GLNCY vs. SDCI

Last updated Apr 2, 2026

Compare and contrast key facts about Glencore PLC ADR (GLNCY) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI).

SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018.

Performance

GLNCY vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glencore PLC ADR (GLNCY) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

GLNCY vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GLNCY Glencore PLC ADR	37.24%	28.74%	-25.38%	-1.13%	40.92%	66.50%	1.46%	-10.33%	-24.13%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	22.70%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	-2.36%	-13.91%

Returns By Period

In the year-to-date period, GLNCY achieves a 37.24% return, which is significantly higher than SDCI's 22.70% return.

GLNCY

• 1D: -1.19%
• 1M: 4.24%
• YTD: 37.24%
• 6M: 63.76%
• 1Y: 111.30%
• 3Y*: 14.92%
• 5Y*: 19.38%
• 10Y*: 17.44%

SDCI

• 1D: -0.77%
• 1M: 9.08%
• YTD: 22.70%
• 6M: 21.72%
• 1Y: 29.96%
• 3Y*: 21.13%
• 5Y*: 22.45%
• 10Y*: —

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

Return for Risk

GLNCY vs. SDCI — Risk / Return Rank

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

GLNCY

GLNCY Risk / Return Rank: 94
GLNCY Sharpe Ratio Rank: 96
GLNCY Sortino Ratio Rank: 93
GLNCY Omega Ratio Rank: 93
GLNCY Calmar Ratio Rank: 94
GLNCY Martin Ratio Rank: 96

SDCI

SDCI Risk / Return Rank: 80
SDCI Sharpe Ratio Rank: 82
SDCI Sortino Ratio Rank: 80
SDCI Omega Ratio Rank: 73
SDCI Calmar Ratio Rank: 85
SDCI Martin Ratio Rank: 79

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.

GLNCY vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) 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.

	GLNCY	SDCI	Difference
Sharpe ratio Return per unit of total volatility	2.86	1.65	+1.21
Sortino ratio Return per unit of downside risk	3.26	2.16	+1.11
Omega ratio Gain probability vs. loss probability	1.47	1.28	+0.18
Calmar ratio Return relative to maximum drawdown	5.49	2.68	+2.81
Martin ratio Return relative to average drawdown	19.68	9.09	+10.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLNCY vs. SDCI - Sharpe Ratio Comparison

The current GLNCY Sharpe Ratio is 2.86, which is higher than the SDCI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of GLNCY and SDCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GLNCY	SDCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.86	1.65	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	1.22	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.65	-0.56

Correlation

The correlation between GLNCY and SDCI is 0.40, 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

GLNCY vs. SDCI - Dividend Comparison

GLNCY's dividend yield for the trailing twelve months is around 1.33%, less than SDCI's 3.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLNCY Glencore PLC ADR	1.33%	1.83%	2.98%	8.68%	5.56%	3.00%	0.00%	5.50%	4.70%	1.08%	0.00%	13.64%
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%	0.00%	0.00%	0.00%

Drawdowns

GLNCY vs. SDCI - Drawdown Comparison

The maximum GLNCY drawdown since its inception was -85.04%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for GLNCY and SDCI.

Drawdown Indicators

	GLNCY	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-85.04%	-45.79%	-39.25%
Max Drawdown (1Y) Largest decline over 1 year	-20.22%	-11.96%	-8.26%
Max Drawdown (5Y) Largest decline over 5 years	-54.06%	-18.55%	-35.51%
Max Drawdown (10Y) Largest decline over 10 years	-76.10%	—	—
Current Drawdown Current decline from peak	-1.19%	-1.06%	-0.13%
Average Drawdown Average peak-to-trough decline	-32.69%	-11.80%	-20.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	3.52%	+2.12%

Volatility

GLNCY vs. SDCI - Volatility Comparison

Glencore PLC ADR (GLNCY) has a higher volatility of 9.28% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 7.05%. This indicates that GLNCY'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.

Volatility by Period

	GLNCY	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	7.05%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	25.13%	13.92%	+11.21%
Volatility (1Y) Calculated over the trailing 1-year period	39.18%	18.34%	+20.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.92%	18.45%	+17.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.70%	17.11%	+22.59%