USOI vs. VDC
USOI (Credit Suisse X-Links Crude Oil Shares Covered Call ETN) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - USOI is a Oil & Gas fund tracking the Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past year, USOI returned 24.20% vs 6.87% for VDC. At a correlation of -0.08, they often move in opposite directions. USOI charges 0.85%/yr vs 0.09%/yr for VDC.
Performance
USOI vs. VDC - Performance Comparison
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Returns By Period
In the year-to-date period, USOI achieves a 24.69% return, which is significantly higher than VDC's 8.74% return.
USOI
- 1D
- 2.76%
- 1M
- -14.40%
- YTD
- 24.69%
- 6M
- 23.45%
- 1Y
- 24.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDC
- 1D
- -0.88%
- 1M
- 0.91%
- YTD
- 8.74%
- 6M
- 8.04%
- 1Y
- 6.87%
- 3Y*
- 8.09%
- 5Y*
- 7.08%
- 10Y*
- 7.96%
USOI vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN | 24.69% | -8.78% | 3.24% |
VDC Vanguard Consumer Staples ETF | 8.74% | 2.17% | 4.64% |
Correlation
The correlation between USOI and VDC is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2024 | -0.08 |
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Return for Risk
USOI vs. VDC — Risk / Return Rank
USOI
VDC
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.
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 | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.74 | +0.37 |
| Martin ratioReturn relative to average drawdown | 3.98 | 1.47 | +2.51 |
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Drawdowns
USOI vs. VDC - Drawdown Comparison
The maximum USOI drawdown since its inception was -21.86%, 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
| USOI | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.86% | -34.24% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -21.86% | -9.28% | -12.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.78% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.31% | — |
Current DrawdownCurrent decline from peak | -19.71% | -5.93% | -13.78% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -3.73% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 4.69% | +1.41% |
Volatility
USOI vs. VDC - Volatility Comparison
Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 10.40% compared to Vanguard Consumer Staples ETF (VDC) at 4.96%. 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
| USOI | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.40% | 4.96% | +5.44% |
Volatility (6M)Calculated over the trailing 6-month period | 19.82% | 10.38% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.89% | 12.78% | +11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.23% | 13.20% | +10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 14.67% | +8.56% |
USOI vs. VDC - Expense Ratio Comparison
USOI has a 0.85% expense ratio, which is higher than VDC's 0.09% expense ratio.
Dividends
USOI vs. VDC - Dividend Comparison
USOI's dividend yield for the trailing twelve months is around 48.04%, more than VDC's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN | 48.04% | 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 | 2.66% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
USOI and VDC have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USOI has higher volatility (10.40%) compared to VDC (4.96%). In terms of maximum drawdown, USOI dropped -21.86% vs VDC's -34.24%.
On 1-year performance, USOI leads with 24.20% vs 6.87% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.96%. 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 24.20% return vs 6.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDC is cheaper with a 0.09% expense ratio, compared with 0.85% for USOI.
USOI has the higher dividend yield at 48.04%, compared with 2.66% for VDC.
USOI is categorized as Oil & Gas, while VDC is Consumer Staples Equities. USOI tracks Credit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: Credit Suisse and Vanguard. Their fees differ too: 0.85% for USOI and 0.09% for VDC.
USOI currently has the higher Sharpe Ratio (1.02 vs 0.54), 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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