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USCI vs. UNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and United States Natural Gas Fund LP (UNG). 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 28.22% return, which is significantly higher than UNG's -4.49% return. Over the past 10 years, USCI has outperformed UNG with an annualized return of 8.86%, while UNG has yielded a comparatively lower -20.48% annualized return.


USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%

UNG

1D
2.09%
1M
6.94%
YTD
-4.49%
6M
-24.31%
1Y
-30.96%
3Y*
-21.19%
5Y*
-23.11%
10Y*
-20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%
UNG
United States Natural Gas Fund LP
-4.49%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between USCI and UNG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2010

0.20

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Return for Risk

USCI vs. UNG — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 44
Overall Rank
UNG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and United States Natural Gas Fund LP (UNG). 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.


USCIUNGDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+3.52

Omega ratioGain probability vs. loss probability

1.41

0.95

+0.46

Calmar ratioReturn relative to maximum drawdown

4.64

-0.71

+5.35

Martin ratioReturn relative to average drawdown

16.18

-1.04

+17.22

USCI vs. UNG - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.43, which is higher than the UNG Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of USCI and UNG, 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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Sharpe Ratios by Period


USCIUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

-0.51

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

-0.36

+1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

-0.37

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.57

+0.87

Drawdowns

USCI vs. UNG - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for USCI and UNG.


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Drawdown Indicators


USCIUNGDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-99.88%

+33.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-43.86%

+35.13%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-68.16%

+56.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-92.49%

+73.65%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-93.55%

+47.73%

Current Drawdown

Current decline from peak

-3.10%

-99.86%

+96.76%

Average Drawdown

Average peak-to-trough decline

-29.51%

-89.96%

+60.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

29.68%

-27.18%

Volatility

USCI vs. UNG - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.51%, while United States Natural Gas Fund LP (UNG) has a volatility of 13.09%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than UNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

13.09%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

52.96%

-39.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

60.48%

-43.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

64.10%

-45.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

54.78%

-38.93%

USCI vs. UNG - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is lower than UNG's 1.28% expense ratio.


Dividends

USCI vs. UNG - Dividend Comparison

Neither USCI nor UNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCI and UNG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (13.09%) compared to USCI (4.51%). In terms of maximum drawdown, USCI dropped -66.41% vs UNG's -99.88%.

On 10-year performance, USCI leads with 8.86% vs -20.48% for UNG. On fees, USCI is cheaper at 1.03% per year. On volatility, USCI has been the lower-risk option at 4.51%. 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 8.86% return vs -20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USCI is cheaper with a 1.03% expense ratio, compared with 1.28% for UNG.

USCI and UNG have nearly identical dividend yields, around 0.00%.

USCI is categorized as Commodities, while UNG is Oil & Gas. USCI tracks SummerHaven Dynamic Commodity (TR), while UNG tracks Front Month Natural Gas. Their fees differ too: 1.03% for USCI and 1.28% for UNG.

USCI currently has the higher Sharpe Ratio (2.43 vs -0.51), 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.

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