FSOL vs. SDCI

Last updated Jun 4, 2026

FSOL (Fidelity Solana Fund) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - FSOL is a Cryptocurrency fund actively managed by Fidelity, while SDCI is a Commodities fund actively managed by Wainwright, Inc.. Both are actively managed. At a correlation of -0.03, they often move in opposite directions. FSOL charges 0.25%/yr vs 0.70%/yr for SDCI.

Performance

FSOL vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Solana Fund (FSOL) 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

In the year-to-date period, FSOL achieves a -41.01% return, which is significantly lower than SDCI's 28.92% return.

FSOL

• 1D: -4.73%
• 1M: -14.55%
• YTD: -41.01%
• 6M: -48.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDCI

• 1D: 0.18%
• 1M: -1.11%
• YTD: 28.92%
• 6M: 26.57%
• 1Y: 40.79%
• 3Y*: 23.74%
• 5Y*: 20.15%
• 10Y*: —

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

FSOL vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025
FSOL Fidelity Solana Fund	-41.01%	-11.84%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	28.92%	-2.87%

Correlation

The correlation between FSOL and SDCI is -0.03, 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 (All Time) Calculated using the full available price history since Nov 19, 2025	-0.03

Return for Risk

FSOL vs. SDCI — Risk / Return Rank

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

SDCI

SDCI Risk / Return Rank: 74
SDCI Sharpe Ratio Rank: 74
SDCI Sortino Ratio Rank: 66
SDCI Omega Ratio Rank: 66
SDCI Calmar Ratio Rank: 83
SDCI Martin Ratio Rank: 81

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.

FSOL vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) 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.

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

Sharpe Ratios by Period

	FSOL	SDCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.44	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.99	0.68	-1.67

Drawdowns

FSOL vs. SDCI - Drawdown Comparison

The maximum FSOL drawdown since its inception was -50.54%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FSOL and SDCI.

Drawdown Indicators

	FSOL	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-50.54%	-45.79%	-4.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.04%	—
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	-50.54%	-3.04%	-47.50%
Average Drawdown Average peak-to-trough decline	-29.21%	-11.58%	-17.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.51%	—

Volatility

Volatility by Period

	FSOL	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	71.65%	16.83%	+54.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.65%	18.46%	+53.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.65%	17.08%	+54.57%

FSOL vs. SDCI - Expense Ratio Comparison

FSOL has a 0.25% expense ratio, which is lower than SDCI's 0.70% expense ratio.

Dividends

FSOL vs. SDCI - Dividend Comparison

FSOL's dividend yield for the trailing twelve months is around 2.03%, less than SDCI's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FSOL Fidelity Solana Fund	2.03%	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	2.85%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%

Frequently Asked Questions

Can I hold both FSOL and SDCI in my portfolio?

FSOL and SDCI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FSOL or SDCI?

On fees, FSOL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FSOL or SDCI?

FSOL is cheaper with a 0.25% expense ratio, compared with 0.70% for SDCI.

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

SDCI has the higher dividend yield at 2.85%, compared with 2.03% for FSOL.

What is the main difference between FSOL and SDCI?

FSOL is categorized as Cryptocurrency, while SDCI is Commodities. They also come from different issuers: Fidelity and Wainwright, Inc.. Their fees differ too: 0.25% for FSOL and 0.70% for SDCI.