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USCI vs. ISCMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCI vs. ISCMF - Performance Comparison

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

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USCI vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
USCI
United States Commodity Index Fund
22.82%17.63%17.24%-0.00%4.61%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
17.84%19.65%3.13%-9.58%-5.08%

Returns By Period

In the year-to-date period, USCI achieves a 22.82% return, which is significantly higher than ISCMF's 17.84% 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%

ISCMF

1D
0.00%
1M
7.22%
YTD
17.84%
6M
26.76%
1Y
29.86%
3Y*
12.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCI vs. ISCMF - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Return for Risk

USCI vs. ISCMF — 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

ISCMF
ISCMF Risk / Return Rank: 9494
Overall Rank
ISCMF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 9696
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 9191
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. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.


USCIISCMFDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.79

-0.04

Sortino ratio

Return per unit of downside risk

2.28

3.44

-1.16

Omega ratio

Gain probability vs. loss probability

1.30

2.36

-1.05

Calmar ratio

Return relative to maximum drawdown

2.76

5.25

-2.49

Martin ratio

Return relative to average drawdown

9.39

12.38

-2.99

USCI vs. ISCMF - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.76, which is comparable to the ISCMF Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of USCI and ISCMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USCIISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.79

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

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

0.40

-0.12

Correlation

The correlation between USCI and ISCMF is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

USCI vs. ISCMF - Dividend Comparison

Neither USCI nor ISCMF has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USCI vs. ISCMF - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for USCI and ISCMF.


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Drawdown Indicators


USCIISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-25.42%

-40.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-5.69%

-6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-0.70%

-2.55%

+1.85%

Average Drawdown

Average peak-to-trough decline

-29.82%

-13.98%

-15.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.41%

+1.12%

Volatility

USCI vs. ISCMF - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 6.98%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 9.72%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

9.72%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

13.85%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.72%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

14.05%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

14.05%

+1.73%