PortfoliosLab logoPortfoliosLab logo
WEBL vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBL vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bull 3X Shares (WEBL) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WEBL achieves a 2.87% return, which is significantly lower than USO's 97.72% return.


WEBL

1D
0.57%
1M
13.84%
YTD
2.87%
6M
-0.58%
1Y
7.07%
3Y*
36.94%
5Y*
-16.60%
10Y*

USO

1D
-2.92%
1M
-5.15%
YTD
97.72%
6M
91.54%
1Y
97.20%
3Y*
28.78%
5Y*
23.67%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBL vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBL
Daily Dow Jones Internet Bull 3X Shares
2.87%2.37%76.78%165.50%-91.04%2.73%132.56%13.47%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-4.94%28.97%64.68%-67.79%7.83%

Correlation

The correlation between WEBL and USO is -0.21, 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

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.09

The correlation between WEBL and USO shifts across timeframes, from -0.21 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WEBL vs. USO — Risk / Return Rank

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

WEBL
WEBL Risk / Return Rank: 1212
Overall Rank
WEBL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1414
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1414
Omega Ratio Rank
WEBL Calmar Ratio Rank: 1111
Calmar Ratio Rank
WEBL Martin Ratio Rank: 1010
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6161
Sortino Ratio Rank
USO Omega Ratio Rank: 6262
Omega Ratio Rank
USO Calmar Ratio Rank: 8686
Calmar Ratio Rank
USO 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.

WEBL vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bull 3X Shares (WEBL) 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.


WEBLUSODifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.13

4.79

-4.67

Martin ratioReturn relative to average drawdown

0.27

9.00

-8.73

WEBL vs. USO - Sharpe Ratio Comparison

The current WEBL Sharpe Ratio is 0.13, which is lower than the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WEBL 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.


Loading charts...

Sharpe Ratios by Period


WEBLUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

2.21

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.66

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.18

+0.21

Drawdowns

WEBL vs. USO - Drawdown Comparison

The maximum WEBL drawdown since its inception was -94.44%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for WEBL and USO.


Loading charts...

Drawdown Indicators


WEBLUSODifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-98.19%

+3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-56.57%

-20.39%

-36.18%

Max Drawdown (3Y)

Largest decline over 3 years

-60.82%

-26.05%

-34.77%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

-36.23%

-58.21%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-69.72%

-85.45%

+15.73%

Average Drawdown

Average peak-to-trough decline

-58.87%

-75.30%

+16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.01%

10.84%

+15.17%

Volatility

WEBL vs. USO - Volatility Comparison

Daily Dow Jones Internet Bull 3X Shares (WEBL) and United States Oil Fund LP (USO) have volatilities of 15.48% and 14.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WEBLUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.48%

14.97%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

38.35%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

56.62%

44.32%

+12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.65%

36.09%

+44.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.85%

39.00%

+43.85%

WEBL vs. USO - Expense Ratio Comparison

WEBL has a 1.17% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

WEBL vs. USO - Dividend Comparison

WEBL's dividend yield for the trailing twelve months is around 0.19%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.19%0.25%0.00%0.00%0.00%4.79%0.00%0.06%

Frequently Asked Questions


WEBL and USO have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEBL has higher volatility (15.48%) compared to USO (14.97%). In terms of maximum drawdown, WEBL dropped -94.44% vs USO's -98.19%.

On 5-year performance, USO leads with 23.67% vs -16.60% for WEBL. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 14.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 23.67% return vs -16.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.17% for WEBL.

WEBL has the higher dividend yield at 0.19%, compared with 0.00% for USO.

WEBL is categorized as Leveraged Equities, while USO is Oil & Gas. WEBL tracks Dow Jones Internet Composite Index (300%), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Direxion and USCF. Their fees differ too: 1.17% for WEBL and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.21 vs 0.13), 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 WEBL and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer