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IGLB vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLB vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLB achieves a -0.35% return, which is significantly lower than SDCI's 24.19% return.


IGLB

1D
-0.29%
1M
-1.62%
6M
-1.06%
YTD
-0.35%
1Y
4.74%
3Y*
4.15%
5Y*
-2.65%
10Y*
1.63%

SDCI

1D
-0.49%
1M
0.77%
6M
22.42%
YTD
24.19%
1Y
28.33%
3Y*
20.87%
5Y*
20.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
-0.35%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-0.05%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
24.19%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Correlation

The correlation between IGLB and SDCI is -0.28, 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

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since May 3, 2018

-0.01

Over the past year, the inverse relationship between IGLB and SDCI has strengthened: their correlation has moved from -0.01 to -0.28, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IGLB vs. SDCI — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 1818
Overall Rank
IGLB Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 1717
Sortino Ratio Rank
IGLB Omega Ratio Rank: 1616
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2020
Calmar Ratio Rank
IGLB Martin Ratio Rank: 1919
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 6565
Overall Rank
SDCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDCI Omega Ratio Rank: 6262
Omega Ratio Rank
SDCI Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDCI Martin Ratio Rank: 6161
Martin Ratio Rank
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.

IGLB vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) 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.


IGLBSDCIDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.09

1.30

-0.21

Calmar ratioReturn relative to maximum drawdown

0.71

2.74

-2.02

Martin ratioReturn relative to average drawdown

1.75

8.61

-6.86

IGLB vs. SDCI - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.48, which is lower than the SDCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of IGLB and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGLB vs. SDCI - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for IGLB and SDCI.


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Drawdown Indicators


IGLBSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-45.79%

+11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-11.03%

+5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-11.96%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-18.55%

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-14.72%

-6.59%

-8.13%

Average Drawdown

Average peak-to-trough decline

-8.14%

-11.53%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.50%

-1.38%

Volatility

IGLB vs. SDCI - Volatility Comparison

The current volatility for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) is 2.18%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.84%. This indicates that IGLB 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


IGLBSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

4.84%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

14.60%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

17.04%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

18.39%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

17.07%

-4.54%

IGLB vs. SDCI - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is lower than SDCI's 0.60% expense ratio.


Dividends

IGLB vs. SDCI - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.34%, more than SDCI's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.34%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
2.96%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%

Frequently Asked Questions


IGLB and SDCI have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDCI has higher volatility (4.84%) compared to IGLB (2.18%). In terms of maximum drawdown, IGLB dropped -34.12% vs SDCI's -45.79%.

On 5-year performance, SDCI leads with 20.07% vs -2.65% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, IGLB has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SDCI has performed better with a 20.07% return vs -2.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.60% for SDCI.

IGLB has the higher dividend yield at 5.34%, compared with 2.96% for SDCI.

IGLB is categorized as Corporate Bonds, while SDCI is Commodities. IGLB tracks ICE BofAML10+ Year US Corporate Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: iShares and USCF Investments. Their fees differ too: 0.06% for IGLB and 0.60% for SDCI.

SDCI currently has the higher Sharpe Ratio (1.77 vs 0.48), 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.

Portfolio Optimizer

Find the right allocation for IGLB and SDCI

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