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PMMF vs. UMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMMF vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Prime Money Market ETF (PMMF) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMMF achieves a 1.52% return, which is significantly lower than UMI's 22.52% return.


PMMF

1D
0.01%
1M
0.30%
YTD
1.52%
6M
1.82%
1Y
4.00%
3Y*
5Y*
10Y*

UMI

1D
0.02%
1M
-1.04%
YTD
22.52%
6M
22.06%
1Y
23.91%
3Y*
27.26%
5Y*
20.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMMF vs. UMI - Yearly Performance Comparison


Correlation

The correlation between PMMF and UMI is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

-0.09

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Return for Risk

PMMF vs. UMI — Risk / Return Rank

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

PMMF
PMMF Risk / Return Rank: 100100
Overall Rank
PMMF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PMMF Sortino Ratio Rank: 100100
Sortino Ratio Rank
PMMF Omega Ratio Rank: 100100
Omega Ratio Rank
PMMF Calmar Ratio Rank: 100100
Calmar Ratio Rank
PMMF Martin Ratio Rank: 100100
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 5252
Overall Rank
UMI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 4747
Sortino Ratio Rank
UMI Omega Ratio Rank: 4747
Omega Ratio Rank
UMI Calmar Ratio Rank: 6464
Calmar Ratio Rank
UMI Martin Ratio Rank: 5252
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.

PMMF vs. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Prime Money Market ETF (PMMF) and USCF Midstream Energy Income Fund ETF (UMI). 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.


PMMFUMIDifference
Sharpe ratioReturn per unit of total volatility

+18.01

Sortino ratioReturn per unit of downside risk

+92.86

Omega ratioGain probability vs. loss probability

38.37

1.30

+37.08

Calmar ratioReturn relative to maximum drawdown

161.17

3.20

+157.97

Martin ratioReturn relative to average drawdown

1,488.23

8.90

+1,479.33

PMMF vs. UMI - Sharpe Ratio Comparison

The current PMMF Sharpe Ratio is 19.72, which is higher than the UMI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PMMF and UMI, 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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Sharpe Ratios by Period


PMMFUMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.72

1.71

+18.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

11.97

0.62

+11.35

Drawdowns

PMMF vs. UMI - Drawdown Comparison

The maximum PMMF drawdown since its inception was -0.13%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for PMMF and UMI.


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Drawdown Indicators


PMMFUMIDifference

Max Drawdown

Largest peak-to-trough decline

-0.13%

-48.08%

+47.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-7.50%

+7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

Current Drawdown

Current decline from peak

0.00%

-4.76%

+4.76%

Average Drawdown

Average peak-to-trough decline

-0.00%

-6.60%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.70%

-2.70%

Volatility

PMMF vs. UMI - Volatility Comparison

The current volatility for iShares Prime Money Market ETF (PMMF) is 0.05%, while USCF Midstream Energy Income Fund ETF (UMI) has a volatility of 5.94%. This indicates that PMMF experiences smaller price fluctuations and is considered to be less risky than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMMFUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

5.94%

-5.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.12%

10.98%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

14.04%

-13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.34%

19.55%

-19.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.34%

23.20%

-22.86%

PMMF vs. UMI - Expense Ratio Comparison

PMMF has a 0.20% expense ratio, which is lower than UMI's 0.85% expense ratio.


Dividends

PMMF vs. UMI - Dividend Comparison

PMMF's dividend yield for the trailing twelve months is around 3.83%, less than UMI's 5.98% yield.


PositionTTM202520242023202220212020201920182017
PMMF
iShares Prime Money Market ETF
3.83%3.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMI
USCF Midstream Energy Income Fund ETF
5.98%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%

Frequently Asked Questions


PMMF and UMI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMI has higher volatility (5.94%) compared to PMMF (0.05%). In terms of maximum drawdown, PMMF dropped -0.13% vs UMI's -48.08%.

On 1-year performance, UMI leads with 23.91% vs 4.00% for PMMF. On fees, PMMF is cheaper at 0.20% per year. On volatility, PMMF has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UMI has performed better with a 23.91% return vs 4.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PMMF is cheaper with a 0.20% expense ratio, compared with 0.85% for UMI.

UMI has the higher dividend yield at 5.98%, compared with 3.83% for PMMF.

PMMF is categorized as Money Market, while UMI is Energy Equities. They also come from different issuers: BlackRock and Wainwright, Inc.. Their fees differ too: 0.20% for PMMF and 0.85% for UMI.

PMMF currently has the higher Sharpe Ratio (19.72 vs 1.71), 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.

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