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SDCI vs. FLJH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDCI and FLJH is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

SDCI vs. FLJH - 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 Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.30%
-3.29%
SDCI
FLJH

Key characteristics

Sharpe Ratio

SDCI:

1.76

FLJH:

0.82

Sortino Ratio

SDCI:

2.47

FLJH:

1.15

Omega Ratio

SDCI:

1.29

FLJH:

1.16

Calmar Ratio

SDCI:

2.54

FLJH:

0.80

Martin Ratio

SDCI:

7.22

FLJH:

2.74

Ulcer Index

SDCI:

3.02%

FLJH:

5.93%

Daily Std Dev

SDCI:

12.43%

FLJH:

19.75%

Max Drawdown

SDCI:

-45.79%

FLJH:

-31.36%

Current Drawdown

SDCI:

-0.76%

FLJH:

-5.61%

Returns By Period

In the year-to-date period, SDCI achieves a 4.20% return, which is significantly higher than FLJH's -2.33% return.


SDCI

YTD

4.20%

1M

3.49%

6M

10.52%

1Y

21.46%

5Y*

15.77%

10Y*

N/A

FLJH

YTD

-2.33%

1M

-1.59%

6M

-4.86%

1Y

15.50%

5Y*

15.32%

10Y*

N/A

*Annualized

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. FLJH - Expense Ratio Comparison

SDCI has a 0.70% expense ratio, which is higher than FLJH's 0.09% expense ratio.


SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
Expense ratio chart for SDCI: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for FLJH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

SDCI vs. FLJH — Risk-Adjusted Performance Rank

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

SDCI
The Risk-Adjusted Performance Rank of SDCI is 7575
Overall Rank
The Sharpe Ratio Rank of SDCI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SDCI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SDCI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SDCI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SDCI is 6767
Martin Ratio Rank

FLJH
The Risk-Adjusted Performance Rank of FLJH is 4242
Overall Rank
The Sharpe Ratio Rank of FLJH is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJH is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FLJH is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FLJH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FLJH is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDCI vs. FLJH - 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 Franklin FTSE Japan Hedged ETF (FLJH). 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.


Sharpe ratio
The chart of Sharpe ratio for SDCI, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.005.001.760.82
The chart of Sortino ratio for SDCI, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.471.15
The chart of Omega ratio for SDCI, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.16
The chart of Calmar ratio for SDCI, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.540.80
The chart of Martin ratio for SDCI, currently valued at 7.22, compared to the broader market0.0020.0040.0060.0080.00100.007.222.74
SDCI
FLJH

The current SDCI Sharpe Ratio is 1.76, which is higher than the FLJH Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SDCI and FLJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.76
0.82
SDCI
FLJH

Dividends

SDCI vs. FLJH - Dividend Comparison

SDCI's dividend yield for the trailing twelve months is around 5.69%, more than FLJH's 5.18% yield.


TTM20242023202220212020201920182017
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
5.69%5.93%3.46%33.49%19.25%0.20%0.93%0.68%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
5.18%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.05%

Drawdowns

SDCI vs. FLJH - Drawdown Comparison

The maximum SDCI drawdown since its inception was -45.79%, which is greater than FLJH's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for SDCI and FLJH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.76%
-5.61%
SDCI
FLJH

Volatility

SDCI vs. FLJH - Volatility Comparison

The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 3.78%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 4.98%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
3.78%
4.98%
SDCI
FLJH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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