SDCI vs. FLSP
SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) and FLSP (Franklin Liberty Systematic Style Premia ETF) are both exchange-traded funds - SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while FLSP is a Long-Short fund actively managed by Franklin Templeton. SDCI is passively managed, while FLSP is actively managed. Over the past 5 years, SDCI returned 20.86%/yr vs 8.25%/yr for FLSP. Their 0.13 correlation means their historical movements had little consistent relationship. SDCI charges 0.60%/yr vs 0.65%/yr for FLSP.
Performance
SDCI vs. FLSP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDCI achieves a 31.41% return, which is significantly higher than FLSP's 5.20% return.
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%
FLSP
- 1D
- 1.51%
- 1M
- 3.43%
- 6M
- 4.81%
- YTD
- 5.20%
- 1Y
- 17.32%
- 3Y*
- 10.53%
- 5Y*
- 8.25%
- 10Y*
- —
- ALL TIME*
- 4.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.89M | $2.48M | $2.72M | |
| $5.69M | $7.12M | $7.50M |
SDCI vs. FLSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 31.41% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | 0.47% |
FLSP Franklin Liberty Systematic Style Premia ETF | 5.20% | 15.56% | 11.75% | 3.14% | 0.44% | 11.44% | -15.19% | 0.90% |
Correlation
The correlation between SDCI and FLSP is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDCI vs. FLSP — Risk / Return Rank
SDCI
FLSP
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.
| SDCI | FLSP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.48 | -1.15 |
| Martin ratioReturn relative to average drawdown | 10.55 | 13.39 | -2.83 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SDCI | FLSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -22.75% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -4.03% | -7.00% |
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 DrawdownCurrent decline from peak | -1.53% | 0.00% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -6.16% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 1.35% | +2.13% |
Volatility
SDCI vs. FLSP - Volatility Comparison
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a higher volatility of 5.28% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 2.98%. 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.
Loading charts...
Volatility by Period
| SDCI | FLSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 2.98% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 6.55% | +7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 8.88% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 13.37% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 13.42% | +3.65% |
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 2.80%, more than FLSP's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLSP Franklin Liberty Systematic Style Premia ETF | 2.52% | 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 | 2.80% | 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 0.19, 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 FLSP (2.98%). In terms of maximum drawdown, SDCI dropped -45.79% vs FLSP's -22.75%.
On 5-year performance, SDCI leads with 20.86% vs 8.25% for FLSP. On fees, SDCI is cheaper at 0.60% per year. On volatility, FLSP has been the lower-risk option at 2.98%. 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 8.25%. 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 2.80%, compared with 2.52% for FLSP.
SDCI is categorized as Commodities, while FLSP is Long-Short. They also come from different issuers: USCF and Franklin Templeton. Their fees differ too: 0.60% for SDCI and 0.65% for FLSP.
SDCI currently has the higher Sharpe Ratio (2.12 vs 2.03), 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.
Find the right allocation for SDCI and FLSP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer