XFLT vs. USCI
XFLT (XAI Octagon Floating Rate & Alternative Income Term Trust) is a stock, while USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Over the past 5 years, XFLT returned -3.24%/yr vs 19.95%/yr for USCI. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
XFLT vs. USCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XFLT achieves a -13.70% return, which is significantly lower than USCI's 30.16% return.
XFLT
- 1D
- -0.48%
- 1M
- 7.09%
- 6M
- -8.91%
- YTD
- -13.70%
- 1Y
- -20.33%
- 3Y*
- -4.28%
- 5Y*
- -3.24%
- 10Y*
- —
- ALL TIME*
- 1.20%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.01M | $1.13M | $1.88M | |
| $2.03M | $1.89M | $1.66M |
XFLT vs. USCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -13.70% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.10% | -4.70% |
USCI United States Commodity Index Fund | 30.16% | 17.63% | 17.24% | 0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 5.56% |
Correlation
The correlation between XFLT and USCI is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.10 |
The correlation between XFLT and USCI shifts across timeframes, from -0.08 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XFLT vs. USCI — Risk / Return Rank
XFLT
USCI
XFLT vs. USCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and United States Commodity Index Fund (USCI). 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.
| XFLT | USCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.15 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.36 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 3.22 | -3.72 |
| Martin ratioReturn relative to average drawdown | -0.93 | 10.29 | -11.22 |
Loading charts...
Drawdowns
XFLT vs. USCI - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.43%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for XFLT and USCI.
Loading charts...
Drawdown Indicators
| XFLT | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -66.41% | +10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -40.67% | -11.19% | -29.48% |
Max Drawdown (3Y)Largest decline over 3 years | -47.04% | -12.01% | -35.03% |
Max Drawdown (5Y)Largest decline over 5 years | -47.04% | -18.84% | -28.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.82% | — |
Current DrawdownCurrent decline from peak | -31.38% | -1.85% | -29.53% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -29.27% | +14.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.13% | 3.50% | +18.63% |
Volatility
XFLT vs. USCI - Volatility Comparison
XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 6.27% compared to United States Commodity Index Fund (USCI) at 5.30%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XFLT | USCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 5.30% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 18.99% | 14.27% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 17.21% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 18.42% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 15.91% | +10.15% |
Dividends
XFLT vs. USCI - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 18.87%, while USCI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 18.87% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% |
Frequently Asked Questions
XFLT and USCI have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XFLT has higher volatility (6.27%) compared to USCI (5.30%). In terms of maximum drawdown, XFLT dropped -55.43% vs USCI's -66.41%.
USCI currently has the higher Sharpe Ratio (2.10 vs -0.96), 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.
Find the right allocation for XFLT and USCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer