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MLPX vs. UMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPX vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP & Energy Infrastructure ETF (MLPX) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

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MLPX vs. UMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPX
Global X MLP & Energy Infrastructure ETF
23.52%4.96%42.90%15.77%21.54%39.63%-20.32%19.04%-15.64%6.07%
UMI
USCF Midstream Energy Income Fund ETF
20.99%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%

Returns By Period

In the year-to-date period, MLPX achieves a 23.52% return, which is significantly higher than UMI's 20.99% return.


MLPX

1D
-0.98%
1M
3.80%
YTD
23.52%
6M
20.89%
1Y
21.69%
3Y*
29.25%
5Y*
24.62%
10Y*
14.53%

UMI

1D
-0.75%
1M
2.74%
YTD
20.99%
6M
19.71%
1Y
20.67%
3Y*
27.68%
5Y*
24.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPX vs. UMI - Expense Ratio Comparison

MLPX has a 0.45% expense ratio, which is lower than UMI's 0.85% expense ratio.


Return for Risk

MLPX vs. UMI — Risk / Return Rank

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

MLPX
MLPX Risk / Return Rank: 6262
Overall Rank
MLPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MLPX Omega Ratio Rank: 6767
Omega Ratio Rank
MLPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MLPX Martin Ratio Rank: 5050
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 6161
Overall Rank
UMI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 6262
Sortino Ratio Rank
UMI Omega Ratio Rank: 6868
Omega Ratio Rank
UMI Calmar Ratio Rank: 5858
Calmar Ratio Rank
UMI Martin Ratio Rank: 5050
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.

MLPX vs. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP & Energy Infrastructure ETF (MLPX) and USCF Midstream Energy Income Fund ETF (UMI). 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.


MLPXUMIDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.17

-0.02

Sortino ratio

Return per unit of downside risk

1.51

1.52

-0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.44

1.39

+0.05

Martin ratio

Return relative to average drawdown

4.48

4.61

-0.13

MLPX vs. UMI - Sharpe Ratio Comparison

The current MLPX Sharpe Ratio is 1.15, which is comparable to the UMI Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of MLPX and UMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MLPXUMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.17

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.18

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.63

-0.27

Correlation

The correlation between MLPX and UMI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MLPX vs. UMI - Dividend Comparison

MLPX's dividend yield for the trailing twelve months is around 4.06%, less than UMI's 5.96% yield.


TTM20252024202320222021202020192018201720162015
MLPX
Global X MLP & Energy Infrastructure ETF
4.06%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%
UMI
USCF Midstream Energy Income Fund ETF
5.96%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%0.00%0.00%

Drawdowns

MLPX vs. UMI - Drawdown Comparison

The maximum MLPX drawdown since its inception was -70.67%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for MLPX and UMI.


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Drawdown Indicators


MLPXUMIDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-48.08%

-22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-14.76%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-20.05%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

Current Drawdown

Current decline from peak

-2.01%

-1.60%

-0.41%

Average Drawdown

Average peak-to-trough decline

-16.81%

-6.67%

-10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

4.46%

+0.35%

Volatility

MLPX vs. UMI - Volatility Comparison

Global X MLP & Energy Infrastructure ETF (MLPX) and USCF Midstream Energy Income Fund ETF (UMI) have volatilities of 3.63% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPXUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.64%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

9.69%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

17.74%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

20.46%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.59%

23.29%

+3.30%