AKRE vs. UMI

Last updated Jun 5, 2026

AKRE (Akre Focus ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both exchange-traded funds - AKRE is a Large Cap Growth Equities fund actively managed by Akre Capital, while UMI is a Energy Equities fund actively managed by Wainwright, Inc.. Both are actively managed. At a correlation of -0.06, they often move in opposite directions. AKRE charges 0.98%/yr vs 0.85%/yr for UMI.

Performance

AKRE vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akre Focus ETF (AKRE) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AKRE achieves a -16.27% return, which is significantly lower than UMI's 24.04% return.

AKRE

• 1D: 1.88%
• 1M: 1.20%
• YTD: -16.27%
• 6M: -14.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UMI

• 1D: 1.24%
• 1M: 0.83%
• YTD: 24.04%
• 6M: 22.07%
• 1Y: 27.12%
• 3Y*: 27.84%
• 5Y*: 20.58%
• 10Y*: —

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

AKRE vs. UMI - Yearly Performance Comparison

	2026 (YTD)	2025
AKRE Akre Focus ETF	-16.27%	-3.24%
UMI USCF Midstream Energy Income Fund ETF	24.04%	4.43%

Correlation

The correlation between AKRE and UMI is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	-0.06

Return for Risk

AKRE vs. UMI — Risk / Return Rank

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

UMI

UMI Risk / Return Rank: 61
UMI Sharpe Ratio Rank: 59
UMI Sortino Ratio Rank: 57
UMI Omega Ratio Rank: 56
UMI Calmar Ratio Rank: 73
UMI Martin Ratio Rank: 58

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.

AKRE vs. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akre Focus ETF (AKRE) and USCF Midstream Energy Income Fund ETF (UMI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AKRE	UMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.95	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.42	0.63	-2.05

Drawdowns

AKRE vs. UMI - Drawdown Comparison

The maximum AKRE drawdown since its inception was -24.18%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for AKRE and UMI.

Drawdown Indicators

	AKRE	UMI	Difference
Max Drawdown Largest peak-to-trough decline	-24.18%	-48.08%	+23.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.50%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.05%	—
Current Drawdown Current decline from peak	-18.98%	-3.58%	-15.40%
Average Drawdown Average peak-to-trough decline	-13.07%	-6.60%	-6.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	AKRE	UMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	14.06%	+6.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	19.54%	+1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	23.19%	-2.22%

AKRE vs. UMI - Expense Ratio Comparison

AKRE has a 0.98% expense ratio, which is higher than UMI's 0.85% expense ratio.

Dividends

AKRE vs. UMI - Dividend Comparison

AKRE has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 5.91%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AKRE Akre Focus ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UMI USCF Midstream Energy Income Fund ETF	5.91%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%

Frequently Asked Questions

Can I hold both AKRE and UMI in my portfolio?

AKRE and UMI have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AKRE or UMI?

On fees, UMI is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AKRE or UMI?

UMI is cheaper with a 0.85% expense ratio, compared with 0.98% for AKRE.

Which ETF pays a higher dividend yield, AKRE or UMI?

UMI has the higher dividend yield at 5.91%, compared with 0.00% for AKRE.

What is the main difference between AKRE and UMI?

AKRE is categorized as Large Cap Growth Equities, while UMI is Energy Equities. They also come from different issuers: Akre Capital and Wainwright, Inc.. Their fees differ too: 0.98% for AKRE and 0.85% for UMI.