Yes. U-Haul and most other moving truck rental companies require you to return the truck with the same fuel level it had when you picked it up. If you return it with less fuel, you'll typically be charged for the missing fuel and may also pay a refueling service fee.
If the truck was provided with a full tank, you should generally return it with a full tank. If it was provided with a partial tank, return it at the same fuel level shown on your rental agreement.