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VGLT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGLT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury ETF (VGLT) and United States Gasoline Fund, LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGLT achieves a -3.26% return, which is significantly lower than UGA's 91.06% return. Over the past 10 years, VGLT has underperformed UGA with an annualized return of -1.80%, while UGA has yielded a comparatively higher 18.03% annualized return.


VGLT

1D
-0.62%
1M
-3.51%
6M
-3.14%
YTD
-3.26%
1Y
-1.67%
3Y*
-0.62%
5Y*
-7.07%
10Y*
-1.80%
ALL TIME*
2.27%

UGA

1D
-0.01%
1M
14.56%
6M
70.02%
YTD
91.06%
1Y
88.12%
3Y*
17.55%
5Y*
25.78%
10Y*
18.03%
ALL TIME*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.47M$5.01M$4.85M
$95.69M$98.86M$108.97M

VGLT vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGLT
Vanguard Long-Term Treasury ETF
-3.26%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%
UGA
United States Gasoline Fund, LP
91.06%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between VGLT and UGA is -0.41, 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.

-0.41

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

-0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.17

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.19

Over the past year, the inverse relationship between VGLT and UGA has strengthened: their correlation has moved from -0.19 to -0.41, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

VGLT vs. UGA — Risk / Return Rank

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

VGLT
VGLT Risk / Return Rank: 1010
Overall Rank
VGLT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 99
Sortino Ratio Rank
VGLT Omega Ratio Rank: 99
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1010
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1010
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 8787
Overall Rank
UGA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 8585
Sortino Ratio Rank
UGA Omega Ratio Rank: 8585
Omega Ratio Rank
UGA Calmar Ratio Rank: 9292
Calmar Ratio Rank
UGA Martin Ratio Rank: 8484
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.

VGLT vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and United States Gasoline Fund, LP (UGA). 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.


VGLTUGADifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.00

1.37

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.05

4.12

-4.17

Martin ratioReturn relative to average drawdown

-0.12

11.57

-11.69

VGLT vs. UGA - Sharpe Ratio Comparison

The current VGLT Sharpe Ratio is -0.04, which is lower than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VGLT and UGA, 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

VGLT vs. UGA - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for VGLT and UGA.


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Drawdown Indicators


VGLTUGADifference

Max Drawdown

Largest peak-to-trough decline

-46.18%

-86.59%

+40.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-20.32%

+13.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.38%

-26.68%

+13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-38.11%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

-75.89%

+29.71%

Current Drawdown

Current decline from peak

-38.64%

-5.63%

-33.01%

Average Drawdown

Average peak-to-trough decline

-15.26%

-36.53%

+21.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

7.26%

-4.07%

Volatility

VGLT vs. UGA - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury ETF (VGLT) is 2.24%, while United States Gasoline Fund, LP (UGA) has a volatility of 11.28%. This indicates that VGLT experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLTUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

11.28%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

31.98%

-25.67%

Volatility (1Y)

Calculated over the trailing 1-year period

8.47%

36.11%

-27.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

34.60%

-20.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

37.26%

-23.51%

VGLT vs. UGA - Expense Ratio Comparison

VGLT has a 0.03% expense ratio, which is lower than UGA's 1.02% expense ratio.


Dividends

VGLT vs. UGA - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.77%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UGA
United States Gasoline Fund, LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.37%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


VGLT and UGA have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.28%) compared to VGLT (2.24%). In terms of maximum drawdown, VGLT dropped -46.18% vs UGA's -86.59%.

On 10-year performance, UGA leads with 18.03% vs -1.80% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 18.03% return vs -1.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 1.02% for UGA.

VGLT has the higher dividend yield at 4.37%, compared with 0.00% for UGA.

VGLT is categorized as Government Bonds, while UGA is Oil & Gas. VGLT tracks Bloomberg U.S. Long Treasury Index, while UGA tracks Near-Month NYMEX RBOB Gasoline Futures Contract. They also come from different issuers: Vanguard and USCF. Their fees differ too: 0.03% for VGLT and 1.02% for UGA.

UGA currently has the higher Sharpe Ratio (2.32 vs -0.04), 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.

Portfolio Optimizer

Find the right allocation for VGLT and UGA

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