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XLEP.L vs. USO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLEP.L vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Energy Sector UCITS ETF (XLEP.L) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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XLEP.L vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLEP.L
Invesco US Energy Sector UCITS ETF
41.99%1.41%4.85%-5.07%81.43%53.83%-35.01%5.84%-13.66%-9.87%
USO
United States Oil Fund LP
87.49%-14.98%15.33%-9.69%44.31%66.24%-68.74%27.56%-14.80%-6.39%
Different Trading Currencies

XLEP.L is traded in GBp, while USO is traded in USD. To make them comparable, the USO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLEP.L achieves a 41.99% return, which is significantly lower than USO's 87.49% return. Over the past 10 years, XLEP.L has outperformed USO with an annualized return of 11.98%, while USO has yielded a comparatively lower 6.26% annualized return.


XLEP.L

1D
-0.68%
1M
16.29%
YTD
41.99%
6M
44.30%
1Y
33.45%
3Y*
15.42%
5Y*
25.56%
10Y*
11.98%

USO

1D
-2.27%
1M
58.33%
YTD
87.49%
6M
75.49%
1Y
60.77%
3Y*
21.34%
5Y*
26.04%
10Y*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLEP.L vs. USO - Expense Ratio Comparison

XLEP.L has a 0.14% expense ratio, which is lower than USO's 0.79% expense ratio.


Return for Risk

XLEP.L vs. USO — Risk / Return Rank

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

XLEP.L
XLEP.L Risk / Return Rank: 6767
Overall Rank
XLEP.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLEP.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLEP.L Omega Ratio Rank: 7474
Omega Ratio Rank
XLEP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XLEP.L Martin Ratio Rank: 3939
Martin Ratio Rank

USO
USO Risk / Return Rank: 8282
Overall Rank
USO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
USO Sortino Ratio Rank: 8888
Sortino Ratio Rank
USO Omega Ratio Rank: 8080
Omega Ratio Rank
USO Calmar Ratio Rank: 9393
Calmar Ratio Rank
USO Martin Ratio Rank: 6464
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.

XLEP.L vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Energy Sector UCITS ETF (XLEP.L) 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.


XLEP.LUSODifference

Sharpe ratio

Return per unit of total volatility

1.46

1.49

-0.04

Sortino ratio

Return per unit of downside risk

1.91

2.15

-0.24

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.73

3.07

-1.34

Martin ratio

Return relative to average drawdown

3.59

5.47

-1.88

XLEP.L vs. USO - Sharpe Ratio Comparison

The current XLEP.L Sharpe Ratio is 1.46, which is comparable to the USO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of XLEP.L and USO, 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


XLEP.LUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.49

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.76

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.16

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.10

+0.38

Correlation

The correlation between XLEP.L and USO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XLEP.L vs. USO - Dividend Comparison

Neither XLEP.L nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLEP.L vs. USO - Drawdown Comparison

The maximum XLEP.L drawdown since its inception was -63.35%, smaller than the maximum USO drawdown of -97.09%. Use the drawdown chart below to compare losses from any high point for XLEP.L and USO.


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Drawdown Indicators


XLEP.LUSODifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-98.19%

+34.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.54%

-20.39%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-36.23%

+12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-63.35%

-86.75%

+23.40%

Current Drawdown

Current decline from peak

-0.68%

-86.46%

+85.78%

Average Drawdown

Average peak-to-trough decline

-17.06%

-75.21%

+58.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

11.77%

-2.36%

Volatility

XLEP.L vs. USO - Volatility Comparison

The current volatility for Invesco US Energy Sector UCITS ETF (XLEP.L) is 6.58%, while United States Oil Fund LP (USO) has a volatility of 23.20%. This indicates that XLEP.L 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


XLEP.LUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

23.20%

-16.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

30.85%

-16.91%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

40.99%

-18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

34.65%

-8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.85%

38.58%

-10.73%