CCOM vs. SDCI

Last updated Jul 17, 2026

CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both Commodities funds. CCOM is actively managed, while SDCI is passively managed. At a 0.20 correlation, their price movements are largely independent. CCOM charges 0.99%/yr vs 0.60%/yr for SDCI.

Performance

CCOM vs. SDCI - Performance Comparison

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

Returns By Period

CCOM

• 1D: 0.52%
• 1M: -2.31%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDCI

• 1D: -0.60%
• 1M: 4.91%
• 6M: 22.03%
• YTD: 27.96%
• 1Y: 33.49%
• 3Y*: 21.67%
• 5Y*: 20.42%
• 10Y*: —

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

CCOM vs. SDCI - Yearly Performance Comparison

	2026 (YTD)
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-4.96%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	16.49%

Correlation

The correlation between CCOM and SDCI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026	0.20

Return for Risk

CCOM vs. SDCI — Risk / Return Rank

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

CCOM

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

SDCI

SDCI Risk / Return Rank: 72
SDCI Sharpe Ratio Rank: 77
SDCI Sortino Ratio Rank: 73
SDCI Omega Ratio Rank: 70
SDCI Calmar Ratio Rank: 75
SDCI Martin Ratio Rank: 67

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.

CCOM vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) 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.

	CCOM	SDCI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.96	—
Sortino ratio: Return per unit of downside risk	—	2.63	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	3.05	—
Martin ratio: Return relative to average drawdown	—	9.53	—

Drawdowns

CCOM vs. SDCI - Drawdown Comparison

The maximum CCOM drawdown since its inception was -7.44%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for CCOM and SDCI.

Drawdown Indicators

	CCOM	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-7.44%	-45.79%	+38.35%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.03%	—
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	-6.90%	-3.76%	-3.14%
Average Drawdown Average peak-to-trough decline	-3.03%	-11.52%	+8.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.52%	—

Volatility

Volatility by Period

	CCOM	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.93%	17.16%	-4.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.93%	18.43%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.93%	17.08%	-4.15%

CCOM vs. SDCI - Expense Ratio Comparison

CCOM has a 0.99% expense ratio, which is higher than SDCI's 0.60% expense ratio.

Dividends

CCOM vs. SDCI - Dividend Comparison

CCOM's dividend yield for the trailing twelve months is around 1.28%, less than SDCI's 2.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	2.88%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%

Frequently Asked Questions

Can I hold both CCOM and SDCI in my portfolio?

CCOM 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.

Which ETF is better, CCOM or SDCI?

On fees, SDCI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCOM or SDCI?

SDCI is cheaper with a 0.60% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, CCOM or SDCI?

SDCI has the higher dividend yield at 2.88%, compared with 1.28% for CCOM.

What is the main difference between CCOM and SDCI?

They also come from different issuers: Simplify and USCF Investments. Their fees differ too: 0.99% for CCOM and 0.60% for SDCI.