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CPER vs. USCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPER vs. USCI - Performance Comparison

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

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CPER vs. USCI - 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%
USCI
United States Commodity Index Fund
22.25%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Returns By Period

In the year-to-date period, CPER achieves a -1.77% return, which is significantly lower than USCI's 22.25% return. Both investments have delivered pretty close results over the past 10 years, with CPER having a 9.08% annualized return and USCI not far behind at 8.95%.


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%

USCI

1D
-0.46%
1M
9.12%
YTD
22.25%
6M
21.55%
1Y
29.71%
3Y*
20.48%
5Y*
21.48%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPER vs. USCI - Expense Ratio Comparison

CPER has a 0.80% expense ratio, which is lower than USCI's 1.03% expense ratio.


Return for Risk

CPER vs. USCI — 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

USCI
USCI Risk / Return Rank: 8080
Overall Rank
USCI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
USCI Omega Ratio Rank: 7373
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 7979
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. USCI - Risk-Adjusted Trends Comparison

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


CPERUSCIDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.63

-1.38

Sortino ratio

Return per unit of downside risk

0.54

2.13

-1.59

Omega ratio

Gain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratio

Return relative to maximum drawdown

0.35

2.63

-2.28

Martin ratio

Return relative to average drawdown

0.71

8.94

-8.23

CPER vs. USCI - Sharpe Ratio Comparison

The current CPER Sharpe Ratio is 0.24, which is lower than the USCI Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CPER and USCI, 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


CPERUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.63

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

1.17

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.57

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.28

-0.19

Correlation

The correlation between CPER and USCI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CPER vs. USCI - Dividend Comparison

Neither CPER nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPER vs. USCI - Drawdown Comparison

The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for CPER and USCI.


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Drawdown Indicators


CPERUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-66.41%

+12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-12.01%

-12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-34.75%

-18.84%

-15.91%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

-45.82%

+7.40%

Current Drawdown

Current decline from peak

-11.29%

-1.15%

-10.14%

Average Drawdown

Average peak-to-trough decline

-25.65%

-29.82%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.19%

3.53%

+8.66%

Volatility

CPER vs. USCI - Volatility Comparison

United States Copper Index Fund (CPER) has a higher volatility of 9.07% compared to United States Commodity Index Fund (USCI) at 6.97%. This indicates that CPER's price experiences larger fluctuations and is considered to be riskier 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


CPERUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

6.97%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

21.93%

13.85%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

36.82%

18.38%

+18.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

18.42%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

15.78%

+8.08%