LDRT vs. USCI

Last updated Jul 12, 2026

LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and USCI (United States Commodity Index Fund) are both exchange-traded funds - LDRT is a Government Bonds fund tracking the BlackRock iBonds® 1-5 Year Treasury Ladder Index, while USCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past year, LDRT returned 3.53% vs 28.10% for USCI. At a correlation of -0.23, they often move in opposite directions. LDRT charges 0.07%/yr vs 1.03%/yr for USCI.

Performance

LDRT vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRT achieves a 0.75% return, which is significantly lower than USCI's 23.68% return.

LDRT

• 1D: -0.10%
• 1M: -0.07%
• 6M: 0.73%
• YTD: 0.75%
• 1Y: 3.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USCI

• 1D: -0.50%
• 1M: 0.90%
• 6M: 22.70%
• YTD: 23.68%
• 1Y: 28.10%
• 3Y*: 20.39%
• 5Y*: 19.25%
• 10Y*: 8.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRT vs. USCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF	0.75%	5.55%	0.44%
USCI United States Commodity Index Fund	23.68%	17.63%	2.66%

Correlation

The correlation between LDRT and USCI is -0.25, 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	-0.25
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	-0.23

Return for Risk

LDRT vs. USCI — Risk / Return Rank

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

LDRT

LDRT Risk / Return Rank: 54
LDRT Sharpe Ratio Rank: 43
LDRT Sortino Ratio Rank: 43
LDRT Omega Ratio Rank: 48
LDRT Calmar Ratio Rank: 76
LDRT Martin Ratio Rank: 58

USCI

USCI Risk / Return Rank: 65
USCI Sharpe Ratio Rank: 68
USCI Sortino Ratio Rank: 65
USCI Omega Ratio Rank: 62
USCI Calmar Ratio Rank: 67
USCI Martin Ratio Rank: 61

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.

LDRT vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) 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.

	LDRT	USCI	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.77	-0.55
Sortino ratio: Return per unit of downside risk	1.79	2.40	-0.61
Omega ratio: Gain probability vs. loss probability	1.25	1.30	-0.06
Calmar ratio: Return relative to maximum drawdown	3.12	2.67	+0.45
Martin ratio: Return relative to average drawdown	8.15	8.50	-0.35

LDRT vs. USCI - Sharpe Ratio Comparison

The current LDRT Sharpe Ratio is 1.22, which is lower than the USCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LDRT 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.

Drawdowns

LDRT vs. USCI - Drawdown Comparison

The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for LDRT and USCI.

Drawdown Indicators

	LDRT	USCI	Difference
Max Drawdown Largest peak-to-trough decline	-1.11%	-66.41%	+65.30%
Max Drawdown (1Y) Largest decline over 1 year	-1.11%	-11.19%	+10.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.01%	—
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	-0.54%	-6.52%	+5.98%
Average Drawdown Average peak-to-trough decline	-0.32%	-29.37%	+29.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.43%	3.51%	-3.08%

Volatility

LDRT vs. USCI - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) is 0.91%, while United States Commodity Index Fund (USCI) has a volatility of 4.94%. This indicates that LDRT 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.

Volatility by Period

	LDRT	USCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.91%	4.94%	-4.03%
Volatility (6M) Calculated over the trailing 6-month period	1.81%	14.42%	-12.61%
Volatility (1Y) Calculated over the trailing 1-year period	2.86%	16.91%	-14.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.80%	18.40%	-15.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.80%	15.88%	-13.08%

LDRT vs. USCI - Expense Ratio Comparison

LDRT has a 0.07% expense ratio, which is lower than USCI's 1.03% expense ratio.

Dividends

LDRT vs. USCI - Dividend Comparison

LDRT's dividend yield for the trailing twelve months is around 4.07%, while USCI has not paid dividends to shareholders.

Position	TTM	2025	2024
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF	4.07%	3.86%	0.69%
USCI United States Commodity Index Fund	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LDRT and USCI in my portfolio?

LDRT and USCI have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LDRT or USCI?

USCI has higher volatility (4.94%) compared to LDRT (0.91%). In terms of maximum drawdown, LDRT dropped -1.11% vs USCI's -66.41%.

Which ETF is better, LDRT or USCI?

On 1-year performance, USCI leads with 28.10% vs 3.53% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, LDRT has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LDRT or USCI?

Over the 1-year period, USCI has performed better with a 28.10% return vs 3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LDRT or USCI?

LDRT is cheaper with a 0.07% expense ratio, compared with 1.03% for USCI.

Which ETF pays a higher dividend yield, LDRT or USCI?

LDRT has the higher dividend yield at 4.07%, compared with 0.00% for USCI.

What is the main difference between LDRT and USCI?

LDRT is categorized as Government Bonds, while USCI is Commodities. LDRT tracks BlackRock iBonds® 1-5 Year Treasury Ladder Index, while USCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: iShares and United States Commodity Funds. Their fees differ too: 0.07% for LDRT and 1.03% for USCI.

Which has better risk-adjusted returns?

USCI currently has the higher Sharpe Ratio (1.77 vs 1.22), 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.