USCI vs. UYLD
USCI (United States Commodity Index Fund) and UYLD (Angel Oak Ultrashort Income ETF) are both exchange-traded funds - USCI is a Commodities fund tracking the SummerHaven Dynamic Commodity (TR), while UYLD is a Ultrashort Bond fund actively managed by Angel Oak. USCI is passively managed, while UYLD is actively managed. Over the past 3 years, USCI returned 23.15%/yr vs 5.89%/yr for UYLD. At a correlation of -0.09, they often move in opposite directions. USCI charges 1.03%/yr vs 0.29%/yr for UYLD.
Performance
USCI vs. UYLD - Performance Comparison
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Returns By Period
In the year-to-date period, USCI achieves a 28.22% return, which is significantly higher than UYLD's 1.91% 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%
UYLD
- 1D
- -0.01%
- 1M
- 0.67%
- YTD
- 1.91%
- 6M
- 2.37%
- 1Y
- 5.18%
- 3Y*
- 5.89%
- 5Y*
- —
- 10Y*
- —
USCI vs. UYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 28.22% | 17.63% | 17.24% | -0.00% | 4.49% |
UYLD Angel Oak Ultrashort Income ETF | 1.91% | 5.36% | 6.10% | 6.90% | 1.12% |
Correlation
The correlation between USCI and UYLD is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022 | -0.09 |
The correlation between USCI and UYLD shifts across timeframes, from -0.28 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USCI vs. UYLD — Risk / Return Rank
USCI
UYLD
USCI vs. UYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Angel Oak Ultrashort Income ETF (UYLD). 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.
| USCI | UYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.57 | ||
| Sortino ratioReturn per unit of downside risk | -18.81 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 4.35 | -2.94 |
| Calmar ratioReturn relative to maximum drawdown | 4.64 | 38.06 | -33.42 |
| Martin ratioReturn relative to average drawdown | 16.18 | 225.76 | -209.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USCI | UYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 8.00 | -5.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 5.98 | -5.68 |
Drawdowns
USCI vs. UYLD - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for USCI and UYLD.
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Drawdown Indicators
| USCI | UYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -0.54% | -65.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -0.14% | -8.59% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -0.54% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | — | — |
Current DrawdownCurrent decline from peak | -3.10% | -0.01% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -29.51% | -0.03% | -29.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 0.02% | +2.48% |
Volatility
USCI vs. UYLD - Volatility Comparison
United States Commodity Index Fund (USCI) has a higher volatility of 4.51% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.38%. This indicates that USCI's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | UYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 0.38% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 0.50% | +13.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 0.65% | +16.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 1.00% | +17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 1.00% | +14.85% |
USCI vs. UYLD - Expense Ratio Comparison
USCI has a 1.03% expense ratio, which is higher than UYLD's 0.29% expense ratio.
Dividends
USCI vs. UYLD - Dividend Comparison
USCI has not paid dividends to shareholders, while UYLD's dividend yield for the trailing twelve months is around 5.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UYLD Angel Oak Ultrashort Income ETF | 5.03% | 5.07% | 4.97% | 5.92% | 0.75% |
Frequently Asked Questions
USCI and UYLD have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USCI has higher volatility (4.51%) compared to UYLD (0.38%). In terms of maximum drawdown, USCI dropped -66.41% vs UYLD's -0.54%.
On 3-year performance, USCI leads with 23.15% vs 5.89% for UYLD. On fees, UYLD is cheaper at 0.29% per year. On volatility, UYLD has been the lower-risk option at 0.38%. 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 23.15% return vs 5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UYLD is cheaper with a 0.29% expense ratio, compared with 1.03% for USCI.
UYLD has the higher dividend yield at 5.03%, compared with 0.00% for USCI.
USCI is categorized as Commodities, while UYLD is Ultrashort Bond. They also come from different issuers: Concierge Technologies and Angel Oak. Their fees differ too: 1.03% for USCI and 0.29% for UYLD.
UYLD currently has the higher Sharpe Ratio (8.00 vs 2.43), 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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