USCI vs. COMT
Compare and contrast key facts about United States Commodity Index Fund (USCI) and iShares Commodities Select Strategy ETF (COMT).
USCI and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USCI is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Dynamic Commodity (TR). It was launched on Aug 10, 2010. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Performance
USCI vs. COMT - Performance Comparison
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USCI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 22.82% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 6.32% |
COMT iShares Commodities Select Strategy ETF | 35.81% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Returns By Period
In the year-to-date period, USCI achieves a 22.82% return, which is significantly lower than COMT's 35.81% return. Over the past 10 years, USCI has underperformed COMT with an annualized return of 9.00%, while COMT has yielded a comparatively higher 10.23% annualized 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%
COMT
- 1D
- -1.46%
- 1M
- 20.45%
- YTD
- 35.81%
- 6M
- 35.80%
- 1Y
- 37.75%
- 3Y*
- 14.15%
- 5Y*
- 15.41%
- 10Y*
- 10.23%
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USCI vs. COMT - Expense Ratio Comparison
USCI has a 1.03% expense ratio, which is higher than COMT's 0.48% expense ratio.
Return for Risk
USCI vs. COMT — Risk / Return Rank
USCI
COMT
USCI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and iShares Commodities Select Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.91 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.28 | 2.55 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.35 | -0.60 |
Martin ratioReturn relative to average drawdown | 9.39 | 9.53 | -0.14 |
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 | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.91 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.76 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.55 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.20 | +0.09 |
Correlation
The correlation between USCI and COMT is 0.77, 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. COMT - Dividend Comparison
USCI has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.70%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.70% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Drawdowns
USCI vs. COMT - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for USCI and COMT.
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Drawdown Indicators
| USCI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -51.89% | -14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -11.84% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -29.00% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | -39.22% | -6.60% |
Current DrawdownCurrent decline from peak | -0.70% | -1.46% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -29.82% | -24.39% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 4.16% | -0.63% |
Volatility
USCI vs. COMT - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 6.98%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 10.12% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 15.20% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 19.85% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 20.53% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 18.68% | -2.90% |