PortfoliosLab logoPortfoliosLab logo
BUXX vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUXX vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Enhanced Income Short Maturity ETF (BUXX) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BUXX achieves a 2.27% return, which is significantly lower than SDCI's 31.41% return.


BUXX

1D
0.05%
1M
0.22%
6M
1.87%
YTD
2.27%
1Y
4.01%
3Y*
5Y*
10Y*
ALL TIME*
5.45%

SDCI

1D
0.63%
1M
10.03%
6M
20.73%
YTD
31.41%
1Y
39.13%
3Y*
20.52%
5Y*
20.86%
10Y*
ALL TIME*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.29M$4.80M$5.31M
$5.69M$7.12M$7.50M

BUXX vs. SDCI - Yearly Performance Comparison


2026 (YTD)202520242023
BUXX
Strive Enhanced Income Short Maturity ETF
2.27%4.84%6.18%2.86%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
31.41%17.60%17.91%-3.44%

Correlation

The correlation between BUXX and SDCI is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2023

-0.13

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BUXX vs. SDCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUXX
BUXX Risk / Return Rank: 9898
Overall Rank
BUXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BUXX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BUXX Omega Ratio Rank: 9797
Omega Ratio Rank
BUXX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BUXX Martin Ratio Rank: 9898
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 8585
Overall Rank
SDCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8585
Sortino Ratio Rank
SDCI Omega Ratio Rank: 8383
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8686
Calmar Ratio Rank
SDCI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUXX vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Enhanced Income Short Maturity ETF (BUXX) 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.


BUXXSDCIDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.77

1.36

+0.42

Calmar ratioReturn relative to maximum drawdown

14.27

3.33

+10.94

Martin ratioReturn relative to average drawdown

52.21

10.55

+41.66

BUXX vs. SDCI - Sharpe Ratio Comparison

The current BUXX Sharpe Ratio is 3.28, which is higher than the SDCI Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BUXX and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BUXX vs. SDCI - Drawdown Comparison

The maximum BUXX drawdown since its inception was -0.60%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for BUXX and SDCI.


Loading charts...

Drawdown Indicators


BUXXSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-0.60%

-45.79%

+45.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-11.03%

+10.74%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

Current Drawdown

Current decline from peak

0.00%

-1.53%

+1.53%

Average Drawdown

Average peak-to-trough decline

-0.05%

-11.47%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

3.48%

-3.40%

Volatility

BUXX vs. SDCI - Volatility Comparison

The current volatility for Strive Enhanced Income Short Maturity ETF (BUXX) is 0.37%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 5.28%. This indicates that BUXX experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BUXXSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

5.28%

-4.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

14.48%

-13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

17.36%

-16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.46%

18.44%

-16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.46%

17.07%

-15.61%

BUXX vs. SDCI - Expense Ratio Comparison

BUXX has a 0.26% expense ratio, which is lower than SDCI's 0.60% expense ratio.


Dividends

BUXX vs. SDCI - Dividend Comparison

BUXX's dividend yield for the trailing twelve months is around 4.68%, more than SDCI's 2.80% yield.


PositionTTM20252024202320222021202020192018
BUXX
Strive Enhanced Income Short Maturity ETF
4.68%4.95%5.55%1.92%0.00%0.00%0.00%0.00%0.00%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
2.80%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%

Frequently Asked Questions


BUXX and SDCI have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDCI has higher volatility (5.28%) compared to BUXX (0.37%). In terms of maximum drawdown, BUXX dropped -0.60% vs SDCI's -45.79%.

On 1-year performance, SDCI leads with 39.13% vs 4.01% for BUXX. On fees, BUXX is cheaper at 0.26% per year. On volatility, BUXX has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SDCI has performed better with a 39.13% return vs 4.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BUXX is cheaper with a 0.26% expense ratio, compared with 0.60% for SDCI.

BUXX has the higher dividend yield at 4.68%, compared with 2.80% for SDCI.

BUXX is categorized as Ultrashort Bond, while SDCI is Commodities. They also come from different issuers: Strive and USCF. Their fees differ too: 0.26% for BUXX and 0.60% for SDCI.

BUXX currently has the higher Sharpe Ratio (3.28 vs 2.12), 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.

Portfolio Optimizer

Find the right allocation for BUXX and SDCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer