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UMI vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMI vs. CPER - Performance Comparison

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

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Returns By Period

In the year-to-date period, UMI achieves a 26.70% return, which is significantly higher than CPER's 13.16% return.


UMI

1D
0.50%
1M
3.72%
6M
18.07%
YTD
26.70%
1Y
28.25%
3Y*
26.23%
5Y*
22.50%
10Y*
ALL TIME*
14.58%

CPER

1D
0.56%
1M
6.09%
6M
8.59%
YTD
13.16%
1Y
43.49%
3Y*
17.80%
5Y*
7.64%
10Y*
10.57%
ALL TIME*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.98M$14.74M$24.58M
$1.28M$1.03M$1.15M

UMI vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
26.70%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%
CPER
United States Copper Index Fund
13.16%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%7.39%

Correlation

The correlation between UMI and CPER is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.04

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

0.20

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2017

0.28

Over the past year, the correlation between UMI and CPER has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

UMI vs. CPER — Risk / Return Rank

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

UMI
UMI Risk / Return Rank: 8383
Overall Rank
UMI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMI Omega Ratio Rank: 8181
Omega Ratio Rank
UMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
UMI Martin Ratio Rank: 7676
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 7070
Overall Rank
CPER Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 6565
Sortino Ratio Rank
CPER Omega Ratio Rank: 6767
Omega Ratio Rank
CPER Calmar Ratio Rank: 7777
Calmar Ratio Rank
CPER Martin Ratio Rank: 6969
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.

UMI vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and United States Copper Index Fund (CPER). 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.


UMICPERDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

3.79

2.70

+1.09

Martin ratioReturn relative to average drawdown

9.51

8.40

+1.10

UMI vs. CPER - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.95, which is comparable to the CPER Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UMI and CPER, 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

UMI vs. CPER - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, smaller than the maximum CPER drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for UMI and CPER.


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Drawdown Indicators


UMICPERDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-54.04%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-16.43%

+8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-24.77%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-34.75%

+14.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

Current Drawdown

Current decline from peak

-2.00%

-2.56%

+0.56%

Average Drawdown

Average peak-to-trough decline

-6.53%

-25.19%

+18.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

5.26%

-2.28%

Volatility

UMI vs. CPER - Volatility Comparison

The current volatility for USCF Midstream Energy Income Fund ETF (UMI) is 5.19%, while United States Copper Index Fund (CPER) has a volatility of 6.29%. This indicates that UMI experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMICPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.29%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

21.59%

-9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

28.15%

-13.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

27.08%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

24.11%

-1.01%

UMI vs. CPER - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

UMI vs. CPER - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 5.80%, while CPER has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMI
USCF Midstream Energy Income Fund ETF
5.80%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%

Frequently Asked Questions


UMI and CPER have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPER has higher volatility (6.29%) compared to UMI (5.19%). In terms of maximum drawdown, UMI dropped -48.08% vs CPER's -54.04%.

On 5-year performance, UMI leads with 22.50% vs 7.64% for CPER. On fees, UMI is cheaper at 0.85% per year. On volatility, UMI has been the lower-risk option at 5.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UMI has performed better with a 22.50% return vs 7.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UMI is cheaper with a 0.85% expense ratio, compared with 1.06% for CPER.

UMI has the higher dividend yield at 5.80%, compared with 0.00% for CPER.

UMI is categorized as Energy Equities, while CPER is Copper. Their fees differ too: 0.85% for UMI and 1.06% for CPER.

UMI currently has the higher Sharpe Ratio (1.95 vs 1.58), 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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