BEDZ vs. SDCI
BEDZ (AdvisorShares Hotel ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - BEDZ is a Consumer Discretionary Equities fund actively managed by AdvisorShares, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. BEDZ is actively managed, while SDCI is passively managed. Over the past 5 years, BEDZ returned 9.54%/yr vs 20.07%/yr for SDCI. At a 0.10 correlation, their price movements are largely independent. BEDZ charges 0.99%/yr vs 0.60%/yr for SDCI.
Performance
BEDZ vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, BEDZ achieves a 8.61% return, which is significantly lower than SDCI's 24.19% return.
BEDZ
- 1D
- 0.54%
- 1M
- -0.97%
- 6M
- 4.62%
- YTD
- 8.61%
- 1Y
- 10.22%
- 3Y*
- 13.01%
- 5Y*
- 9.54%
- 10Y*
- —
SDCI
- 1D
- -0.49%
- 1M
- 0.77%
- 6M
- 22.42%
- YTD
- 24.19%
- 1Y
- 28.33%
- 3Y*
- 20.87%
- 5Y*
- 20.07%
- 10Y*
- —
BEDZ vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BEDZ AdvisorShares Hotel ETF | 8.61% | 3.46% | 18.31% | 23.88% | -13.40% | 7.95% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 24.19% | 17.60% | 17.91% | -0.88% | 33.23% | 17.17% |
Correlation
The correlation between BEDZ and SDCI is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2021 | 0.10 |
The correlation between BEDZ and SDCI shifts across timeframes, from -0.20 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BEDZ vs. SDCI — Risk / Return Rank
BEDZ
SDCI
BEDZ vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Hotel ETF (BEDZ) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.
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.
| BEDZ | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 2.74 | -2.06 |
| Martin ratioReturn relative to average drawdown | 1.59 | 8.61 | -7.02 |
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Drawdowns
BEDZ vs. SDCI - Drawdown Comparison
The maximum BEDZ drawdown since its inception was -29.70%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for BEDZ and SDCI.
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Drawdown Indicators
| BEDZ | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.70% | -45.79% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -11.03% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -28.31% | -11.96% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -18.55% | -11.15% |
Current DrawdownCurrent decline from peak | -4.09% | -6.59% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -11.53% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 3.50% | +1.67% |
Volatility
BEDZ vs. SDCI - Volatility Comparison
AdvisorShares Hotel ETF (BEDZ) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) have volatilities of 5.04% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEDZ | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.84% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.39% | 14.60% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.40% | 17.04% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 18.39% | +6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.72% | 17.07% | +7.65% |
BEDZ vs. SDCI - Expense Ratio Comparison
BEDZ has a 0.99% expense ratio, which is higher than SDCI's 0.60% expense ratio.
Dividends
BEDZ vs. SDCI - Dividend Comparison
BEDZ's dividend yield for the trailing twelve months is around 2.13%, less than SDCI's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BEDZ AdvisorShares Hotel ETF | 2.13% | 2.31% | 0.00% | 1.67% | 0.21% | 0.36% | 0.00% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.96% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Frequently Asked Questions
BEDZ and SDCI have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEDZ has higher volatility (5.04%) compared to SDCI (4.84%). In terms of maximum drawdown, BEDZ dropped -29.70% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 20.07% vs 9.54% for BEDZ. On fees, SDCI is cheaper at 0.60% per year. On volatility, SDCI has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SDCI has performed better with a 20.07% return vs 9.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDCI is cheaper with a 0.60% expense ratio, compared with 0.99% for BEDZ.
SDCI has the higher dividend yield at 2.96%, compared with 2.13% for BEDZ.
BEDZ is categorized as Consumer Discretionary Equities, while SDCI is Commodities. They also come from different issuers: AdvisorShares and USCF Investments. Their fees differ too: 0.99% for BEDZ and 0.60% for SDCI.
SDCI currently has the higher Sharpe Ratio (1.77 vs 0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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