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UYLD vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UYLD vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UYLD achieves a 2.61% return, which is significantly lower than USO's 86.77% return.


UYLD

1D
0.04%
1M
0.30%
6M
2.22%
YTD
2.61%
1Y
4.80%
3Y*
5.79%
5Y*
10Y*
ALL TIME*
5.87%

USO

1D
1.33%
1M
24.23%
6M
62.44%
YTD
86.77%
1Y
66.76%
3Y*
20.97%
5Y*
20.59%
10Y*
5.64%
ALL TIME*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$968.42M$871.56M$931.57M
$6.00M$7.92M$9.46M

UYLD vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
UYLD
Angel Oak Ultrashort Income ETF
2.61%5.36%6.10%6.90%1.09%
USO
United States Oil Fund LP
86.77%-8.46%13.35%-4.94%-0.38%

Correlation

The correlation between UYLD and USO is -0.31, 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.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.15

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

-0.13

The correlation between UYLD and USO shifts across timeframes, from -0.31 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UYLD vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UYLD
UYLD Risk / Return Rank: 9999
Overall Rank
UYLD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
UYLD Omega Ratio Rank: 9999
Omega Ratio Rank
UYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
UYLD Martin Ratio Rank: 9999
Martin Ratio Rank

USO
USO Risk / Return Rank: 5555
Overall Rank
USO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 5757
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UYLD vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and United States Oil Fund LP (USO). 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.


UYLDUSODifference
Sharpe ratioReturn per unit of total volatility

+6.49

Sortino ratioReturn per unit of downside risk

+18.99

Omega ratioGain probability vs. loss probability

4.26

1.25

+3.02

Calmar ratioReturn relative to maximum drawdown

36.45

1.93

+34.52

Martin ratioReturn relative to average drawdown

213.98

5.60

+208.38

UYLD vs. USO - Sharpe Ratio Comparison

The current UYLD Sharpe Ratio is 7.83, which is higher than the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of UYLD and USO, 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

UYLD vs. USO - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.54%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for UYLD and USO.


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Drawdown Indicators


UYLDUSODifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-98.19%

+97.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-32.49%

+32.35%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-32.49%

+31.95%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

0.00%

-86.26%

+86.26%

Average Drawdown

Average peak-to-trough decline

-0.03%

-75.38%

+75.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

12.03%

-12.01%

Volatility

UYLD vs. USO - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.13%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYLDUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

17.73%

-17.60%

Volatility (6M)

Calculated over the trailing 6-month period

0.51%

42.79%

-42.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

46.91%

-46.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

37.06%

-36.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.98%

39.29%

-38.31%

UYLD vs. USO - Expense Ratio Comparison

UYLD has a 0.34% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

UYLD vs. USO - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 4.94%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%
UYLD
Angel Oak Ultrashort Income ETF
4.94%5.07%4.97%5.92%0.75%

Frequently Asked Questions


UYLD and USO have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (17.73%) compared to UYLD (0.13%). In terms of maximum drawdown, UYLD dropped -0.54% vs USO's -98.19%.

On 3-year performance, USO leads with 20.97% vs 5.79% for UYLD. On fees, UYLD is cheaper at 0.34% per year. On volatility, UYLD has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 20.97% return vs 5.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UYLD is cheaper with a 0.34% expense ratio, compared with 0.86% for USO.

UYLD has the higher dividend yield at 4.94%, compared with 0.00% for USO.

UYLD is categorized as Ultrashort Bond, while USO is Oil & Gas. They also come from different issuers: Angel Oak and USCF. Their fees differ too: 0.34% for UYLD and 0.86% for USO.

UYLD currently has the higher Sharpe Ratio (7.83 vs 1.34), 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.

Portfolio Optimizer

Find the right allocation for UYLD and USO

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