SDCI vs. COMT
SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds - SDCI tracks the SummerHaven Dynamic Commodity Index Total Return while COMT tracks the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, SDCI returned 20.86%/yr vs 11.49%/yr for COMT. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SDCI charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
SDCI vs. COMT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SDCI having a 31.41% return and COMT slightly lower at 31.11%.
SDCI
- 1D
- 0.63%
- 1M
- 10.03%
- 6M
- 20.73%
- YTD
- 31.41%
- 1Y
- 39.13%
- 3Y*
- 20.52%
- 5Y*
- 20.86%
- 10Y*
- —
- ALL TIME*
- 11.58%
COMT
- 1D
- -0.06%
- 1M
- 8.11%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 33.76%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $10.46M | $14.41M | |
| $5.69M | $7.12M | $7.50M |
SDCI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 31.41% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -11.31% |
Correlation
The correlation between SDCI and COMT is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.78 |
The correlation between SDCI and COMT shifts across timeframes, from 0.78 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDCI vs. COMT — Risk / Return Rank
SDCI
COMT
SDCI vs. COMT - 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 iShares GSCI Commodity Dynamic Roll 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.
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.
| SDCI | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.82 | +1.51 |
| Martin ratioReturn relative to average drawdown | 10.55 | 5.69 | +4.86 |
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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.
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Drawdown Indicators
| SDCI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -51.89% | +6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -17.57% | +6.54% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -17.57% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -29.00% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.53% | -10.65% | +9.12% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -23.90% | +12.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 5.63% | -2.15% |
Volatility
SDCI vs. COMT - Volatility Comparison
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.28% and 5.08%, 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
| SDCI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 5.08% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 19.62% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 21.67% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 21.10% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 18.86% | -1.79% |
SDCI vs. COMT - Expense Ratio Comparison
SDCI has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
SDCI vs. COMT - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 2.80%, less than COMT's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.80% | 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
SDCI and COMT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (5.28%) compared to COMT (5.08%). In terms of maximum drawdown, SDCI dropped -45.79% vs COMT's -51.89%.
On 5-year performance, SDCI leads with 20.86% vs 11.49% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.08%. 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 20.86% return vs 11.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.60% for SDCI.
COMT has the higher dividend yield at 5.90%, compared with 2.80% for SDCI.
SDCI tracks SummerHaven Dynamic Commodity Index Total Return, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: USCF and iShares. Their fees differ too: 0.60% for SDCI and 0.48% for COMT.
SDCI currently has the higher Sharpe Ratio (2.12 vs 1.48), 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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