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SDCI vs. FLSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDCI vs. FLSP - 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 Liberty Systematic Style Premia ETF (FLSP). 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 20.29% return, which is significantly higher than FLSP's 2.34% return.


SDCI

1D
-0.08%
1M
-6.85%
YTD
20.29%
6M
18.15%
1Y
22.52%
3Y*
20.41%
5Y*
19.43%
10Y*

FLSP

1D
-0.58%
1M
0.95%
YTD
2.34%
6M
3.30%
1Y
15.79%
3Y*
10.46%
5Y*
8.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDCI vs. FLSP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
20.29%17.60%17.91%-0.88%33.23%36.52%-10.61%0.47%
FLSP
Franklin Liberty Systematic Style Premia ETF
2.34%15.56%11.75%3.14%0.44%11.44%-15.19%0.90%

Correlation

The correlation between SDCI and FLSP is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.08

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2019

0.13

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Return for Risk

SDCI vs. FLSP — Risk / Return Rank

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

SDCI
SDCI Risk / Return Rank: 4242
Overall Rank
SDCI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 3636
Sortino Ratio Rank
SDCI Omega Ratio Rank: 3535
Omega Ratio Rank
SDCI Calmar Ratio Rank: 4949
Calmar Ratio Rank
SDCI Martin Ratio Rank: 4949
Martin Ratio Rank

FLSP
FLSP Risk / Return Rank: 6060
Overall Rank
FLSP Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FLSP Sortino Ratio Rank: 5353
Sortino Ratio Rank
FLSP Omega Ratio Rank: 4949
Omega Ratio Rank
FLSP Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLSP Martin Ratio Rank: 6464
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. FLSP - 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 Franklin Liberty Systematic Style Premia ETF (FLSP). 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.


SDCIFLSPDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

2.37

3.94

-1.56

Martin ratioReturn relative to average drawdown

7.98

11.39

-3.40

SDCI vs. FLSP - Sharpe Ratio Comparison

The current SDCI Sharpe Ratio is 1.34, which is comparable to the FLSP Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SDCI and FLSP, 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. FLSP - Drawdown Comparison

The maximum SDCI drawdown since its inception was -45.79%, which is greater than FLSP's maximum drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for SDCI and FLSP.


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Drawdown Indicators


SDCIFLSPDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-22.75%

-23.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-4.03%

-5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-6.69%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-9.52%

-9.03%

Current Drawdown

Current decline from peak

-9.53%

-0.90%

-8.63%

Average Drawdown

Average peak-to-trough decline

-11.55%

-6.26%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.39%

+1.54%

Volatility

SDCI vs. FLSP - Volatility Comparison

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a higher volatility of 3.15% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 1.74%. This indicates that SDCI's price experiences larger fluctuations and is considered to be riskier than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDCIFLSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.74%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

6.77%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

9.08%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

13.35%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

13.48%

+3.58%

SDCI vs. FLSP - Expense Ratio Comparison

SDCI has a 0.60% expense ratio, which is lower than FLSP's 0.65% expense ratio.


Dividends

SDCI vs. FLSP - Dividend Comparison

SDCI's dividend yield for the trailing twelve months is around 3.06%, more than FLSP's 2.59% yield.


PositionTTM20252024202320222021202020192018
FLSP
Franklin Liberty Systematic Style Premia ETF
2.59%2.65%1.18%1.19%2.18%1.19%8.08%0.00%0.00%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
3.06%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%

Frequently Asked Questions


SDCI and FLSP have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDCI has higher volatility (3.15%) compared to FLSP (1.74%). In terms of maximum drawdown, SDCI dropped -45.79% vs FLSP's -22.75%.

On 5-year performance, SDCI leads with 19.43% vs 8.49% for FLSP. On fees, SDCI is cheaper at 0.60% per year. On volatility, FLSP has been the lower-risk option at 1.74%. 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 19.43% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDCI is cheaper with a 0.60% expense ratio, compared with 0.65% for FLSP.

SDCI has the higher dividend yield at 3.06%, compared with 2.59% for FLSP.

SDCI is categorized as Commodities, while FLSP is Long-Short. They also come from different issuers: USCF Investments and Franklin Templeton. Their fees differ too: 0.60% for SDCI and 0.65% for FLSP.

FLSP currently has the higher Sharpe Ratio (1.75 vs 1.34), 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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