PortfoliosLab logoPortfoliosLab logo
ZSB vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZSB vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Sustainable Battery Metals Strategy Fund (ZSB) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZSB achieves a 2.41% return, which is significantly lower than USCI's 30.16% return.


ZSB

1D
-0.91%
1M
-0.65%
6M
-5.21%
YTD
2.41%
1Y
53.88%
3Y*
1.20%
5Y*
10Y*
ALL TIME*
-2.10%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.01M$1.13M$1.88M
$1.74K$3.93K$10.44K

ZSB vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023
ZSB
USCF Sustainable Battery Metals Strategy Fund
2.41%64.34%-19.70%-31.38%
USCI
United States Commodity Index Fund
30.16%17.63%17.24%2.83%

Correlation

The correlation between ZSB and USCI is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2023

0.30

The correlation between ZSB and USCI shifts across timeframes, from 0.21 (1 year) to 0.32 (3 years), 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

ZSB vs. USCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZSB
ZSB Risk / Return Rank: 7878
Overall Rank
ZSB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ZSB Sortino Ratio Rank: 7777
Sortino Ratio Rank
ZSB Omega Ratio Rank: 8686
Omega Ratio Rank
ZSB Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZSB Martin Ratio Rank: 5959
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 8484
Overall Rank
USCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
USCI Omega Ratio Rank: 8484
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZSB vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Sustainable Battery Metals Strategy Fund (ZSB) 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.


ZSBUSCIDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.38

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

3.16

3.22

-0.06

Martin ratioReturn relative to average drawdown

7.10

10.29

-3.19

ZSB vs. USCI - Sharpe Ratio Comparison

The current ZSB Sharpe Ratio is 2.02, which is comparable to the USCI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ZSB and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZSB vs. USCI - Drawdown Comparison

The maximum ZSB drawdown since its inception was -49.26%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for ZSB and USCI.


Loading charts...

Drawdown Indicators


ZSBUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-49.26%

-66.41%

+17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.75%

-11.19%

-5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-37.91%

-12.01%

-25.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-13.65%

-1.85%

-11.80%

Average Drawdown

Average peak-to-trough decline

-30.05%

-29.27%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

3.50%

+3.93%

Volatility

ZSB vs. USCI - Volatility Comparison

The current volatility for USCF Sustainable Battery Metals Strategy Fund (ZSB) is 3.57%, while United States Commodity Index Fund (USCI) has a volatility of 5.30%. This indicates that ZSB experiences smaller price fluctuations and is considered to be less risky than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZSBUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

5.30%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

14.27%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

17.21%

+8.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

18.42%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

15.91%

+3.57%

ZSB vs. USCI - Expense Ratio Comparison

ZSB has a 0.59% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

ZSB vs. USCI - Dividend Comparison

ZSB's dividend yield for the trailing twelve months is around 0.90%, while USCI has not paid dividends to shareholders.


PositionTTM202520242023
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%
ZSB
USCF Sustainable Battery Metals Strategy Fund
0.90%0.92%2.96%3.59%

Frequently Asked Questions


ZSB and USCI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCI has higher volatility (5.30%) compared to ZSB (3.57%). In terms of maximum drawdown, ZSB dropped -49.26% vs USCI's -66.41%.

On 3-year performance, USCI leads with 19.78% vs 1.20% for ZSB. On fees, ZSB is cheaper at 0.59% per year. On volatility, ZSB has been the lower-risk option at 3.57%. 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 19.78% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZSB is cheaper with a 0.59% expense ratio, compared with 1.03% for USCI.

ZSB has the higher dividend yield at 0.90%, compared with 0.00% for USCI.

ZSB is categorized as Lithium & Battery Metals, while USCI is Commodities. ZSB tracks S&P GSCI Electric Vehicle Meals Index, while USCI tracks SummerHaven Dynamic Commodity Index Total Return. Their fees differ too: 0.59% for ZSB and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (2.10 vs 2.02), 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.

Portfolio Optimizer

Find the right allocation for ZSB 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