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USCI vs. UNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and United States 12 Month Natural Gas Fund LP (UNL). 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 UNL's -11.00% return. Over the past 10 years, USCI has outperformed UNL with an annualized return of 8.86%, while UNL has yielded a comparatively lower -3.81% 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%

UNL

1D
1.21%
1M
-1.96%
YTD
-11.00%
6M
-23.47%
1Y
-28.37%
3Y*
-14.70%
5Y*
-5.77%
10Y*
-3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. UNL - 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%
UNL
United States 12 Month Natural Gas Fund LP
-11.00%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Correlation

The correlation between USCI and UNL 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

0.20

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

0.20

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. UNL — 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

UNL
UNL Risk / Return Rank: 33
Overall Rank
UNL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 22
Calmar Ratio Rank
UNL Martin Ratio Rank: 33
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. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and United States 12 Month Natural Gas Fund LP (UNL). 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.


USCIUNLDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+4.07

Omega ratioGain probability vs. loss probability

1.41

0.87

+0.53

Calmar ratioReturn relative to maximum drawdown

4.64

-0.81

+5.45

Martin ratioReturn relative to average drawdown

16.18

-1.30

+17.47

USCI vs. UNL - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.43, which is higher than the UNL Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of USCI and UNL, 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


USCIUNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

-0.79

+3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

-0.14

+1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

-0.11

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.40

+0.70

Drawdowns

USCI vs. UNL - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum UNL drawdown of -89.00%. Use the drawdown chart below to compare losses from any high point for USCI and UNL.


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Drawdown Indicators


USCIUNLDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-89.00%

+22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-35.11%

+26.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-48.16%

+36.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-78.12%

+59.28%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-78.12%

+32.30%

Current Drawdown

Current decline from peak

-3.10%

-88.37%

+85.27%

Average Drawdown

Average peak-to-trough decline

-29.51%

-73.36%

+43.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

21.92%

-19.42%

Volatility

USCI vs. UNL - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.51%, while United States 12 Month Natural Gas Fund LP (UNL) has a volatility of 8.36%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

8.36%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

32.00%

-18.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

35.82%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

41.76%

-23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

33.84%

-17.99%

USCI vs. UNL - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than UNL's 0.90% expense ratio.


Dividends

USCI vs. UNL - Dividend Comparison

Neither USCI nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCI and UNL 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.

UNL has higher volatility (8.36%) compared to USCI (4.51%). In terms of maximum drawdown, USCI dropped -66.41% vs UNL's -89.00%.

On 10-year performance, USCI leads with 8.86% vs -3.81% for UNL. On fees, UNL is cheaper at 0.90% 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 -3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 1.03% for USCI.

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

USCI is categorized as Commodities, while UNL is Oil & Gas. USCI tracks SummerHaven Dynamic Commodity (TR), while UNL tracks 12 Month Natural Gas. Their fees differ too: 1.03% for USCI and 0.90% for UNL.

USCI currently has the higher Sharpe Ratio (2.43 vs -0.79), 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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