MDWD vs. SDCI
MDWD (MediWound Ltd.) is a stock, while SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Over the past 5 years, MDWD returned -14.73%/yr vs 20.42%/yr for SDCI. At a 0.06 correlation, their price movements are largely independent.
Performance
MDWD vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, MDWD achieves a -20.86% return, which is significantly lower than SDCI's 27.96% return.
MDWD
- 1D
- 3.03%
- 1M
- 5.34%
- 6M
- -15.89%
- YTD
- -20.86%
- 1Y
- -26.95%
- 3Y*
- 13.97%
- 5Y*
- -14.73%
- 10Y*
- -12.02%
SDCI
- 1D
- -0.60%
- 1M
- 4.91%
- 6M
- 22.03%
- YTD
- 27.96%
- 1Y
- 33.49%
- 3Y*
- 21.67%
- 5Y*
- 20.42%
- 10Y*
- —
MDWD vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | -20.86% | 3.71% | 75.02% | -24.61% | -18.34% | -36.22% | 19.35% | -23.65% | -25.50% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 27.96% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between MDWD and SDCI is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
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 | 0.06 |
The correlation between MDWD and SDCI shifts across timeframes, from -0.12 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDWD vs. SDCI — Risk / Return Rank
MDWD
SDCI
MDWD vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MediWound Ltd. (MDWD) 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.
| MDWD | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.33 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.05 | -3.83 |
| Martin ratioReturn relative to average drawdown | -1.42 | 9.53 | -10.94 |
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Drawdowns
MDWD vs. SDCI - Drawdown Comparison
The maximum MDWD drawdown since its inception was -94.35%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for MDWD and SDCI.
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Drawdown Indicators
| MDWD | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.35% | -45.79% | -48.56% |
Max Drawdown (1Y)Largest decline over 1 year | -34.62% | -11.03% | -23.59% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -11.96% | -26.30% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -18.55% | -59.30% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | — | — |
Current DrawdownCurrent decline from peak | -88.51% | -3.76% | -84.75% |
Average DrawdownAverage peak-to-trough decline | -75.97% | -11.52% | -64.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.05% | 3.52% | +15.53% |
Volatility
MDWD vs. SDCI - Volatility Comparison
MediWound Ltd. (MDWD) has a higher volatility of 10.62% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 5.27%. This indicates that MDWD'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.
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Volatility by Period
| MDWD | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 5.27% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 30.81% | 14.59% | +16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.02% | 17.16% | +24.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.56% | 18.43% | +40.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.83% | 17.08% | +43.75% |
Dividends
MDWD vs. SDCI - Dividend Comparison
MDWD has not paid dividends to shareholders, while SDCI's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.88% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Frequently Asked Questions
MDWD and SDCI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDWD has higher volatility (10.62%) compared to SDCI (5.27%). In terms of maximum drawdown, MDWD dropped -94.35% vs SDCI's -45.79%.
SDCI currently has the higher Sharpe Ratio (1.96 vs -0.64), 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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