Summary
USO
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 70.46% Volatility 40.54% Sharpe 1.83
Official loaded data — not a live quote.

United States Oil Fund

Symbol: USO

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 10/04/2006

Latest date: 21/07/2026

Current price: $128.85

Expense ratio: 0.86%

Assets under management
$1.9B
-0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

14.34%

Ann. 15109.23% (Sharpe / Sortino numerator)

Volatility

79.38%

Sharpe ratio

190.298

VaR 95%

-4.16%

CVaR 95%: -6.77%
Max drawdown: -9.13%
Sortino ratio: 351.193
Calmar ratio: 1654.67

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

0.47%

Ann. 1573.17% (Sharpe / Sortino numerator)

Volatility

56.46%

Sharpe ratio

27.799

VaR 95%

-4.11%

CVaR 95%: -5.77%
Max drawdown: -9.13%
Sortino ratio: 45.744
Calmar ratio: 172.28

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

75.69%

Ann. 275.59% (Sharpe / Sortino numerator)

Volatility

44.51%

Sharpe ratio

6.110

VaR 95%

-3.53%

CVaR 95%: -5.03%
Max drawdown: -10.01%
Sortino ratio: 10.205
Calmar ratio: 27.53

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

70.46%

Ann. 77.82% (Sharpe / Sortino numerator)

Volatility

40.54%

Sharpe ratio

1.830

VaR 95%

-3.47%

CVaR 95%: -5.33%
Max drawdown: -20.39%
Sortino ratio: 2.830
Calmar ratio: 3.82

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

66.00%

Ann. 30.80% (Sharpe / Sortino numerator)

Volatility

34.41%

Sharpe ratio

0.789

VaR 95%

-3.17%

CVaR 95%: -4.57%
Max drawdown: -26.05%
Sortino ratio: 1.226
Calmar ratio: 1.18

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

86.77%

Ann. 27.69% (Sharpe / Sortino numerator)

Volatility

32.74%

Sharpe ratio

0.735

VaR 95%

-3.19%

CVaR 95%: -4.50%
Max drawdown: -26.05%
Sortino ratio: 1.121
Calmar ratio: 1.06

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.253%

Best day

12.937%

06/03/2026
Worst day

-9.777%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $128.92 $129.40 $127.50 $128.85 6,018,200
20/07/2026 $123.78 $126.57 $123.44 $125.51 6,696,100
17/07/2026 $123.20 $124.88 $121.45 $123.96 5,953,900
16/07/2026 $121.21 $121.43 $118.70 $119.30 3,993,100
15/07/2026 $121.45 $121.87 $118.35 $121.38 6,332,500
14/07/2026 $120.65 $121.37 $117.73 $120.17 10,211,300
13/07/2026 $111.89 $119.05 $111.71 $117.79 13,024,300
10/07/2026 $109.31 $110.90 $107.49 $108.70 4,488,400
09/07/2026 $110.84 $110.90 $108.38 $109.01 5,521,900
08/07/2026 $112.36 $115.00 $110.95 $112.21 14,148,900