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ISIN
US90290T8099
CUSIP
90290T809
Inception Date
May 3, 2018
Region
Global (Broad)
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
SummerHaven Dynamic Commodity Index Total Return
Domicile
United States
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$371M

Share Price Chart


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Performance

SDCI Performance Chart

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is up 20.3% since the beginning of the year. SDCI is currently trading at $27 per share. Investors who bought $1,000 worth of SDCI shares 5 years ago would now be looking at an investment worth $2,430.


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S&P 500 Index

Returns By Period

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has returned 20.29% so far this year and 22.52% over the past 12 months.


USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund

1D
-0.08%
1M
-6.85%
YTD
20.29%
6M
18.15%
1Y
22.52%
3Y*
20.41%
5Y*
19.43%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDCI Monthly Returns History

Based on dividend-adjusted daily data since May 3, 2018, SDCI's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Mar 2022 with a return of +11.6%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SDCI closed higher 53% of trading days. The best single day was Mar 7, 2022 with a return of +6.9%, while the worst single day was Mar 9, 2022 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.85%1.75%11.64%4.77%-1.89%-5.36%20.29%
20254.92%-0.66%4.84%-4.62%1.43%5.46%1.52%2.82%1.77%0.35%0.78%-1.82%17.60%
20243.26%-0.80%5.85%1.02%0.78%0.42%-1.42%-0.34%2.11%1.53%2.74%1.63%17.91%
2023-1.12%-4.16%0.14%0.73%-4.74%3.67%9.62%0.17%0.17%0.05%-1.18%-3.45%-0.88%
20229.51%4.44%11.64%7.53%0.95%-8.06%-0.60%1.42%-6.82%3.84%4.15%2.93%33.23%
20212.74%10.28%-2.43%11.13%2.65%-0.44%1.45%-1.75%2.52%6.47%-6.65%7.07%36.52%

Benchmark Metrics

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund has an annualized alpha of 8.29%, beta of 0.24, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 03, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.64%) than losses (29.84%) - typical of diversified or defensive assets.
  • Beta of 0.24 may look defensive, but with R2 of 0.07 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.29%
Beta
0.24
0.07
Upside Capture
41.64%
Downside Capture
29.84%

Expense Ratio

SDCI has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SDCI ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SDCI Risk / Return Rank: 4242
Overall Rank
SDCI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 3636
Sortino Ratio Rank
SDCI Omega Ratio Rank: 3535
Omega Ratio Rank
SDCI Calmar Ratio Rank: 4949
Calmar Ratio Rank
SDCI Martin Ratio Rank: 4949
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and compare them to S&P 500 Index.

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.


SDCIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

2.37

2.78

-0.41

Martin ratioReturn relative to average drawdown

7.98

12.44

-4.46

Dividends

Dividend History

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund provided a 3.06% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.81$0.81$1.15$0.60$6.10$3.56$0.03$0.17$0.13

Dividend yield

3.06%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%

Monthly Dividends

The table displays the monthly dividend distributions for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15
2023$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.21$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.15$0.00$2.95$6.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$0.00$0.00$1.78$3.56

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund was 45.79%, occurring on Mar 18, 2020. Recovery took 399 trading sessions.

The current USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund drawdown is 9.53%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.79%Mar 2020
1y 10mo1y 7mo
3y 4moMay 2018 - Oct 2021
Bear market2022
-18.55%Jul 2022
1mo 4d1y 8mo
1y 9moJun 2022 - Apr 2024
Bear market2022
-17.79%Mar 2022
6d2mo 20d
2mo 26dMar 2022 - Jun 2022
2025 selloff2025
-11.96%Apr 2025
5d2mo 6d
2mo 11dApr 2025 - Jun 2025
2021 correction2021
-10.47%Dec 2021
1mo 11d1mo 11d
2mo 22dOct 2021 - Jan 2022

Drawdown Indicators


SDCIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-56.78%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-9.10%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-18.90%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-25.43%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-9.53%

-1.80%

-7.73%

Average Drawdown

Average peak-to-trough decline

-11.55%

-10.71%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.03%

+0.90%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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