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USCI vs. SCMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. SCMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and Schwab Municipal Bond ETF (SCMB). 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 30.16% return, which is significantly higher than SCMB's 0.06% return.


USCI

1D
0.05%
1M
9.65%
6M
19.52%
YTD
30.16%
1Y
38.23%
3Y*
19.78%
5Y*
19.95%
10Y*
9.20%
ALL TIME*
4.50%

SCMB

1D
0.00%
1M
-1.78%
6M
-0.52%
YTD
0.06%
1Y
4.38%
3Y*
2.76%
5Y*
10Y*
ALL TIME*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.46M$30.33M$30.04M
$1.01M$1.13M$1.88M

USCI vs. SCMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
USCI
United States Commodity Index Fund
30.16%17.63%17.24%0.00%4.05%
SCMB
Schwab Municipal Bond ETF
0.06%3.78%0.91%5.86%2.88%

Correlation

The correlation between USCI and SCMB is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.12

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

-0.08

Over the past year, the inverse relationship between USCI and SCMB has strengthened: their correlation has moved from -0.08 to -0.31, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

USCI vs. SCMB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USCI
USCI Risk / Return Rank: 8484
Overall Rank
USCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
USCI Omega Ratio Rank: 8484
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 8080
Martin Ratio Rank

SCMB
SCMB Risk / Return Rank: 6767
Overall Rank
SCMB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7777
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8383
Omega Ratio Rank
SCMB Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USCI vs. SCMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Schwab Municipal Bond ETF (SCMB). 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.


USCISCMBDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.36

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

3.22

1.79

+1.43

Martin ratioReturn relative to average drawdown

10.29

5.53

+4.76

USCI vs. SCMB - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.10, which is comparable to the SCMB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of USCI and SCMB, 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. SCMB - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than SCMB's maximum drawdown of -6.13%. Use the drawdown chart below to compare losses from any high point for USCI and SCMB.


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Drawdown Indicators


USCISCMBDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-6.13%

-60.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-2.92%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-4.75%

-7.26%

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

-1.85%

-1.86%

+0.01%

Average Drawdown

Average peak-to-trough decline

-29.27%

-1.30%

-27.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

0.94%

+2.56%

Volatility

USCI vs. SCMB - Volatility Comparison

United States Commodity Index Fund (USCI) has a higher volatility of 5.30% compared to Schwab Municipal Bond ETF (SCMB) at 1.02%. This indicates that USCI's price experiences larger fluctuations and is considered to be riskier than SCMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCISCMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

1.02%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

2.35%

+11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

3.01%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

4.12%

+14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

4.12%

+11.79%

USCI vs. SCMB - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than SCMB's 0.03% expense ratio.


Dividends

USCI vs. SCMB - Dividend Comparison

USCI has not paid dividends to shareholders, while SCMB's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM2025202420232022
SCMB
Schwab Municipal Bond ETF
3.26%3.36%3.34%3.10%0.59%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USCI and SCMB have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCI has higher volatility (5.30%) compared to SCMB (1.02%). In terms of maximum drawdown, USCI dropped -66.41% vs SCMB's -6.13%.

On 3-year performance, USCI leads with 19.78% vs 2.76% for SCMB. On fees, SCMB is cheaper at 0.03% per year. On volatility, SCMB has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USCI has performed better with a 19.78% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCMB is cheaper with a 0.03% expense ratio, compared with 1.03% for USCI.

SCMB has the higher dividend yield at 3.26%, compared with 0.00% for USCI.

USCI is categorized as Commodities, while SCMB is Municipal Bonds. USCI tracks SummerHaven Dynamic Commodity Index Total Return, while SCMB tracks ICE AMT-Free Core U.S. National Municipal Index. They also come from different issuers: USCF and Charles Schwab. Their fees differ too: 1.03% for USCI and 0.03% for SCMB.

USCI currently has the higher Sharpe Ratio (2.10 vs 1.73), 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

Find the right allocation for USCI and SCMB

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