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USCI vs. OUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. OUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). 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 22.58% return, which is significantly higher than OUSM's 8.25% return.


USCI

1D
-0.94%
1M
-5.98%
YTD
22.58%
6M
20.76%
1Y
27.13%
3Y*
21.04%
5Y*
18.23%
10Y*
8.19%

OUSM

1D
0.94%
1M
3.32%
YTD
8.25%
6M
6.15%
1Y
13.62%
3Y*
11.20%
5Y*
7.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. OUSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
22.58%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
8.25%2.17%13.45%18.82%-7.89%21.45%7.64%28.04%-10.60%10.85%

Correlation

The correlation between USCI and OUSM is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.04

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2016

0.21

The correlation between USCI and OUSM shifts across timeframes, from -0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCI vs. OUSM — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 6262
Overall Rank
USCI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 5555
Sortino Ratio Rank
USCI Omega Ratio Rank: 5454
Omega Ratio Rank
USCI Calmar Ratio Rank: 7575
Calmar Ratio Rank
USCI Martin Ratio Rank: 6868
Martin Ratio Rank

OUSM
OUSM Risk / Return Rank: 2828
Overall Rank
OUSM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OUSM Sortino Ratio Rank: 2929
Sortino Ratio Rank
OUSM Omega Ratio Rank: 2626
Omega Ratio Rank
OUSM Calmar Ratio Rank: 3030
Calmar Ratio Rank
OUSM Martin Ratio Rank: 2929
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. OUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). 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.


USCIOUSMDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratioReturn relative to maximum drawdown

3.34

1.29

+2.05

Martin ratioReturn relative to average drawdown

10.82

3.76

+7.06

USCI vs. OUSM - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.74, which is higher than the OUSM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of USCI and OUSM, 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. OUSM - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than OUSM's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for USCI and OUSM.


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Drawdown Indicators


USCIOUSMDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-39.84%

-26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-9.21%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-19.44%

+7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-19.44%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-7.36%

-0.33%

-7.03%

Average Drawdown

Average peak-to-trough decline

-29.46%

-5.20%

-24.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.15%

-0.46%

Volatility

USCI vs. OUSM - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 3.42%, while OShares U.S. Small-Cap Quality Dividend ETF (OUSM) has a volatility of 3.89%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than OUSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIOUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.89%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

9.31%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

13.26%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

16.32%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

18.92%

-3.07%

USCI vs. OUSM - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than OUSM's 0.48% expense ratio.


Dividends

USCI vs. OUSM - Dividend Comparison

USCI has not paid dividends to shareholders, while OUSM's dividend yield for the trailing twelve months is around 2.04%.


PositionTTM202520242023202220212020201920182017
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
2.04%2.09%1.62%1.64%1.98%1.55%2.02%1.99%2.63%2.17%
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%

Frequently Asked Questions


USCI and OUSM 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.

OUSM has higher volatility (3.89%) compared to USCI (3.42%). In terms of maximum drawdown, USCI dropped -66.41% vs OUSM's -39.84%.

On 5-year performance, USCI leads with 18.23% vs 7.57% for OUSM. On fees, OUSM is cheaper at 0.48% per year. On volatility, USCI has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USCI has performed better with a 18.23% return vs 7.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OUSM is cheaper with a 0.48% expense ratio, compared with 1.03% for USCI.

OUSM has the higher dividend yield at 2.04%, compared with 0.00% for USCI.

USCI is categorized as Commodities, while OUSM is Small Cap Blend Equities. USCI tracks SummerHaven Dynamic Commodity (TR), while OUSM tracks O'Shares US Small-Cap Quality Dividend Index. They also come from different issuers: Concierge Technologies and O'Shares Investments. Their fees differ too: 1.03% for USCI and 0.48% for OUSM.

USCI currently has the higher Sharpe Ratio (1.74 vs 0.89), 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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