ZSC vs. DJCB

Last updated Apr 1, 2026

Compare and contrast key facts about USCF Sustainable Commodity Strategy Fund (ZSC) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB).

ZSC and DJCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZSC is an actively managed fund by USCF. It was launched on Aug 8, 2023. DJCB is a passively managed fund by UBS that tracks the performance of the Bloomberg Commodity Index. It was launched on Oct 24, 2019.

Performance

ZSC vs. DJCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Sustainable Commodity Strategy Fund (ZSC) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). The values are adjusted to include any dividend payments, if applicable.

ZSC vs. DJCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ZSC USCF Sustainable Commodity Strategy Fund	4.85%	28.43%	-14.39%	-10.63%
DJCB ETRACS Bloomberg Commodity Index Total Return ETN Series B	0.00%	0.00%	3.39%	-6.06%

Returns By Period

ZSC

• 1D: 0.44%
• 1M: 1.03%
• YTD: 4.85%
• 6M: 17.52%
• 1Y: 30.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJCB

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ZSC vs. DJCB - Expense Ratio Comparison

ZSC has a 0.59% expense ratio, which is higher than DJCB's 0.50% expense ratio.

ZSC

USCF Sustainable Commodity Strategy Fund

DJCB

ETRACS Bloomberg Commodity Index Total Return ETN Series B

Return for Risk

ZSC vs. DJCB — Risk / Return Rank

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

ZSC

ZSC Risk / Return Rank: 93
ZSC Sharpe Ratio Rank: 93
ZSC Sortino Ratio Rank: 94
ZSC Omega Ratio Rank: 93
ZSC Calmar Ratio Rank: 95
ZSC Martin Ratio Rank: 90

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.

ZSC vs. DJCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Sustainable Commodity Strategy Fund (ZSC) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). 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.

	ZSC	DJCB	Difference
Sharpe ratio Return per unit of total volatility	2.27	—	—
Sortino ratio Return per unit of downside risk	2.95	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	4.05	—	—
Martin ratio Return relative to average drawdown	12.11	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ZSC	DJCB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Correlation

The correlation between ZSC and DJCB is 0.16, 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.

Dividends

ZSC vs. DJCB - Dividend Comparison

ZSC's dividend yield for the trailing twelve months is around 1.67%, while DJCB has not paid dividends to shareholders.

	TTM	2025	2024	2023
ZSC USCF Sustainable Commodity Strategy Fund	1.67%	1.75%	2.18%	1.40%
DJCB ETRACS Bloomberg Commodity Index Total Return ETN Series B	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	ZSC	DJCB	Difference
Max Drawdown Largest peak-to-trough decline	-26.49%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.69%	—	—
Current Drawdown Current decline from peak	-2.33%	—	—
Average Drawdown Average peak-to-trough decline	-15.63%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	—	—

Volatility

Volatility by Period

	ZSC	DJCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.56%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	—	—