Data Source: from May 1990 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Commodities
ETF: United States Natural Gas Fund (UNG)
ETF • LIVE PERFORMANCE (USD currency)
0.99%
1 Day
Aug 15 2022
6.78%
Current Month
August 2022

In the last 30 Years, the United States Natural Gas Fund (UNG) ETF obtained a -7.46% compound annual return, with a 52.91% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Natural Gas

Historical Returns as of Jul 31, 2022

Historical returns and stats of United States Natural Gas Fund (UNG) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

UNITED STATES NATURAL GAS FUND (UNG) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from May 1990 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
50.55
50.57
0.00
1 - 0
3M
14.48
11.71
-31.89
Jun 2022 - Jun 2022
2 - 1
6M
68.25
59.66
-31.89
Jun 2022 - Jun 2022
4 - 2
YTD
129.14
115.63
-31.89
Jun 2022 - Jun 2022
5 - 2
1Y
107.99
91.66
85.92
-38.05
Oct 2021 - Dec 2021
7 - 5
58% pos
3Y(*)
13.76
8.43
64.18
-55.79
Nov 2019 - Dec 2020
20 - 16
56% pos
5Y(*)
2.51
-1.33
56.23
-75.35
Dec 2018 - Dec 2020
31 - 29
52% pos
10Y(*)
-10.64
-12.91
46.78
-91.34
May 2014 - Dec 2020
54 - 66
45% pos
15Y(*)
-20.88
-22.71
45.19
-99.54
Jul 2008 - Dec 2020
78 - 102
43% pos
20Y(*)
-12.95
-15.09
49.97
-99.57
Oct 2005 - Dec 2020
112 - 128
47% pos
25Y(*)
-9.40
-11.59
53.71
-99.57
Oct 2005 - Dec 2020
142 - 158
47% pos
30Y(*)
-7.46
-9.74
52.91
-99.57
Oct 2005 - Dec 2020
174 - 186
48% pos
MAX(*)
01 May 1990
-6.41
-8.80
52.97
-99.57
Oct 2005 - Dec 2020
189 - 198
49% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of United States Natural Gas Fund (UNG) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

UNITED STATES NATURAL GAS FUND (UNG) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs UNG
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.14
0.14
0.12
0.06
0.06
US Large Cap
SPY
0.13
0.15
0.12
0.07
0.07
US Small Cap
IJR
0.16
0.11
0.09
0.07
0.07
US REITs
VNQ
0.05
0.13
0.11
0.06
0.07
US Technology
QQQ
0.11
0.11
0.07
0.02
0.02
Preferred Stocks
PFF
0.19
0.05
0.05
0.06
0.06
EAFE Stocks
EFA
0.25
0.06
0.07
0.13
0.13
World All Countries
VT
0.17
0.11
0.10
0.10
0.10
Emerging Markets
EEM
0.09
0.04
0.05
0.06
0.07
Europe
VGK
0.21
0.03
0.06
0.09
0.09
Pacific
VPL
0.29
0.10
0.06
0.13
0.13
Latin America
FLLA
0.34
0.04
0.07
0.04
0.04
US Total Bond Market
BND
-0.02
-0.18
-0.09
0.09
0.09
Long Term Treasuries
TLT
-0.32
-0.26
-0.17
0.04
0.04
US Cash
BIL
0.05
-0.13
-0.03
0.09
0.10
TIPS
TIP
0.15
0.00
0.07
0.18
0.19
Investment Grade Bonds
LQD
0.08
-0.14
-0.05
0.07
0.07
High Yield Bonds
HYG
0.40
0.14
0.14
0.06
0.06
International Bond Market
BNDX
0.15
-0.13
-0.07
0.08
0.09
Emerging Market Bonds
EMB
0.22
-0.05
-0.01
0.06
0.06
Gold
GLD
-0.48
-0.20
-0.11
0.05
0.05
Commodities
DBC
0.39
0.18
0.22
0.45
0.45

Capital Growth as of Jul 31, 2022

An investment of 1000$, since August 1992, now would be worth 97.58$, with a total return of -90.24% (-7.46% annualized).

The Inflation Adjusted Capital now would be 46.27$, with a net total return of -95.37% (-9.74% annualized).
An investment of 1000$, since May 1990, now would be worth 117.97$, with a total return of -88.20% (-6.41% annualized).

The Inflation Adjusted Capital now would be 51.32$, with a net total return of -94.87% (-8.80% annualized).

Drawdowns

Worst drawdowns since August 1992.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-99.57% Oct 2005 Dec 2020 183 in progress 19 202
-78.13% Jan 2001 Jan 2002 13 Aug 2005 43 56
-57.82% Dec 1996 Feb 1999 27 May 2000 15 42
-46.99% Feb 1994 Jan 1995 12 Dec 1995 11 23
-36.50% Oct 1992 Jan 1993 4 Jan 1994 12 16
-36.14% Jul 1996 Aug 1996 2 Nov 1996 3 5
-16.33% Feb 1996 Apr 1996 3 Jun 1996 2 5
-15.68% Jul 2000 Jul 2000 1 Aug 2000 1 2
-13.42% Oct 2000 Oct 2000 1 Nov 2000 1 2

Worst drawdowns since May 1990.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-99.57% Oct 2005 Dec 2020 183 in progress 19 202
-78.13% Jan 2001 Jan 2002 13 Aug 2005 43 56
-57.82% Dec 1996 Feb 1999 27 May 2000 15 42
-52.11% Dec 1990 Feb 1992 15 Sep 1992 7 22
-46.99% Feb 1994 Jan 1995 12 Dec 1995 11 23
-36.50% Oct 1992 Jan 1993 4 Jan 1994 12 16
-36.14% Jul 1996 Aug 1996 2 Nov 1996 3 5
-16.33% Feb 1996 Apr 1996 3 Jun 1996 2 5
-15.68% Jul 2000 Jul 2000 1 Aug 2000 1 2
-13.42% Oct 2000 Oct 2000 1 Nov 2000 1 2
-11.26% Jun 1990 Jul 1990 2 Sep 1990 2 4

Rolling Returns ( more details)

United States Natural Gas Fund (UNG) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
1.94 325.00
Jan 2000 - Dec 2000
-77.97
Jul 2008 - Jun 2009
54.26%
2 Years
-4.33 124.18
Jan 1999 - Dec 2000
-64.92
Jul 2008 - Jun 2010
57.69%
3 Years
-6.29 62.83
Jan 1998 - Dec 2000
-55.60
Jul 2008 - Jun 2011
56.25%
5 Years
-7.14 30.14
Jan 1996 - Dec 2000
-48.11
Jul 2008 - Jun 2013
54.27%
7 Years
-7.79 30.79
Sep 1998 - Aug 2005
-40.33
Jul 2008 - Jun 2015
53.62%
10 Years
-8.10 23.04
Oct 1995 - Sep 2005
-35.87
Jul 2008 - Jun 2018
58.21%
15 Years
-8.90 14.53
Sep 1990 - Aug 2005
-29.50
Jan 2006 - Dec 2020
70.67%
20 Years
-9.95 0.95
Aug 1990 - Jul 2010
-22.52
Jan 2001 - Dec 2020
98.65%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the United States Natural Gas Fund (UNG) ETF: Rolling Returns page.

Seasonality

United States Natural Gas Fund (UNG) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-3.36
41%
-2.44
41%
3.62
63%
2.92
66%
1.24
52%
-0.66
39%
-0.71
42%
1.76
56%
7.62
59%
4.39
59%
-1.64
41%
-5.56
28%
Best
Year
36.2
2022
44.5
2003
34.9
2002
26.8
2022
38.7
2000
25.4
2016
50.6
2022
45.5
2005
38.9
1998
46.7
2001
46.7
2000
48.4
2000
Worst
Year
-41.6
2001
-29.1
2016
-37.5
2003
-14.0
2005
-16.6
2001
-31.9
2022
-32.3
2008
-27.8
2001
-19.3
2020
-15.5
2015
-29.6
1997
-35.7
1991
Statistics calculated for the period May 1990 - Jul 2022

Monthly/Yearly Returns

United States Natural Gas Fund (UNG) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
189 Positive Months (49%) - 198 Negative Months (51%)
May 1990 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
+129.14 +115.63 36.2 -9.1 27.6 26.8 11.6 -31.9 50.6
2021
+35.76 +26.84 2.3 9.7 -7.2 9.7 0.1 24.3 5.2 11.3 31.6 -8.4 -18.3 -17.2
2020
-45.43 -46.17 -14.8 -8.8 -4.2 6.9 -15.6 -9.4 0.0 37.8 -19.3 11.7 -16.8 -13.2
2019
-31.77 -33.30 2.3 -2.2 -5.1 -4.9 -5.7 -5.5 -2.3 1.7 0.8 4.4 -14.3 -5.4
2018
+5.96 +3.98 7.6 -11.2 1.3 0.0 5.9 -0.8 -3.8 5.0 3.7 7.5 39.8 -33.8
2017
-37.58 -38.87 -15.8 -14.9 13.2 0.0 -8.6 -2.0 -6.8 6.2 -2.1 -9.0 1.2 -3.6
2016
+7.73 +5.54 -2.1 -29.1 10.6 4.1 -0.6 25.4 -1.0 -1.2 -1.1 -3.4 4.3 10.8
2015
-41.30 -41.72 -7.4 0.5 -3.6 1.7 -4.4 5.4 -3.8 -2.6 -8.6 -15.5 -11.1 -0.6
2014
-28.61 -29.15 16.9 5.5 -4.3 8.7 -5.1 -2.4 -14.2 5.5 -0.7 -8.3 4.8 -30.5
2013
+9.47 +7.85 -0.7 2.2 14.1 7.3 -9.2 -11.1 -3.9 4.1 -3.5 -2.8 7.8 8.0
2012
-26.86 -28.11 -18.7 -2.0 -22.6 3.1 2.3 14.9 14.3 -14.6 13.4 1.9 -6.2 -7.3
2011
-46.08 -47.63 0.0 -10.0 6.7 4.9 -2.2 -6.5 -4.7 -2.7 -11.8 0.0 -12.7 -17.9
2010
-40.58 -41.45 -7.6 -6.6 -20.6 -0.7 8.3 4.3 6.6 -22.8 -3.3 -5.7 -0.7 3.6
2009
-56.50 -57.65 -21.8 -4.5 -12.2 -13.6 11.2 -5.0 -7.2 -16.7 9.5 -12.5 -10.9 10.2
2008
-36.08 -36.14 8.4 16.0 6.4 7.8 6.4 13.2 -32.3 -13.7 -9.4 -13.3 -6.7 -14.0
2007
+18.80 +14.14 21.7 -4.8 5.9 1.7 0.9 -14.6 -8.6 -11.7 25.6 21.3 -12.3 2.5
2006
-43.88 -45.27 -17.0 -27.9 7.4 -9.1 -2.6 -4.4 34.5 -26.3 -7.1 34.1 17.4 -28.8
2005
+86.46 +80.30 5.0 6.5 13.7 -14.0 -3.1 9.4 12.9 45.5 21.3 -12.3 3.1 -10.8
2004
-2.59 -5.66 -12.7 0.4 9.5 -1.2 10.0 -4.6 -0.7 -17.0 33.9 28.4 -12.7 -21.0
2003
+29.05 +26.67 17.0 44.5 -37.5 6.4 16.1 -13.4 -12.8 0.3 2.1 1.3 -0.7 27.2
2002
+86.34 +82.02 -16.8 10.2 34.9 19.3 -15.2 0.9 -9.0 11.6 25.5 0.4 0.8 14.3
2001
-73.71 -74.11 -41.6 -8.3 -4.0 -6.6 -16.6 -20.9 6.5 -27.8 -5.7 46.7 -17.9 -4.9
2000
+325.00 +311.08 15.7 3.7 6.7 6.7 38.7 2.8 -15.7 26.7 8.4 -13.4 46.7 48.4
1999
+18.25 +15.16 -8.6 -8.4 23.6 11.9 1.6 4.5 6.2 11.1 -2.9 7.9 -22.2 -0.2
1998
-14.09 -15.45 -0.3 2.8 8.7 -11.9 -2.3 13.8 -25.3 -5.0 38.9 -6.5 -13.1 -1.6
1997
-17.88 -19.26 -13.5 -23.6 5.8 13.4 2.5 -4.5 1.8 24.7 13.6 15.2 -29.6 -9.4
1996
+5.27 +1.88 1.5 -15.9 4.5 -4.8 8.2 21.0 -25.7 -14.1 19.1 23.2 41.5 -28.6
1995
+55.34 +51.49 -19.7 5.6 17.8 -1.4 3.4 -10.9 5.5 8.3 0.1 6.6 8.1 29.8
1994
-18.16 -20.29 24.0 -13.5 -6.0 -0.4 -7.3 13.9 -13.3 -16.2 4.5 17.7 -13.1 -0.5
1993
+22.11 +18.84 -5.3 16.2 11.5 14.3 -0.6 -7.2 1.8 7.0 -3.5 3.4 -5.3 -8.2
1992
+25.61 +22.07 -12.1 -0.8 15.9 4.8 14.3 -6.6 24.6 11.6 19.1 -8.7 -9.1 -19.2
1991
-31.13 -33.18 -29.2 -0.5 -2.4 2.6 -3.1 -9.4 4.3 24.1 22.8 6.6 2.2 -35.7
1990
- - 1.6 -4.5 -7.1 6.3 29.0 22.0 3.6 -20.2

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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