FLJH vs. SDCI
FLJH (Franklin FTSE Japan Hedged ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past 5 years, FLJH returned 20.82%/yr vs 19.15%/yr for SDCI. At a 0.14 correlation, their price movements are largely independent. FLJH charges 0.09%/yr vs 0.60%/yr for SDCI.
Performance
FLJH vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, FLJH achieves a 20.52% return, which is significantly higher than SDCI's 18.29% return.
FLJH
- 1D
- 0.20%
- 1M
- 2.90%
- YTD
- 20.52%
- 6M
- 21.03%
- 1Y
- 47.18%
- 3Y*
- 27.21%
- 5Y*
- 20.82%
- 10Y*
- —
SDCI
- 1D
- -1.23%
- 1M
- -8.40%
- YTD
- 18.29%
- 6M
- 16.03%
- 1Y
- 25.35%
- 3Y*
- 19.74%
- 5Y*
- 19.15%
- 10Y*
- —
FLJH vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 20.52% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -13.83% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 18.29% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between FLJH and SDCI 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 (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.14 |
The correlation between FLJH and SDCI shifts across timeframes, from -0.06 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLJH vs. SDCI — Risk / Return Rank
FLJH
SDCI
FLJH vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) 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.
| FLJH | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.26 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.39 | 2.31 | +2.08 |
| Martin ratioReturn relative to average drawdown | 16.90 | 8.55 | +8.35 |
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Drawdowns
FLJH vs. SDCI - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FLJH and SDCI.
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Drawdown Indicators
| FLJH | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -45.79% | +14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -11.03% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -11.96% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -18.55% | -1.84% |
Current DrawdownCurrent decline from peak | -3.81% | -11.03% | +7.22% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -11.55% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.97% | -0.17% |
Volatility
FLJH vs. SDCI - Volatility Comparison
Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 7.13% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 3.26%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier 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
| FLJH | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 3.26% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 14.36% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 16.77% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.70% | 18.38% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 17.05% | +2.83% |
FLJH vs. SDCI - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
FLJH vs. SDCI - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 1.85%, less than SDCI's 3.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 1.85% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 3.11% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% |
Frequently Asked Questions
FLJH and SDCI 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.
FLJH has higher volatility (7.13%) compared to SDCI (3.26%). In terms of maximum drawdown, FLJH dropped -31.51% vs SDCI's -45.79%.
On 5-year performance, FLJH leads with 20.82% vs 19.15% for SDCI. On fees, FLJH is cheaper at 0.09% per year. On volatility, SDCI has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLJH has performed better with a 20.82% return vs 19.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLJH is cheaper with a 0.09% expense ratio, compared with 0.60% for SDCI.
SDCI has the higher dividend yield at 3.11%, compared with 1.85% for FLJH.
FLJH is categorized as Japan Equities, while SDCI is Commodities. FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Franklin Templeton and USCF Investments. Their fees differ too: 0.09% for FLJH and 0.60% for SDCI.
FLJH currently has the higher Sharpe Ratio (2.50 vs 1.52), 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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