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USOI vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USOI vs. VDC - 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 Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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USOI vs. VDC - Yearly Performance Comparison


2026 (YTD)20252024
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
27.96%-8.78%6.94%
VDC
Vanguard Consumer Staples ETF
6.90%2.17%4.62%

Returns By Period

In the year-to-date period, USOI achieves a 27.96% return, which is significantly higher than VDC's 6.90% return.


USOI

1D
0.16%
1M
14.60%
YTD
27.96%
6M
23.68%
1Y
18.36%
3Y*
5Y*
10Y*

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USOI vs. VDC - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than VDC's 0.10% expense ratio.


Return for Risk

USOI vs. VDC — Risk / Return Rank

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

USOI
USOI Risk / Return Rank: 4545
Overall Rank
USOI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 4747
Sortino Ratio Rank
USOI Omega Ratio Rank: 4343
Omega Ratio Rank
USOI Calmar Ratio Rank: 5353
Calmar Ratio Rank
USOI Martin Ratio Rank: 3434
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
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. VDC - 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 Consumer Staples ETF (VDC). 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.


USOIVDCDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.36

+0.49

Sortino ratio

Return per unit of downside risk

1.23

0.62

+0.61

Omega ratio

Gain probability vs. loss probability

1.16

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

1.28

0.71

+0.58

Martin ratio

Return relative to average drawdown

2.95

1.76

+1.20

USOI vs. VDC - Sharpe Ratio Comparison

The current USOI Sharpe Ratio is 0.85, which is higher than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of USOI and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USOIVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.36

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.67

-0.06

Correlation

The correlation between USOI and VDC is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

USOI vs. VDC - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 21.20%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
21.20%27.21%12.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Drawdowns

USOI vs. VDC - Drawdown Comparison

The maximum USOI drawdown since its inception was -19.49%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for USOI and VDC.


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Drawdown Indicators


USOIVDCDifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-34.24%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-9.28%

-6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

Current Drawdown

Current decline from peak

0.00%

-7.52%

+7.52%

Average Drawdown

Average peak-to-trough decline

-7.68%

-3.71%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

3.73%

+3.05%

Volatility

USOI vs. VDC - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 5.96% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOIVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

3.89%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

8.98%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.67%

13.75%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

12.98%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

14.59%

+6.52%