SDCI vs. COMT
Compare and contrast key facts about USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and iShares Commodities Select Strategy ETF (COMT).
SDCI and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDCI or COMT.
Key characteristics
| SDCI | COMT | |
|---|---|---|
| YTD Return | 12.17% | 2.23% |
| 1Y Return | 7.75% | -2.36% |
| 3Y Return (Ann) | 13.85% | 3.65% |
| 5Y Return (Ann) | 13.72% | 5.82% |
| Sharpe Ratio | 0.61 | -0.18 |
| Sortino Ratio | 0.92 | -0.14 |
| Omega Ratio | 1.11 | 0.98 |
| Calmar Ratio | 0.75 | -0.10 |
| Martin Ratio | 2.26 | -0.58 |
| Ulcer Index | 3.52% | 4.55% |
| Daily Std Dev | 13.07% | 14.99% |
| Max Drawdown | -45.79% | -51.89% |
| Current Drawdown | -2.20% | -23.58% |
Correlation
The correlation between SDCI and COMT is 0.74, 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.
Performance
SDCI vs. COMT - Performance Comparison
In the year-to-date period, SDCI achieves a 12.17% return, which is significantly higher than COMT's 2.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SDCI vs. COMT - Expense Ratio Comparison
SDCI has a 0.70% expense ratio, which is higher than COMT's 0.48% expense ratio.
Risk-Adjusted Performance
SDCI vs. COMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and iShares Commodities Select Strategy ETF (COMT). 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.
Dividends
SDCI vs. COMT - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 1.08%, less than COMT's 5.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 1.08% | 3.46% | 33.49% | 19.25% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.08% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% |
Drawdowns
SDCI vs. COMT - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SDCI and COMT. For additional features, visit the drawdowns tool.
Volatility
SDCI vs. COMT - Volatility Comparison
The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 3.92%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.09%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.