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DBC vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBC vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) 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

The year-to-date returns for both stocks are quite close, with DBC having a 31.71% return and USCI slightly lower at 30.16%. Both investments have delivered pretty close results over the past 10 years, with DBC having a 9.54% annualized return and USCI not far behind at 9.20%.


DBC

1D
0.44%
1M
10.84%
6M
20.55%
YTD
31.71%
1Y
37.81%
3Y*
11.07%
5Y*
11.66%
10Y*
9.54%
ALL TIME*
2.04%

USCI

1D
0.05%
1M
9.65%
6M
19.52%
YTD
30.16%
1Y
38.23%
3Y*
19.78%
5Y*
19.95%
10Y*
9.20%
ALL TIME*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.92M$29.19M$34.33M
$1.01M$1.13M$1.88M

DBC vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
31.71%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%
USCI
United States Commodity Index Fund
30.16%17.63%17.24%0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between DBC and USCI is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.81

The correlation between DBC and USCI has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

DBC vs. USCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DBC
DBC Risk / Return Rank: 7171
Overall Rank
DBC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBC Omega Ratio Rank: 7474
Omega Ratio Rank
DBC Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBC Martin Ratio Rank: 6161
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 8484
Overall Rank
USCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
USCI Omega Ratio Rank: 8484
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DBC vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) 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.


DBCUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.16

3.22

-1.05

Martin ratioReturn relative to average drawdown

7.20

10.29

-3.10

DBC vs. USCI - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 1.83, which is comparable to the USCI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DBC 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

DBC vs. USCI - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for DBC and USCI.


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Drawdown Indicators


DBCUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-66.41%

-9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-11.19%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-12.01%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-18.84%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-45.82%

+4.11%

Current Drawdown

Current decline from peak

-23.81%

-1.85%

-21.96%

Average Drawdown

Average peak-to-trough decline

-46.07%

-29.27%

-16.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

3.50%

+1.50%

Volatility

DBC vs. USCI - Volatility Comparison

Invesco DB Commodity Index Tracking Fund (DBC) has a higher volatility of 7.01% compared to United States Commodity Index Fund (USCI) at 5.30%. This indicates that DBC'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


DBCUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.30%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.35%

14.27%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

17.21%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

18.42%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

15.91%

+1.96%

DBC vs. USCI - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

DBC vs. USCI - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 2.53%, while USCI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
2.53%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, DBC and USCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DBC has higher volatility (7.01%) compared to USCI (5.30%). In terms of maximum drawdown, DBC dropped -76.36% vs USCI's -66.41%.

On 10-year performance, DBC leads with 9.54% vs 9.20% for USCI. On fees, DBC is cheaper at 0.85% per year. On volatility, USCI has been the lower-risk option at 5.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBC has performed better with a 9.54% return vs 9.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBC is cheaper with a 0.85% expense ratio, compared with 1.03% for USCI.

DBC has the higher dividend yield at 2.53%, compared with 0.00% for USCI.

DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return, while USCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Invesco and USCF. Their fees differ too: 0.85% for DBC and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.10 vs 1.83), 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 DBC and USCI

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