PortfoliosLab logoPortfoliosLab logo
USCI vs. CMDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCI vs. CMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

USCI vs. CMDY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USCI
United States Commodity Index Fund
22.82%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.78%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
21.89%15.81%5.43%-9.33%14.55%26.38%1.15%4.96%-11.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with USCI having a 22.82% return and CMDY slightly lower at 21.89%.


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%

CMDY

1D
-0.40%
1M
8.85%
YTD
21.89%
6M
27.68%
1Y
29.42%
3Y*
12.60%
5Y*
12.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USCI vs. CMDY - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than CMDY's 0.28% expense ratio.


Return for Risk

USCI vs. CMDY — 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

CMDY
CMDY Risk / Return Rank: 8888
Overall Rank
CMDY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 8787
Sortino Ratio Rank
CMDY Omega Ratio Rank: 8686
Omega Ratio Rank
CMDY Calmar Ratio Rank: 9292
Calmar Ratio Rank
CMDY Martin Ratio Rank: 8686
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. CMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.


USCICMDYDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.80

-0.04

Sortino ratio

Return per unit of downside risk

2.28

2.36

-0.08

Omega ratio

Gain probability vs. loss probability

1.30

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

2.76

3.17

-0.41

Martin ratio

Return relative to average drawdown

9.39

9.89

-0.50

USCI vs. CMDY - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.76, which is comparable to the CMDY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of USCI and CMDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


USCICMDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.80

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.82

+0.36

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

0.55

-0.26

Correlation

The correlation between USCI and CMDY is 0.79, 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. CMDY - Dividend Comparison

USCI has not paid dividends to shareholders, while CMDY's dividend yield for the trailing twelve months is around 10.58%.


TTM20252024202320222021202020192018
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.58%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%

Drawdowns

USCI vs. CMDY - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than CMDY's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for USCI and CMDY.


Loading graphics...

Drawdown Indicators


USCICMDYDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-31.19%

-35.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-9.57%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-26.56%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-0.70%

-0.44%

-0.26%

Average Drawdown

Average peak-to-trough decline

-29.82%

-13.39%

-16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.06%

+0.47%

Volatility

USCI vs. CMDY - Volatility Comparison

United States Commodity Index Fund (USCI) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) have volatilities of 6.98% and 6.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


USCICMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

6.73%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

13.01%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.42%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

15.63%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

14.54%

+1.24%