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UMI vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMI vs. USCI - 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 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, UMI achieves a 26.70% return, which is significantly lower than USCI's 30.16% 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%

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)
$1.28M$1.03M$1.15M
$1.01M$1.13M$1.88M

UMI vs. USCI - 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%
USCI
United States Commodity Index Fund
30.16%17.63%17.24%0.00%29.47%33.07%-11.47%-1.68%-11.76%3.32%

Correlation

The correlation between UMI and USCI is 0.29, which is low. Their historical price movements had little consistent relationship.


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

0.29

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

0.32

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

0.45

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

0.39

The correlation between UMI and USCI shifts across timeframes, from 0.29 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UMI vs. USCI — 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

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.

UMI vs. USCI - 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 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.


UMIUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

3.79

3.22

+0.57

Martin ratioReturn relative to average drawdown

9.51

10.29

-0.79

UMI vs. USCI - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.95, which is comparable to the USCI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of UMI 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

UMI vs. USCI - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for UMI and USCI.


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Drawdown Indicators


UMIUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-66.41%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-11.19%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-12.01%

-5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-18.84%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-2.00%

-1.85%

-0.15%

Average Drawdown

Average peak-to-trough decline

-6.53%

-29.27%

+22.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.50%

-0.52%

Volatility

UMI vs. USCI - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) and United States Commodity Index Fund (USCI) have volatilities of 5.19% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMIUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.30%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

14.27%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

17.21%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

18.42%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

15.91%

+7.19%

UMI vs. USCI - Expense Ratio Comparison

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


Dividends

UMI vs. USCI - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
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%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UMI and USCI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCI has higher volatility (5.30%) compared to UMI (5.19%). In terms of maximum drawdown, UMI dropped -48.08% vs USCI's -66.41%.

On 5-year performance, UMI leads with 22.50% vs 19.95% for USCI. 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 19.95%. 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 1.03% for USCI.

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

UMI is categorized as Energy Equities, while USCI is Commodities. Their fees differ too: 0.85% for UMI and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.10 vs 1.95), 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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