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UNL vs. CPER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNL vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Natural Gas Fund LP (UNL) 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, UNL achieves a -11.00% return, which is significantly lower than CPER's 12.76% return. Over the past 10 years, UNL has underperformed CPER with an annualized return of -3.81%, while CPER has yielded a comparatively higher 10.91% annualized return.


UNL

1D
1.21%
1M
-1.96%
YTD
-11.00%
6M
-23.47%
1Y
-28.37%
3Y*
-14.70%
5Y*
-5.77%
10Y*
-3.81%

CPER

1D
-2.91%
1M
10.79%
YTD
12.76%
6M
19.35%
1Y
29.71%
3Y*
19.71%
5Y*
7.21%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNL vs. CPER - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNL
United States 12 Month Natural Gas Fund LP
-11.00%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%
CPER
United States Copper Index Fund
12.76%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%

Correlation

The correlation between UNL and CPER 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 (3Y)
Calculated over the trailing 3-year period

-0.01

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2011

0.04

The correlation between UNL and CPER shifts across timeframes, from -0.12 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNL vs. CPER — Risk / Return Rank

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

UNL
UNL Risk / Return Rank: 33
Overall Rank
UNL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 22
Calmar Ratio Rank
UNL Martin Ratio Rank: 33
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 2424
Overall Rank
CPER Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2222
Sortino Ratio Rank
CPER Omega Ratio Rank: 3030
Omega Ratio Rank
CPER Calmar Ratio Rank: 2525
Calmar Ratio Rank
CPER Martin Ratio Rank: 2121
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.

UNL vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Natural Gas Fund LP (UNL) 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.


UNLCPERDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

0.87

1.20

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.81

1.20

-2.02

Martin ratioReturn relative to average drawdown

-1.30

2.50

-3.79

UNL vs. CPER - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.79, which is lower than the CPER Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of UNL 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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Sharpe Ratios by Period


UNLCPERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

0.87

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.27

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.46

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.13

-0.53

Drawdowns

UNL vs. CPER - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.00%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for UNL and CPER.


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Drawdown Indicators


UNLCPERDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-54.04%

-34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

-24.77%

-10.34%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-24.77%

-23.39%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

-34.75%

-43.37%

Max Drawdown (10Y)

Largest decline over 10 years

-78.12%

-38.42%

-39.70%

Current Drawdown

Current decline from peak

-88.37%

-2.91%

-85.46%

Average Drawdown

Average peak-to-trough decline

-73.36%

-25.41%

-47.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

11.93%

+9.99%

Volatility

UNL vs. CPER - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 8.36%, while United States Copper Index Fund (CPER) has a volatility of 9.73%. This indicates that UNL 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


UNLCPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

9.73%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

32.00%

22.85%

+9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

34.48%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

26.97%

+14.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

24.04%

+9.80%

UNL vs. CPER - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is lower than CPER's 1.06% expense ratio.


Dividends

UNL vs. CPER - Dividend Comparison

Neither UNL nor CPER has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNL and CPER 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.

CPER has higher volatility (9.73%) compared to UNL (8.36%). In terms of maximum drawdown, UNL dropped -89.00% vs CPER's -54.04%.

On 10-year performance, CPER leads with 10.91% vs -3.81% for UNL. On fees, UNL is cheaper at 0.90% per year. On volatility, UNL has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CPER has performed better with a 10.91% return vs -3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 1.06% for CPER.

UNL and CPER have nearly identical dividend yields, around 0.00%.

UNL is categorized as Oil & Gas, while CPER is Metals. UNL tracks 12 Month Natural Gas, while CPER tracks SummerHaven Copper Index Total Return. They also come from different issuers: Concierge Technologies and USCF. Their fees differ too: 0.90% for UNL and 1.06% for CPER.

CPER currently has the higher Sharpe Ratio (0.87 vs -0.79), 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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