{"schemaVersion":1,"ticker":"USOY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/usoy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, USOY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/usoy/"},"benchmark":{"ticker":"USO","name":"United States Oil Fund, LP (USO)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":95.02,"date":"2026-10-16","url":"https://www.defianceetfs.com/wp-content/uploads/funddocs/19a1/USOY/Defiance%2019a-1%20Notice%20-%2010.16.26%20Payable.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":51.0,"from":"2025-11-07","to":"2026-10-16","notices":42,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":94.72,"fiscalYearEnd":"2025-08-31","filed":"2025-11-07","url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937125017278/defiance-ncsr_083125.htm"}},"kind":"benchmark","a":"USOY","b":"USO","window":{"from":"2024-05-17","to":"2026-10-30","firstReturn":"2024-05-24","weeklyReturns":128,"years":2.45,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.0423261,"perWeek":0.0008139635,"days":613,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.76550731,"b":1.19345199,"edge":"USO","lead":"USO"},"annualised":{"a":0.25976849,"b":0.3758887,"edge":"USO","lead":"USO"},"price":{"a":-0.61094675,"b":1.19345199,"edge":"USO","lead":"USO"},"volatility":{"a":0.27974535,"b":0.42301028,"edge":"USOY","lead":"USOY"},"downsideDeviation":{"a":0.18636414,"b":0.23077671,"edge":"USOY","lead":"USOY"},"maxDrawdown":{"a":-0.23256154,"b":-0.29852257,"edge":"USOY","lead":"USOY","aPeak":"2026-05-15","aTrough":"2026-07-02","bPeak":"2026-05-15","bTrough":"2026-07-02"},"excess":{"a":0.2280409,"b":0.36218689,"edge":"USO","lead":"USO"},"sharpe":{"a":0.81517318,"b":0.85621297,"edge":"USO (slight)","lead":"USO"},"sortino":{"a":1.2236308,"b":1.56942567,"edge":"USO","lead":"USO"},"calmar":{"a":1.11698818,"b":1.25916344,"edge":"USO","lead":"USO"}},"relative":{"USOY":{"on":"USO","beta":0.58091356,"r2":0.77161228,"alpha":0.01764163,"alphaT":0.20476814,"alphaLow":-0.15285493,"alphaHigh":0.18813819,"upsideCapture":0.42033659,"downsideCapture":0.85033436,"treynor":0.39255565,"trackingError":0.22203713,"informationRatio":-0.60416015,"upWeeks":66,"downWeeks":62,"treynorReference":0.36218689,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"USO","lead":"USO"},"downsideCapture":{"edge":"USOY","lead":"USOY"},"treynor":{"edge":"USOY (slight)","lead":"USOY"},"informationRatio":{"edge":null,"lead":"USO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"USOY":{"kept":"2026-11-01","distributions":85,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.76550731}},"USO":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":128,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.19345199}}}}