USCF SUSTAINABLE COMMODITY STRATEGY FUND
Symbol: ZSC
Exchange: NYSE
Sector: Technology
Category: Commodities Broad Basket
Inception date: 08/08/2023
Latest date: 09/10/2026
Current price: $30.21
Expense ratio: 0.52%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.41%
Ann. 4.90% (Sharpe / Sortino numerator)
Volatility
13.57%
Sharpe ratio
0.093
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-0.17%
Ann. 19.66% (Sharpe / Sortino numerator)
Volatility
15.76%
Sharpe ratio
1.017
VaR 95%
-1.61%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.12%
Ann. 32.90% (Sharpe / Sortino numerator)
Volatility
15.00%
Sharpe ratio
1.951
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.65%
Ann. 29.37% (Sharpe / Sortino numerator)
Volatility
13.61%
Sharpe ratio
1.891
VaR 95%
-1.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
29.51%
Ann. 12.62% (Sharpe / Sortino numerator)
Volatility
12.75%
Sharpe ratio
0.705
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.53%
Ann. 2.92% (Sharpe / Sortino numerator)
Volatility
12.29%
Sharpe ratio
-0.054
VaR 95%
-1.26%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 09/10/2025 - 09/10/2026.
Average daily return
0.065%
Best day
3.73%
Worst day
-3.492%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 09/10/2026 | $30.21 | $30.21 | $30.21 | $30.21 | 0 |
| 08/10/2026 | $30.21 | $30.21 | $30.21 | $30.21 | 0 |
| 07/10/2026 | $30.21 | $30.21 | $30.21 | $30.21 | 0 |
| 06/10/2026 | $30.21 | $30.21 | $30.21 | $30.21 | 0 |
| 05/10/2026 | $30.21 | $30.21 | $30.21 | $30.21 | 0 |
| 02/10/2026 | $30.02 | $30.21 | $30.21 | $30.21 | 865 |
| 01/10/2026 | $30.01 | $30.22 | $29.89 | $30.22 | 79,800 |
| 30/09/2026 | $30.30 | $30.30 | $30.30 | $30.30 | 100 |
| 29/09/2026 | $30.60 | $30.60 | $30.60 | $30.60 | 100 |
| 28/09/2026 | $30.70 | $30.70 | $30.70 | $30.70 | 100 |