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USCI vs. BCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCI vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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USCI vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
22.82%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%8.61%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.57%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.08%

Returns By Period

In the year-to-date period, USCI achieves a 22.82% return, which is significantly higher than BCD's 15.57% return.


USCI

1D
-0.70%
1M
11.64%
YTD
22.82%
6M
22.37%
1Y
32.16%
3Y*
20.66%
5Y*
21.59%
10Y*
9.00%

BCD

1D
-0.67%
1M
4.50%
YTD
15.57%
6M
21.94%
1Y
22.76%
3Y*
11.07%
5Y*
13.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCI vs. BCD - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than BCD's 0.29% expense ratio.


Return for Risk

USCI vs. BCD — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 8686
Overall Rank
USCI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8686
Sortino Ratio Rank
USCI Omega Ratio Rank: 8181
Omega Ratio Rank
USCI Calmar Ratio Rank: 8888
Calmar Ratio Rank
USCI Martin Ratio Rank: 8585
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 8080
Overall Rank
BCD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCD Omega Ratio Rank: 7878
Omega Ratio Rank
BCD Calmar Ratio Rank: 8585
Calmar Ratio Rank
BCD Martin Ratio Rank: 7575
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.

USCI vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


USCIBCDDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.51

+0.25

Sortino ratio

Return per unit of downside risk

2.28

2.02

+0.26

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

2.76

2.42

+0.34

Martin ratio

Return relative to average drawdown

9.39

7.58

+1.81

USCI vs. BCD - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.76, which is comparable to the BCD Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of USCI and BCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USCIBCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.51

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.90

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.65

-0.36

Correlation

The correlation between USCI and BCD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USCI vs. BCD - Dividend Comparison

USCI has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 14.89%.


TTM202520242023202220212020201920182017
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%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.89%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%

Drawdowns

USCI vs. BCD - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for USCI and BCD.


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Drawdown Indicators


USCIBCDDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-29.81%

-36.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-9.75%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-23.03%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-0.70%

-2.53%

+1.83%

Average Drawdown

Average peak-to-trough decline

-29.82%

-10.01%

-19.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.11%

+0.42%

Volatility

USCI vs. BCD - Volatility Comparison

United States Commodity Index Fund (USCI) has a higher volatility of 6.98% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 5.53%. This indicates that USCI's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

5.53%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

11.60%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

15.15%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

15.42%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

13.93%

+1.85%