CPER
United States Copper Index Fund
The United States Copper Index Fund tracks a rules-based index of copper futures contracts selected based on the shape of the copper futures curve.
Industrial Metals
COMMODITY
Passive
MANAGEMENT STYLE
$ 575.2 M
ASSETS UNDER MGMT
97 bp
EXPENSES
Fund Basics
| Inception date | Nov 14, 2011 |
| Regulation | Commodities Pool |
| Fund Website | link... |
| Distributions | |
| Currency | USD |
| Holdings Transparency | Full |
| Derivatives-based | Yes |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Asset Allocation
Historical Performance
Standardized Performance (as of 02/28/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 5.5% | 30.0% | 24.2% | 14.1% | 8.0% | 10.1% | -- | 2.7% |
| Dividend Yield | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | -- | 0.0% |
| Total Returns | 5.5% | 30.0% | 24.2% | 14.1% | 8.0% | 10.1% | -- | 2.7% | Ann. Volatility | 37.3% | 36.8% | 30.8% | 27.1% | 26.8% | 24.0% | -- | 24.8% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.70 | 14% |
| MSCI EAFE | 1.13 | 26% |
| MSCI Emg Mkts | 1.06 | 28% |
Liquidity Measures
| Avg. volume (000) | 887 |
| ADV traded (mns) | $30 |
| Turnover | 5.3% |
| Avg. Bid/Ask (% of price) | 0.05% |
Technical Indicators
| 30d moving avg. (EMA) | $34.82 |
| Relative strength (RSI) | 45 |
| MACD/Signal | -0.71/-0.55 |
| Bollinger Bands (Upper/Lower) | $37.20/$32.37 |
| Short interest (% of AUM) | 4.5% |
Distributions