HOLA vs. SDCI
HOLA (JPMorgan International Hedged Equity Laddered Overlay ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - HOLA is a Equity Hedged fund actively managed by JPMorgan, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. HOLA is actively managed, while SDCI is passively managed. At a correlation of -0.06, they often move in opposite directions. HOLA charges 0.50%/yr vs 0.60%/yr for SDCI.
Performance
HOLA vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, HOLA achieves a 5.58% return, which is significantly lower than SDCI's 20.11% return.
HOLA
- 1D
- 0.53%
- 1M
- 1.31%
- YTD
- 5.58%
- 6M
- 4.20%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDCI
- 1D
- 1.53%
- 1M
- -5.94%
- YTD
- 20.11%
- 6M
- 17.81%
- 1Y
- 27.87%
- 3Y*
- 20.44%
- 5Y*
- 19.51%
- 10Y*
- —
HOLA vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF | 5.58% | 7.60% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 20.11% | 3.33% |
Correlation
The correlation between HOLA 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 (All Time) Calculated using the full available price history since Jul 14, 2025 | -0.06 |
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Return for Risk
HOLA vs. SDCI — Risk / Return Rank
HOLA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SDCI
HOLA vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) 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.
| HOLA | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.54 | — |
| Martin ratioReturn relative to average drawdown | — | 9.21 | — |
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Drawdowns
HOLA vs. SDCI - Drawdown Comparison
The maximum HOLA drawdown since its inception was -6.99%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for HOLA and SDCI.
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Drawdown Indicators
| HOLA | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.99% | -45.79% | +38.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.03% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.55% | — |
Current DrawdownCurrent decline from peak | -0.86% | -9.66% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -11.55% | +10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.03% | — |
Volatility
HOLA vs. SDCI - Volatility Comparison
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Volatility by Period
| HOLA | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 16.76% | -6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.92% | 18.39% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 17.06% | -7.14% |
HOLA vs. SDCI - Expense Ratio Comparison
HOLA has a 0.50% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
HOLA vs. SDCI - Dividend Comparison
HOLA's dividend yield for the trailing twelve months is around 2.86%, less than SDCI's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF | 2.86% | 3.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 3.06% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Frequently Asked Questions
HOLA 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.
On fees, HOLA is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HOLA is cheaper with a 0.50% expense ratio, compared with 0.60% for SDCI.
SDCI has the higher dividend yield at 3.06%, compared with 2.86% for HOLA.
HOLA is categorized as Equity Hedged, while SDCI is Commodities. They also come from different issuers: JPMorgan and USCF Investments. Their fees differ too: 0.50% for HOLA and 0.60% for SDCI.
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