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UNL vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNL vs. USCI - 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 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, UNL achieves a -11.00% return, which is significantly lower than USCI's 28.22% return. Over the past 10 years, UNL has underperformed USCI with an annualized return of -3.81%, while USCI has yielded a comparatively higher 8.86% 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%

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)

UNL vs. USCI - 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%
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 UNL and USCI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.20

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

0.20

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

0.20

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

0.20

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Return for Risk

UNL vs. USCI — 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

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.

UNL vs. USCI - 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 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.


UNLUSCIDifference
Sharpe ratioReturn per unit of total volatility

-3.22

Sortino ratioReturn per unit of downside risk

-4.07

Omega ratioGain probability vs. loss probability

0.87

1.41

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.81

4.64

-5.45

Martin ratioReturn relative to average drawdown

-1.30

16.18

-17.47

UNL vs. USCI - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.79, which is lower than the USCI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of UNL 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


UNLUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

2.43

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

1.05

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.56

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.30

-0.70

Drawdowns

UNL vs. USCI - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.00%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for UNL and USCI.


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Drawdown Indicators


UNLUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-66.41%

-22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

-8.73%

-26.38%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-12.01%

-36.15%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

-18.84%

-59.28%

Max Drawdown (10Y)

Largest decline over 10 years

-78.12%

-45.82%

-32.30%

Current Drawdown

Current decline from peak

-88.37%

-3.10%

-85.27%

Average Drawdown

Average peak-to-trough decline

-73.36%

-29.51%

-43.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

2.50%

+19.42%

Volatility

UNL vs. USCI - Volatility Comparison

United States 12 Month Natural Gas Fund LP (UNL) has a higher volatility of 8.36% compared to United States Commodity Index Fund (USCI) at 4.51%. This indicates that UNL'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


UNLUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

4.51%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

32.00%

13.93%

+18.07%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

16.70%

+19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

18.44%

+23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

15.85%

+17.99%

UNL vs. USCI - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

UNL vs. USCI - Dividend Comparison

Neither UNL nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNL and USCI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNL has higher volatility (8.36%) compared to USCI (4.51%). In terms of maximum drawdown, UNL dropped -89.00% vs USCI's -66.41%.

On 10-year performance, USCI leads with 8.86% vs -3.81% for UNL. On fees, UNL is cheaper at 0.90% 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, USCI has performed better with a 8.86% 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 1.03% for USCI.

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

UNL is categorized as Oil & Gas, while USCI is Commodities. UNL tracks 12 Month Natural Gas, while USCI tracks SummerHaven Dynamic Commodity (TR). Their fees differ too: 0.90% for UNL and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.43 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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