United States 12 Month Natural Gas Fund
Symbol: UNL
Exchange: NYSE
Sector: N/A
Category: Commodities Focused
Inception date: 18/11/2009
Latest date: 16/07/2026
Current price: $6.02
Expense ratio: 1.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-7.38%
Ann. -41.54% (Sharpe / Sortino numerator)
Volatility
36.96%
Sharpe ratio
-1.222
VaR 95%
-3.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-7.81%
Ann. -21.70% (Sharpe / Sortino numerator)
Volatility
55.34%
Sharpe ratio
-0.458
VaR 95%
-4.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-8.37%
Ann. -30.00% (Sharpe / Sortino numerator)
Volatility
45.54%
Sharpe ratio
-0.738
VaR 95%
-4.10%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-32.89%
Ann. -32.88% (Sharpe / Sortino numerator)
Volatility
39.64%
Sharpe ratio
-0.921
VaR 95%
-4.07%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-21.31%
Ann. -7.63% (Sharpe / Sortino numerator)
Volatility
36.30%
Sharpe ratio
-0.310
VaR 95%
-3.59%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-45.32%
Ann. -16.44% (Sharpe / Sortino numerator)
Volatility
34.68%
Sharpe ratio
-0.579
VaR 95%
-3.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
-0.134%
Best day
9.132%
Worst day
-16.11%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $6.05 | $6.05 | $5.92 | $6.02 | 118,900 |
| 15/07/2026 | $6.02 | $6.06 | $6.02 | $6.05 | 15,200 |
| 14/07/2026 | $6.06 | $6.07 | $6.03 | $6.06 | 28,500 |
| 13/07/2026 | $6.01 | $6.08 | $5.98 | $6.03 | 64,600 |
| 10/07/2026 | $6.05 | $6.08 | $5.99 | $6.06 | 76,900 |
| 09/07/2026 | $6.29 | $6.29 | $6.13 | $6.14 | 75,900 |
| 08/07/2026 | $6.38 | $6.38 | $6.33 | $6.33 | 76,400 |
| 07/07/2026 | $6.30 | $6.36 | $6.29 | $6.35 | 26,200 |
| 06/07/2026 | $6.27 | $6.32 | $6.26 | $6.28 | 69,300 |
| 02/07/2026 | $6.32 | $6.36 | $6.30 | $6.34 | 39,200 |