COM vs. SDCI
COM (Direxion Auspice Broad Commodity Strategy ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both Commodities funds. COM is passively managed, while SDCI is actively managed. Over the past 5 years, COM returned 8.28%/yr vs 20.15%/yr for SDCI. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.70% expense ratio.
Performance
COM vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, COM achieves a 14.96% return, which is significantly lower than SDCI's 28.92% return.
COM
- 1D
- -0.76%
- 1M
- -2.14%
- YTD
- 14.96%
- 6M
- 14.36%
- 1Y
- 22.41%
- 3Y*
- 7.16%
- 5Y*
- 8.28%
- 10Y*
- —
SDCI
- 1D
- 0.18%
- 1M
- -1.11%
- YTD
- 28.92%
- 6M
- 26.57%
- 1Y
- 40.79%
- 3Y*
- 23.74%
- 5Y*
- 20.15%
- 10Y*
- —
COM vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 14.96% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -3.04% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 28.92% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between COM and SDCI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 4, 2018 | 0.63 |
The correlation between COM and SDCI shifts across timeframes, from 0.63 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COM vs. SDCI — Risk / Return Rank
COM
SDCI
COM vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.
| COM | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | 4.53 | +0.42 |
| Martin ratioReturn relative to average drawdown | 14.37 | 16.31 | -1.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COM | SDCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.44 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.10 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.68 | +0.04 |
Drawdowns
COM vs. SDCI - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for COM and SDCI.
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Drawdown Indicators
| COM | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -45.79% | +29.84% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -9.04% | +4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -11.96% | +3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -18.55% | +4.53% |
Current DrawdownCurrent decline from peak | -4.55% | -3.04% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -11.58% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.51% | -0.95% |
Volatility
COM vs. SDCI - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 4.04%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.61%. This indicates that COM 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.
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Volatility by Period
| COM | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.61% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 14.15% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.41% | 16.83% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 18.46% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.77% | 17.08% | -7.31% |
COM vs. SDCI - Expense Ratio Comparison
Both COM and SDCI have an expense ratio of 0.70%.
Dividends
COM vs. SDCI - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.46%, less than SDCI's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.46% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.85% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% |
Frequently Asked Questions
COM and SDCI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (4.61%) compared to COM (4.04%). In terms of maximum drawdown, COM dropped -15.95% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 20.15% vs 8.28% for COM. Both ETFs have the same 0.70% expense ratio. On volatility, COM has been the lower-risk option at 4.04%. 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 20.15% return vs 8.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COM and SDCI have the same expense ratio: 0.70% per year.
SDCI has the higher dividend yield at 2.85%, compared with 2.46% for COM.
They also come from different issuers: Direxion and Wainwright, Inc..
SDCI currently has the higher Sharpe Ratio (2.44 vs 2.16), 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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