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USCI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USCI and VOO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

USCI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
37.04%
557.08%
USCI
VOO

Key characteristics

Sharpe Ratio

USCI:

0.89

VOO:

0.54

Sortino Ratio

USCI:

1.26

VOO:

0.88

Omega Ratio

USCI:

1.16

VOO:

1.13

Calmar Ratio

USCI:

0.67

VOO:

0.55

Martin Ratio

USCI:

3.87

VOO:

2.27

Ulcer Index

USCI:

3.42%

VOO:

4.55%

Daily Std Dev

USCI:

14.97%

VOO:

19.19%

Max Drawdown

USCI:

-66.41%

VOO:

-33.99%

Current Drawdown

USCI:

-3.92%

VOO:

-9.90%

Returns By Period

In the year-to-date period, USCI achieves a 7.95% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, USCI has underperformed VOO with an annualized return of 4.27%, while VOO has yielded a comparatively higher 12.07% annualized return.


USCI

YTD

7.95%

1M

-0.31%

6M

13.33%

1Y

12.67%

5Y*

22.83%

10Y*

4.27%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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USCI vs. VOO - Expense Ratio Comparison

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


Expense ratio chart for USCI: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USCI: 1.03%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

USCI vs. VOO — Risk-Adjusted Performance Rank

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

USCI
The Risk-Adjusted Performance Rank of USCI is 7575
Overall Rank
The Sharpe Ratio Rank of USCI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 7979
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USCI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for USCI, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
USCI: 0.89
VOO: 0.54
The chart of Sortino ratio for USCI, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.00
USCI: 1.26
VOO: 0.88
The chart of Omega ratio for USCI, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
USCI: 1.16
VOO: 1.13
The chart of Calmar ratio for USCI, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
USCI: 0.67
VOO: 0.55
The chart of Martin ratio for USCI, currently valued at 3.87, compared to the broader market0.0020.0040.0060.00
USCI: 3.87
VOO: 2.27

The current USCI Sharpe Ratio is 0.89, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of USCI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.54
USCI
VOO

Dividends

USCI vs. VOO - Dividend Comparison

USCI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

USCI vs. VOO - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USCI and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.92%
-9.90%
USCI
VOO

Volatility

USCI vs. VOO - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 8.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.70%
13.96%
USCI
VOO