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BBIB vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBIB vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBIB achieves a 0.11% return, which is significantly lower than USCI's 19.39% return.


BBIB

1D
0.08%
1M
0.55%
YTD
0.11%
6M
0.10%
1Y
2.94%
3Y*
3.66%
5Y*
10Y*

USCI

1D
1.60%
1M
-6.12%
YTD
19.39%
6M
17.45%
1Y
27.31%
3Y*
19.78%
5Y*
18.55%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIB vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
0.11%7.44%1.28%1.38%
USCI
United States Commodity Index Fund
19.39%17.63%17.24%0.82%

Correlation

The correlation between BBIB and USCI is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

-0.14

The correlation between BBIB and USCI shifts across timeframes, from -0.27 (1 year) to -0.14 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BBIB vs. USCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBIB
BBIB Risk / Return Rank: 2424
Overall Rank
BBIB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BBIB Sortino Ratio Rank: 2525
Sortino Ratio Rank
BBIB Omega Ratio Rank: 2323
Omega Ratio Rank
BBIB Calmar Ratio Rank: 2323
Calmar Ratio Rank
BBIB Martin Ratio Rank: 2323
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 5555
Overall Rank
USCI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 5252
Sortino Ratio Rank
USCI Omega Ratio Rank: 5151
Omega Ratio Rank
USCI Calmar Ratio Rank: 5757
Calmar Ratio Rank
USCI Martin Ratio Rank: 5858
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.

BBIB vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and United States Commodity Index Fund (USCI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BBIBUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratioReturn relative to maximum drawdown

1.05

2.45

-1.40

Martin ratioReturn relative to average drawdown

2.81

8.98

-6.17

BBIB vs. USCI - Sharpe Ratio Comparison

The current BBIB Sharpe Ratio is 0.87, which is lower than the USCI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BBIB and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBIB vs. USCI - Drawdown Comparison

The maximum BBIB drawdown since its inception was -6.36%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for BBIB and USCI.


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Drawdown Indicators


BBIBUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-6.36%

-66.41%

+60.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-11.19%

+8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-12.01%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-1.52%

-9.77%

+8.25%

Average Drawdown

Average peak-to-trough decline

-1.68%

-29.42%

+27.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

3.05%

-2.00%

Volatility

BBIB vs. USCI - Volatility Comparison

The current volatility for JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) is 1.10%, while United States Commodity Index Fund (USCI) has a volatility of 3.83%. This indicates that BBIB experiences smaller price fluctuations and is considered to be less risky than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBIBUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

3.83%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

14.14%

-11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

16.64%

-13.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

18.37%

-13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

15.85%

-11.12%

BBIB vs. USCI - Expense Ratio Comparison

BBIB has a 0.04% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

BBIB vs. USCI - Dividend Comparison

BBIB's dividend yield for the trailing twelve months is around 3.90%, while USCI has not paid dividends to shareholders.


PositionTTM202520242023
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
3.90%3.95%3.76%2.69%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBIB and USCI have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCI has higher volatility (3.83%) compared to BBIB (1.10%). In terms of maximum drawdown, BBIB dropped -6.36% vs USCI's -66.41%.

On 3-year performance, USCI leads with 19.78% vs 3.66% for BBIB. On fees, BBIB is cheaper at 0.04% per year. On volatility, BBIB has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USCI has performed better with a 19.78% return vs 3.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBIB is cheaper with a 0.04% expense ratio, compared with 1.03% for USCI.

BBIB has the higher dividend yield at 3.90%, compared with 0.00% for USCI.

BBIB is categorized as Government Bonds, while USCI is Commodities. BBIB tracks ICE BofA US Treasury Bond (3-10 Y), while USCI tracks SummerHaven Dynamic Commodity (TR). They also come from different issuers: JPMorgan and Concierge Technologies. Their fees differ too: 0.04% for BBIB and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (1.65 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BBIB and USCI

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