USCI vs. BTC-USD
USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity (TR), while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, USCI returned 8.62%/yr vs 59.71%/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 26.41% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, USCI has underperformed BTC-USD with an annualized return of 8.62%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
USCI
- 1D
- -1.41%
- 1M
- -2.86%
- YTD
- 26.41%
- 6M
- 24.03%
- 1Y
- 38.42%
- 3Y*
- 22.48%
- 5Y*
- 18.94%
- 10Y*
- 8.62%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
USCI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 26.41% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 6.32% |
BTC-USD Bitcoin | -27.60% | -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 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
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 Sep 20, 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.
| USCI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.87 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | -0.80 | +5.22 |
| Martin ratioReturn relative to average drawdown | 15.31 | -1.39 | +16.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USCI | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | -0.92 | +3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.23 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.88 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.13 | -0.83 |
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 | -8.73% | -49.65% | +40.92% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -49.65% | +37.64% |
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 | -4.46% | -49.21% | +44.75% |
Average DrawdownAverage peak-to-trough decline | -29.50% | -42.28% | +12.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 33.87% | -31.35% |
Volatility
USCI vs. BTC-USD - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 4.69%, while Bitcoin (BTC-USD) has a volatility of 10.14%. 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 | 4.69% | 10.14% | -5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 34.17% | -20.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 35.51% | -18.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 44.98% | -26.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 56.69% | -40.84% |
Frequently Asked Questions
USCI and BTC-USD have a correlation of 0.08, 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 (10.14%) compared to USCI (4.69%). In terms of maximum drawdown, USCI dropped -66.41% vs BTC-USD's -85.30%.
USCI currently has the higher Sharpe Ratio (2.30 vs -0.92), 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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