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USCI vs. EWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. EWZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, USCI achieves a 23.68% return, which is significantly higher than EWZ's 14.17% return. Over the past 10 years, USCI has outperformed EWZ with an annualized return of 8.41%, while EWZ has yielded a comparatively lower 6.86% annualized return.


USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%

EWZ

1D
2.77%
1M
4.20%
6M
9.71%
YTD
14.17%
1Y
36.37%
3Y*
10.52%
5Y*
6.56%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. EWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EWZ
iShares MSCI Brazil ETF
14.17%48.81%-30.41%32.62%12.09%-17.32%-20.35%27.67%-2.52%23.62%

Correlation

The correlation between USCI and EWZ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.35

Over the past year, the correlation between USCI and EWZ has dropped to 0.10 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

USCI vs. EWZ — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
Martin Ratio Rank

EWZ
EWZ Risk / Return Rank: 4747
Overall Rank
EWZ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 4949
Sortino Ratio Rank
EWZ Omega Ratio Rank: 4848
Omega Ratio Rank
EWZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
EWZ Martin Ratio Rank: 3939
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. EWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and iShares MSCI Brazil ETF (EWZ). 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.


USCIEWZDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.67

1.85

+0.82

Martin ratioReturn relative to average drawdown

8.50

4.94

+3.56

USCI vs. EWZ - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.77, which is comparable to the EWZ Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of USCI and EWZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USCI vs. EWZ - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum EWZ drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for USCI and EWZ.


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Drawdown Indicators


USCIEWZDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-77.25%

+10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-19.27%

+8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-31.36%

+19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-32.24%

+13.40%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-56.99%

+11.17%

Current Drawdown

Current decline from peak

-6.52%

-20.49%

+13.97%

Average Drawdown

Average peak-to-trough decline

-29.37%

-35.90%

+6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

7.20%

-3.69%

Volatility

USCI vs. EWZ - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.94%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 5.74%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIEWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.74%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

19.70%

-5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

24.98%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

27.60%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

33.90%

-18.02%

USCI vs. EWZ - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than EWZ's 0.59% expense ratio.


Dividends

USCI vs. EWZ - Dividend Comparison

USCI has not paid dividends to shareholders, while EWZ's dividend yield for the trailing twelve months is around 4.07%.


PositionTTM20252024202320222021202020192018201720162015
EWZ
iShares MSCI Brazil ETF
4.07%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%
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%

Frequently Asked Questions


USCI and EWZ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWZ has higher volatility (5.74%) compared to USCI (4.94%). In terms of maximum drawdown, USCI dropped -66.41% vs EWZ's -77.25%.

On 10-year performance, USCI leads with 8.41% vs 6.86% for EWZ. On fees, EWZ is cheaper at 0.59% per year. On volatility, USCI has been the lower-risk option at 4.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USCI has performed better with a 8.41% return vs 6.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWZ is cheaper with a 0.59% expense ratio, compared with 1.03% for USCI.

EWZ has the higher dividend yield at 4.07%, compared with 0.00% for USCI.

USCI is categorized as Commodities, while EWZ is Latin America Equities. USCI tracks SummerHaven Dynamic Commodity Index Total Return, while EWZ tracks MSCI Brazil 25/50 Index. They also come from different issuers: United States Commodity Funds and iShares. Their fees differ too: 1.03% for USCI and 0.59% for EWZ.

USCI currently has the higher Sharpe Ratio (1.77 vs 1.43), 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.

Portfolio Optimizer

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