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CPER vs. UGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPER vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Copper Index Fund (CPER) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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CPER vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPER
United States Copper Index Fund
-1.77%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%
UGA
United States Gasoline Fund LP
61.19%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Returns By Period

In the year-to-date period, CPER achieves a -1.77% return, which is significantly lower than UGA's 61.19% return. Over the past 10 years, CPER has underperformed UGA with an annualized return of 9.08%, while UGA has yielded a comparatively higher 14.86% annualized return.


CPER

1D
-0.26%
1M
-5.63%
YTD
-1.77%
6M
13.90%
1Y
8.95%
3Y*
11.25%
5Y*
6.76%
10Y*
9.08%

UGA

1D
-3.72%
1M
31.39%
YTD
61.19%
6M
57.41%
1Y
54.00%
3Y*
17.85%
5Y*
25.31%
10Y*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPER vs. UGA - Expense Ratio Comparison

CPER has a 0.80% expense ratio, which is higher than UGA's 0.75% expense ratio.


Return for Risk

CPER vs. UGA — Risk / Return Rank

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

CPER
CPER Risk / Return Rank: 1919
Overall Rank
CPER Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 1919
Sortino Ratio Rank
CPER Omega Ratio Rank: 2222
Omega Ratio Rank
CPER Calmar Ratio Rank: 1919
Calmar Ratio Rank
CPER Martin Ratio Rank: 1717
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 8080
Overall Rank
UGA Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 8181
Sortino Ratio Rank
UGA Omega Ratio Rank: 7575
Omega Ratio Rank
UGA Calmar Ratio Rank: 9292
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

CPER vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and United States Gasoline Fund LP (UGA). 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.


CPERUGADifference

Sharpe ratio

Return per unit of total volatility

0.24

1.68

-1.43

Sortino ratio

Return per unit of downside risk

0.54

2.18

-1.64

Omega ratio

Gain probability vs. loss probability

1.09

1.29

-0.20

Calmar ratio

Return relative to maximum drawdown

0.35

3.53

-3.18

Martin ratio

Return relative to average drawdown

0.71

7.76

-7.04

CPER vs. UGA - Sharpe Ratio Comparison

The current CPER Sharpe Ratio is 0.24, which is lower than the UGA Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of CPER and UGA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPERUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.68

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.76

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.11

-0.02

Correlation

The correlation between CPER and UGA is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CPER vs. UGA - Dividend Comparison

Neither CPER nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPER vs. UGA - Drawdown Comparison

The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for CPER and UGA.


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Drawdown Indicators


CPERUGADifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-86.59%

+32.55%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-15.53%

-9.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.75%

-38.11%

+3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

-75.89%

+37.47%

Current Drawdown

Current decline from peak

-11.29%

-6.00%

-5.29%

Average Drawdown

Average peak-to-trough decline

-25.65%

-37.06%

+11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.19%

7.07%

+5.12%

Volatility

CPER vs. UGA - Volatility Comparison

The current volatility for United States Copper Index Fund (CPER) is 9.07%, while United States Gasoline Fund LP (UGA) has a volatility of 18.86%. This indicates that CPER experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPERUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

18.86%

-9.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.93%

25.78%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

36.82%

32.35%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

33.57%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

37.00%

-13.14%