IBGL vs. SDCI
IBGL (iShares iBonds Dec 2055 Term Treasury ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - IBGL is a Government Bonds fund tracking the ICE 2055 Maturity US Treasury Index, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past year, IBGL returned 2.54% vs 29.29% for SDCI. At a correlation of -0.23, they often move in opposite directions. IBGL charges 0.07%/yr vs 0.60%/yr for SDCI.
Performance
IBGL vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL achieves a 0.30% return, which is significantly lower than SDCI's 22.97% return.
IBGL
- 1D
- -0.14%
- 1M
- 0.77%
- 6M
- 0.03%
- YTD
- 0.30%
- 1Y
- 2.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDCI
- 1D
- 2.96%
- 1M
- -1.95%
- 6M
- 20.78%
- YTD
- 22.97%
- 1Y
- 29.29%
- 3Y*
- 20.92%
- 5Y*
- 19.99%
- 10Y*
- —
IBGL vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 0.30% | 0.99% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 22.97% | 8.54% |
Correlation
The correlation between IBGL and SDCI is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025 | -0.23 |
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Return for Risk
IBGL vs. SDCI — Risk / Return Rank
IBGL
SDCI
IBGL vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.
| IBGL | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 2.67 | -2.32 |
| Martin ratioReturn relative to average drawdown | 0.85 | 8.65 | -7.80 |
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Drawdowns
IBGL vs. SDCI - Drawdown Comparison
The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for IBGL and SDCI.
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Drawdown Indicators
| IBGL | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.37% | -45.79% | +36.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -11.03% | +3.80% |
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 | -3.88% | -7.51% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -11.54% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.40% | -0.38% |
Volatility
IBGL vs. SDCI - Volatility Comparison
The current volatility for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) is 2.73%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.88%. This indicates that IBGL 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
| IBGL | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.88% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 14.60% | -8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 16.99% | -7.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.44% | 18.39% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.44% | 17.08% | -6.64% |
IBGL vs. SDCI - Expense Ratio Comparison
IBGL has a 0.07% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
IBGL vs. SDCI - Dividend Comparison
IBGL's dividend yield for the trailing twelve months is around 4.70%, more than SDCI's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 4.70% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.99% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Frequently Asked Questions
IBGL and SDCI have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (4.88%) compared to IBGL (2.73%). In terms of maximum drawdown, IBGL dropped -9.37% vs SDCI's -45.79%.
On 1-year performance, SDCI leads with 29.29% vs 2.54% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, IBGL has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SDCI has performed better with a 29.29% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGL is cheaper with a 0.07% expense ratio, compared with 0.60% for SDCI.
IBGL has the higher dividend yield at 4.70%, compared with 2.99% for SDCI.
IBGL is categorized as Government Bonds, while SDCI is Commodities. IBGL tracks ICE 2055 Maturity US Treasury Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: iShares and USCF Investments. Their fees differ too: 0.07% for IBGL and 0.60% for SDCI.
SDCI currently has the higher Sharpe Ratio (1.73 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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