ISTB vs. SDCI
ISTB (iShares Core 1-5 Year USD Bond ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - ISTB is a Short-Term Bond fund tracking the BBG US Universal 1-5 Year Index (USD), while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past 5 years, ISTB returned 1.88%/yr vs 20.07%/yr for SDCI. At a correlation of -0.01, they often move in opposite directions. ISTB charges 0.06%/yr vs 0.60%/yr for SDCI.
Performance
ISTB vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, ISTB achieves a 0.63% return, which is significantly lower than SDCI's 24.19% return.
ISTB
- 1D
- -0.04%
- 1M
- 0.04%
- 6M
- 0.59%
- YTD
- 0.63%
- 1Y
- 3.57%
- 3Y*
- 5.12%
- 5Y*
- 1.88%
- 10Y*
- 2.22%
SDCI
- 1D
- -0.49%
- 1M
- 0.77%
- 6M
- 22.42%
- YTD
- 24.19%
- 1Y
- 28.33%
- 3Y*
- 20.87%
- 5Y*
- 20.07%
- 10Y*
- —
ISTB vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 0.63% | 6.36% | 4.37% | 5.56% | -6.08% | -0.71% | 4.75% | 5.61% | 1.98% |
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 ISTB and SDCI is -0.29, 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 | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | -0.01 |
Over the past year, the inverse relationship between ISTB and SDCI has strengthened: their correlation has moved from -0.01 to -0.29, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
ISTB vs. SDCI — Risk / Return Rank
ISTB
SDCI
ISTB vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 1-5 Year USD Bond ETF (ISTB) 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.
| ISTB | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.74 | +0.06 |
| Martin ratioReturn relative to average drawdown | 10.30 | 8.61 | +1.69 |
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Drawdowns
ISTB vs. SDCI - Drawdown Comparison
The maximum ISTB drawdown since its inception was -9.34%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for ISTB and SDCI.
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Drawdown Indicators
| ISTB | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.34% | -45.79% | +36.45% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -11.03% | +9.77% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -11.96% | +10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -9.34% | -18.55% | +9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -9.34% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -6.59% | +6.32% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -11.53% | +10.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 3.50% | -3.16% |
Volatility
ISTB vs. SDCI - Volatility Comparison
The current volatility for iShares Core 1-5 Year USD Bond ETF (ISTB) is 0.59%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.84%. This indicates that ISTB 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
| ISTB | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 4.84% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 14.60% | -13.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.79% | 17.04% | -15.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.80% | 18.39% | -15.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.51% | 17.07% | -14.56% |
ISTB vs. SDCI - Expense Ratio Comparison
ISTB has a 0.06% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
ISTB vs. SDCI - Dividend Comparison
ISTB's dividend yield for the trailing twelve months is around 4.26%, more than SDCI's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 4.26% | 4.12% | 3.83% | 2.97% | 2.01% | 1.69% | 2.20% | 2.75% | 2.57% | 2.06% | 1.90% | 1.58% |
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
ISTB and SDCI have a correlation of -0.29, 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 ISTB (0.59%). In terms of maximum drawdown, ISTB dropped -9.34% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 20.07% vs 1.88% for ISTB. On fees, ISTB is cheaper at 0.06% per year. On volatility, ISTB has been the lower-risk option at 0.59%. 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 1.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISTB is cheaper with a 0.06% expense ratio, compared with 0.60% for SDCI.
ISTB has the higher dividend yield at 4.26%, compared with 2.96% for SDCI.
ISTB is categorized as Short-Term Bond, while SDCI is Commodities. ISTB tracks BBG US Universal 1-5 Year Index (USD), 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 ISTB and 0.60% for SDCI.
ISTB currently has the higher Sharpe Ratio (1.97 vs 1.77), 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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