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United States Commodity Index Fund (USCI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9117171069

CUSIP

911717106

Inception Date

Aug 10, 2010

Region

Global (Broad)

Category

Commodities

Leveraged

1x

Index Tracked

SummerHaven Dynamic Commodity (TR)

Asset Class

Commodity

Expense Ratio

USCI has a high expense ratio of 1.03%, indicating above-average management fees.


Expense ratio chart for USCI: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USCI: 1.03%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in United States Commodity Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
41.39%
389.25%
USCI (United States Commodity Index Fund)
Benchmark (^GSPC)

Returns By Period

United States Commodity Index Fund had a return of 7.38% year-to-date (YTD) and 12.34% in the last 12 months. Over the past 10 years, United States Commodity Index Fund had an annualized return of 4.26%, while the S&P 500 had an annualized return of 10.05%, indicating that United States Commodity Index Fund did not perform as well as the benchmark.


USCI

YTD

7.38%

1M

-0.80%

6M

13.65%

1Y

12.34%

5Y*

22.72%

10Y*

4.26%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of USCI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.62%-0.45%4.95%-1.76%7.38%
20243.41%-1.08%5.87%1.12%0.76%0.21%-1.38%-0.54%2.24%1.22%2.83%1.57%17.24%
20230.25%-4.29%0.48%0.39%-4.66%3.24%9.68%0.27%0.34%-0.08%-1.23%-3.61%0.00%
20229.59%5.08%10.23%6.74%1.56%-8.38%-0.13%0.93%-7.06%3.76%4.22%1.35%29.47%
20212.23%8.83%-1.93%10.24%3.03%-0.25%0.72%-1.75%2.30%6.80%-7.24%7.31%33.06%
2020-10.35%-5.74%-16.93%-0.50%3.38%-0.23%8.92%6.08%-3.29%-0.10%3.84%6.04%-11.46%
20193.09%1.32%-1.20%-1.24%-4.97%1.71%-3.06%-0.92%0.91%1.36%-3.58%5.37%-1.68%
20182.07%-2.17%0.73%2.95%2.13%-2.80%-3.73%-1.00%1.92%-3.39%-6.75%-1.91%-11.76%
20170.55%-0.30%-2.34%-0.82%-1.13%0.23%2.16%3.20%-1.33%2.35%0.02%3.76%6.33%
2016-2.57%0.33%2.17%4.90%-2.05%4.00%-2.71%-1.36%0.02%1.30%-0.81%-3.98%-1.16%
2015-4.66%1.82%-4.18%5.23%-2.45%2.30%-7.23%-2.90%-1.58%0.36%-3.60%0.02%-16.19%
2014-0.14%3.48%1.14%2.59%-0.12%0.93%-4.37%-0.78%-4.22%-1.58%-2.44%-8.71%-13.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of USCI is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of USCI is 7373
Overall Rank
The Sharpe Ratio Rank of USCI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for USCI, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.00
USCI: 0.79
^GSPC: 0.49
The chart of Sortino ratio for USCI, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
USCI: 1.13
^GSPC: 0.81
The chart of Omega ratio for USCI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
USCI: 1.15
^GSPC: 1.12
The chart of Calmar ratio for USCI, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
USCI: 0.60
^GSPC: 0.50
The chart of Martin ratio for USCI, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
USCI: 3.45
^GSPC: 2.07

The current United States Commodity Index Fund Sharpe ratio is 0.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of United States Commodity Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.79
0.49
USCI (United States Commodity Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History


United States Commodity Index Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.42%
-10.73%
USCI (United States Commodity Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the United States Commodity Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the United States Commodity Index Fund was 66.41%, occurring on Mar 18, 2020. Recovery took 1266 trading sessions.

The current United States Commodity Index Fund drawdown is 4.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.41%Apr 11, 20112249Mar 18, 20201266Apr 1, 20253515
-12.02%Apr 3, 20254Apr 8, 2025
-8.31%Mar 7, 20117Mar 15, 201118Apr 8, 201125
-7.75%Nov 11, 20105Nov 17, 201017Dec 13, 201022
-6.42%Jan 13, 20114Jan 19, 20115Jan 26, 20119

Volatility

Volatility Chart

The current United States Commodity Index Fund volatility is 8.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.68%
14.23%
USCI (United States Commodity Index Fund)
Benchmark (^GSPC)