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.
Performance
FLSP vs. SDCI - Performance Comparison
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FLSP vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FLSP Franklin Liberty Systematic Style Premia ETF | 1.97% | 15.56% | 11.75% | 3.14% | 0.44% | 11.44% | -15.19% | 0.90% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 22.70% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | 0.60% |
Returns By Period
In the year-to-date period, FLSP achieves a 1.97% return, which is significantly lower than SDCI's 22.70% return.
FLSP
- 1D
- 0.88%
- 1M
- -1.22%
- YTD
- 1.97%
- 6M
- 6.72%
- 1Y
- 14.34%
- 3Y*
- 10.71%
- 5Y*
- 8.68%
- 10Y*
- —
SDCI
- 1D
- -0.77%
- 1M
- 9.08%
- YTD
- 22.70%
- 6M
- 21.72%
- 1Y
- 29.96%
- 3Y*
- 21.13%
- 5Y*
- 22.45%
- 10Y*
- —
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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.
Return for Risk
FLSP vs. SDCI — Risk / Return Rank
FLSP
SDCI
FLSP vs. SDCI - Risk-Adjusted Trends 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.
| FLSP | SDCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.65 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.16 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.68 | -0.46 |
Martin ratioReturn relative to average drawdown | 10.08 | 9.09 | +0.98 |
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
| FLSP | SDCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.65 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.22 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.65 | -0.34 |
Correlation
The correlation between FLSP and SDCI is 0.14, 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.
Dividends
FLSP vs. SDCI - Dividend Comparison
FLSP's dividend yield for the trailing twelve months is around 2.60%, less than SDCI's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLSP Franklin Liberty Systematic Style Premia ETF | 2.60% | 2.65% | 1.18% | 1.19% | 2.18% | 1.19% | 8.08% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 3.00% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 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.
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Drawdown Indicators
| FLSP | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.75% | -45.79% | +23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -11.96% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -18.55% | +9.03% |
Current DrawdownCurrent decline from peak | -1.26% | -1.06% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -11.80% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 3.52% | -2.05% |
Volatility
FLSP vs. SDCI - Volatility Comparison
The current volatility for Franklin Liberty Systematic Style Premia ETF (FLSP) is 3.67%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.05%. 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.
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Volatility by Period
| FLSP | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 7.05% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 13.92% | -6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 18.34% | -5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 18.45% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 17.11% | -3.44% |