -23.54%, which is greater than SPIB's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for USOI and SPIB.


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Drawdown Indicators


USOISPIBDifference

Max Drawdown

Largest peak-to-trough decline

-23.54%

-14.94%

-8.60%

Max Drawdown (1Y)

Largest decline over 1 year

-23.54%

-2.02%

-21.52%

Max Drawdown (3Y)

Largest decline over 3 years

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-15.79%

-0.61%

-15.18%

Average Drawdown

Average peak-to-trough decline

-7.69%

-1.90%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

0.62%

+7.01%

Volatility

USOI vs. SPIB - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 10.62% compared to SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) at 0.87%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than SPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOISPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.62%

0.87%

+9.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

2.27%

+18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

2.87%

+22.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

4.48%

+19.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

4.60%

+18.94%

USOI vs. SPIB - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than SPIB's 0.04% expense ratio.


Dividends

USOI vs. SPIB - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 45.80%, more than SPIB's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.47%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
45.80%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 SPIB have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOI has higher volatility (10.62%) compared to SPIB (0.87%). In terms of maximum drawdown, USOI dropped -23.54% vs SPIB's -14.94%.

On 1-year performance, USOI leads with 25.92% vs 4.58% for SPIB. On fees, SPIB is cheaper at 0.04% per year. On volatility, SPIB has been the lower-risk option at 0.87%. 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 25.92% return vs 4.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIB is cheaper with a 0.04% expense ratio, compared with 0.85% for USOI.

USOI has the higher dividend yield at 45.80%, compared with 4.47% for SPIB.

USOI is categorized as Oil & Gas, while SPIB is Corporate Bonds. USOI tracks Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, while SPIB tracks Bloomberg U.S. Intermediate Corporate Bond Index. They also come from different issuers: Credit Suisse and State Street. Their fees differ too: 0.85% for USOI and 0.04% for SPIB.

SPIB currently has the higher Sharpe Ratio (1.61 vs 1.04), 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.

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