FLSP vs. SDCI
Compare and contrast key facts about Franklin Liberty Systematic Style Premia ETF (FLSP) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI).
FLSP and SDCI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLSP is an actively managed fund by Franklin Templeton. It was launched on Dec 18, 2019. SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLSP or SDCI.
Key characteristics
| FLSP | SDCI | |
|---|---|---|
| YTD Return | 12.48% | 12.17% |
| 1Y Return | 9.61% | 7.75% |
| 3Y Return (Ann) | 6.28% | 13.85% |
| Sharpe Ratio | 0.60 | 0.61 |
| Sortino Ratio | 0.97 | 0.92 |
| Omega Ratio | 1.13 | 1.11 |
| Calmar Ratio | 1.39 | 0.75 |
| Martin Ratio | 3.36 | 2.26 |
| Ulcer Index | 2.51% | 3.52% |
| Daily Std Dev | 14.00% | 13.07% |
| Max Drawdown | -22.75% | -45.79% |
| Current Drawdown | -0.69% | -2.20% |
Correlation
The correlation between FLSP and SDCI is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLSP vs. SDCI - Performance Comparison
The year-to-date returns for both stocks are quite close, with FLSP having a 12.48% return and SDCI slightly lower at 12.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLSP vs. SDCI - Expense Ratio Comparison
FLSP has a 0.65% expense ratio, which is lower than SDCI's 0.70% expense ratio.
Risk-Adjusted Performance
FLSP vs. SDCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Systematic Style Premia ETF (FLSP) 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.
Dividends
FLSP vs. SDCI - Dividend Comparison
FLSP's dividend yield for the trailing twelve months is around 1.06%, less than SDCI's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
FLSP Franklin Liberty Systematic Style Premia ETF | 1.06% | 1.19% | 2.18% | 1.20% | 8.08% | 0.02% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 1.08% | 3.46% | 33.49% | 19.25% | 0.20% | 0.93% | 0.68% |
Drawdowns
FLSP vs. SDCI - Drawdown Comparison
The maximum FLSP drawdown since its inception was -22.75%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FLSP and SDCI. For additional features, visit the drawdowns tool.
Volatility
FLSP vs. SDCI - Volatility Comparison
The current volatility for Franklin Liberty Systematic Style Premia ETF (FLSP) is 3.09%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 3.92%. This indicates that FLSP 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.