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ISIN
US90290T8255
Issuer
USCF
Inception Date
Aug 8, 2023
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$3M

Share Price Chart


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Performance

ZSC Performance Chart

USCF Sustainable Commodity Strategy Fund (ZSC) is up 6.6% since the beginning of the year. ZSC is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

USCF Sustainable Commodity Strategy Fund (ZSC) has returned 6.58% so far this year and 30.82% over the past 12 months.


USCF Sustainable Commodity Strategy Fund

1D
0.28%
1M
-3.16%
YTD
6.58%
6M
8.81%
1Y
30.82%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZSC Monthly Returns History

Based on dividend-adjusted daily data since Aug 9, 2023, ZSC's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2025 with a return of +6.5%, while the worst month was Jan 2024 at -10.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ZSC closed higher 53% of trading days. The best single day was Nov 18, 2025 with a return of +3.7%, while the worst single day was Jan 30, 2026 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.73%1.02%1.03%3.44%0.95%-2.66%6.58%
20253.08%-3.08%3.22%-0.81%0.70%1.64%1.42%3.14%4.62%6.52%-0.41%5.65%28.43%
2024-10.28%-2.98%3.83%1.81%5.09%-7.74%-2.90%1.22%5.29%-3.96%-1.04%-2.43%-14.39%
2023-3.44%-6.81%-3.88%-0.92%4.30%-10.63%

Benchmark Metrics

USCF Sustainable Commodity Strategy Fund has an annualized alpha of 0.84%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 09, 2023.

  • This ETF participated in 41.59% of S&P 500 Index downside but only 16.74% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.08 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.84%
Beta
0.08
0.01
Upside Capture
16.74%
Downside Capture
41.59%

Expense Ratio

ZSC has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ZSC ranks 76 for risk / return — better than 76% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ZSC Risk / Return Rank: 7676
Overall Rank
ZSC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ZSC Sortino Ratio Rank: 7474
Sortino Ratio Rank
ZSC Omega Ratio Rank: 8181
Omega Ratio Rank
ZSC Calmar Ratio Rank: 8080
Calmar Ratio Rank
ZSC Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USCF Sustainable Commodity Strategy Fund (ZSC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZSCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

4.03

2.78

+1.24

Martin ratioReturn relative to average drawdown

11.40

12.44

-1.04

Dividends

Dividend History

USCF Sustainable Commodity Strategy Fund provided a 1.64% dividend yield over the last twelve months, with an annual payout of $0.49 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%$0.00$0.10$0.20$0.30$0.40$0.50202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.49$0.49$0.49$0.37

Dividend yield

1.64%1.75%2.18%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for USCF Sustainable Commodity Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2023$0.37$0.37

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the USCF Sustainable Commodity Strategy 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 USCF Sustainable Commodity Strategy Fund was 26.49%, occurring on Apr 8, 2025. Recovery took 187 trading sessions.

The current USCF Sustainable Commodity Strategy Fund drawdown is 5.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-26.49%Apr 2025
1y 8mo9mo 3d
2y 4moAug 2023 - Jan 2026
2026 pullback2026
-7.69%Feb 2026
21d2mo 4d
2mo 25dJan 2026 - Apr 2026
2026 pullback2026
-5.71%Jun 2026
27d
1mo 10dMay 2026 - now
2026 pullback2026
-1.98%Jan 2026
7d3d
10dJan 2026 - Jan 2026
2026 pullback2026
-0.42%May 2026
0s4d
4dMay 2026 - May 2026

Drawdown Indicators


ZSCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-56.78%

+30.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-9.10%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.28%

-1.80%

-3.48%

Average Drawdown

Average peak-to-trough decline

-14.56%

-10.71%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.03%

+0.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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