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SDCI vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDCI vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDCI achieves a 23.24% return, which is significantly higher than AVDV's 14.99% return.


SDCI

1D
-1.02%
1M
-6.15%
YTD
23.24%
6M
21.10%
1Y
27.81%
3Y*
21.61%
5Y*
19.07%
10Y*

AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDCI vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
23.24%17.60%17.91%-0.88%33.23%36.52%-10.61%0.83%
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between SDCI and AVDV is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

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

0.20

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

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.34

Over the past year, the correlation between SDCI and AVDV has dropped to 0.03 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

SDCI vs. AVDV — Risk / Return Rank

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

SDCI
SDCI Risk / Return Rank: 6262
Overall Rank
SDCI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 5555
Sortino Ratio Rank
SDCI Omega Ratio Rank: 5353
Omega Ratio Rank
SDCI Calmar Ratio Rank: 7373
Calmar Ratio Rank
SDCI Martin Ratio Rank: 6868
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
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.

SDCI vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and Avantis International Small Cap Value ETF (AVDV). 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.


SDCIAVDVDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.29

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

3.26

3.12

+0.14

Martin ratioReturn relative to average drawdown

10.91

12.44

-1.54

SDCI vs. AVDV - Sharpe Ratio Comparison

The current SDCI Sharpe Ratio is 1.74, which is lower than the AVDV Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SDCI and AVDV, 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

SDCI vs. AVDV - Drawdown Comparison

The maximum SDCI drawdown since its inception was -45.79%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for SDCI and AVDV.


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Drawdown Indicators


SDCIAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-43.01%

-2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-13.19%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-14.17%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-28.08%

+9.53%

Current Drawdown

Current decline from peak

-7.31%

-2.24%

-5.07%

Average Drawdown

Average peak-to-trough decline

-11.56%

-6.76%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.30%

-0.60%

Volatility

SDCI vs. AVDV - Volatility Comparison

The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 3.46%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 6.26%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDCIAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

6.26%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

13.88%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.25%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

17.41%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

19.77%

-2.70%

SDCI vs. AVDV - Expense Ratio Comparison

SDCI has a 0.70% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Dividends

SDCI vs. AVDV - Dividend Comparison

SDCI's dividend yield for the trailing twelve months is around 2.99%, less than AVDV's 4.11% yield.


PositionTTM20252024202320222021202020192018
AVDV
Avantis International Small Cap Value ETF
4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%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


SDCI and AVDV have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVDV has higher volatility (6.26%) compared to SDCI (3.46%). In terms of maximum drawdown, SDCI dropped -45.79% vs AVDV's -43.01%.

On 5-year performance, SDCI leads with 19.07% vs 13.63% for AVDV. On fees, AVDV is cheaper at 0.36% per year. On volatility, SDCI has been the lower-risk option at 3.46%. 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 19.07% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.70% for SDCI.

AVDV has the higher dividend yield at 4.11%, compared with 2.99% for SDCI.

SDCI is categorized as Commodities, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: Wainwright, Inc. and Avantis. Their fees differ too: 0.70% for SDCI and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.53 vs 1.74), 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

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