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UGA vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) 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

In the year-to-date period, UGA achieves a 75.49% return, which is significantly higher than USCI's 28.22% return. Over the past 10 years, UGA has outperformed USCI with an annualized return of 14.43%, while USCI has yielded a comparatively lower 8.86% annualized return.


UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%

USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between UGA and USCI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2010

0.59

The correlation between UGA and USCI shifts across timeframes, from 0.59 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UGA vs. USCI — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
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.

UGA vs. USCI - Risk-Adjusted Trends Comparison

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


UGAUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

5.47

4.64

+0.83

Martin ratioReturn relative to average drawdown

13.25

16.18

-2.93

UGA vs. USCI - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 2.32, which is comparable to the USCI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of UGA 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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Sharpe Ratios by Period


UGAUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.05

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.56

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.30

-0.18

Drawdowns

UGA vs. USCI - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for UGA and USCI.


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Drawdown Indicators


UGAUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-66.41%

-20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-8.73%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-12.01%

-14.67%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-18.84%

-19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-45.82%

-30.07%

Current Drawdown

Current decline from peak

-12.35%

-3.10%

-9.25%

Average Drawdown

Average peak-to-trough decline

-36.76%

-29.51%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

2.50%

+3.63%

Volatility

UGA vs. USCI - Volatility Comparison

United States Gasoline Fund LP (UGA) has a higher volatility of 11.66% compared to United States Commodity Index Fund (USCI) at 4.51%. This indicates that UGA'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


UGAUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.66%

4.51%

+7.15%

Volatility (6M)

Calculated over the trailing 6-month period

30.41%

13.93%

+16.48%

Volatility (1Y)

Calculated over the trailing 1-year period

35.14%

16.70%

+18.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

18.44%

+15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.27%

15.85%

+21.42%

UGA vs. USCI - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

UGA vs. USCI - Dividend Comparison

Neither UGA nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UGA and USCI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.66%) compared to USCI (4.51%). In terms of maximum drawdown, UGA dropped -86.59% vs USCI's -66.41%.

On 10-year performance, UGA leads with 14.43% vs 8.86% for USCI. On fees, UGA is cheaper at 0.75% per year. On volatility, USCI has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.43% return vs 8.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 1.03% for USCI.

UGA and USCI have nearly identical dividend yields, around 0.00%.

UGA is categorized as Oil & Gas, while USCI is Commodities. UGA tracks Front Month Unleaded Gasoline, while USCI tracks SummerHaven Dynamic Commodity (TR). Their fees differ too: 0.75% for UGA and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.43 vs 2.32), 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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