USCI vs. BTC-USD
USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, USCI returned 8.41%/yr vs 57.94%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
USCI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, USCI achieves a 23.68% return, which is significantly higher than BTC-USD's -26.96% return. Over the past 10 years, USCI has underperformed BTC-USD with an annualized return of 8.41%, while BTC-USD has yielded a comparatively higher 57.94% annualized return.
USCI
- 1D
- -0.50%
- 1M
- 0.90%
- 6M
- 22.70%
- YTD
- 23.68%
- 1Y
- 28.10%
- 3Y*
- 20.39%
- 5Y*
- 19.25%
- 10Y*
- 8.41%
BTC-USD
- 1D
- 0.21%
- 1M
- 0.58%
- 6M
- -29.67%
- YTD
- -26.96%
- 1Y
- -45.60%
- 3Y*
- 26.63%
- 5Y*
- 14.32%
- 10Y*
- 57.94%
USCI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 23.68% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 6.32% |
BTC-USD Bitcoin | -26.96% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between USCI and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2012 | 0.04 |
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Return for Risk
USCI vs. BTC-USD — Risk / Return Rank
USCI
BTC-USD
USCI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Bitcoin (BTC-USD). 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.
| USCI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.84 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.86 | +3.53 |
| Martin ratioReturn relative to average drawdown | 8.50 | -1.40 | +9.90 |
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Drawdowns
USCI vs. BTC-USD - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for USCI and BTC-USD.
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Drawdown Indicators
| USCI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -85.30% | +18.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -53.08% | +41.89% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -53.08% | +41.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -76.67% | +57.83% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | -83.80% | +37.98% |
Current DrawdownCurrent decline from peak | -6.52% | -48.76% | +42.24% |
Average DrawdownAverage peak-to-trough decline | -29.37% | -42.54% | +13.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 29.22% | -25.71% |
Volatility
USCI vs. BTC-USD - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 4.94%, while Bitcoin (BTC-USD) has a volatility of 8.77%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 8.77% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 34.92% | -20.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 35.53% | -18.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 43.94% | -25.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 56.32% | -40.44% |
Frequently Asked Questions
USCI and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (8.77%) compared to USCI (4.94%). In terms of maximum drawdown, USCI dropped -66.41% vs BTC-USD's -85.30%.
USCI currently has the higher Sharpe Ratio (1.77 vs -1.07), 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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