SDCI vs. GSG
Compare and contrast key facts about USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and iShares S&P GSCI Commodity-Indexed Trust (GSG).
SDCI and GSG 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. GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.
Performance
SDCI vs. GSG - Performance Comparison
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SDCI vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 22.70% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 38.38% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -19.66% |
Returns By Period
In the year-to-date period, SDCI achieves a 22.70% return, which is significantly lower than GSG's 38.38% return.
SDCI
- 1D
- -0.77%
- 1M
- 9.08%
- YTD
- 22.70%
- 6M
- 21.72%
- 1Y
- 29.96%
- 3Y*
- 21.13%
- 5Y*
- 22.45%
- 10Y*
- —
GSG
- 1D
- -1.05%
- 1M
- 18.45%
- YTD
- 38.38%
- 6M
- 39.22%
- 1Y
- 40.14%
- 3Y*
- 16.62%
- 5Y*
- 17.68%
- 10Y*
- 8.98%
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SDCI vs. GSG - Expense Ratio Comparison
SDCI has a 0.70% expense ratio, which is lower than GSG's 0.75% expense ratio.
Return for Risk
SDCI vs. GSG — Risk / Return Rank
SDCI
GSG
SDCI vs. GSG - 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 S&P GSCI Commodity-Indexed Trust (GSG). 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.
| SDCI | GSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.91 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.16 | 2.58 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.37 | -0.69 |
Martin ratioReturn relative to average drawdown | 9.09 | 9.40 | -0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDCI | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.91 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.81 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.09 | +0.75 |
Correlation
The correlation between SDCI and GSG is 0.75, 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.
Dividends
SDCI vs. GSG - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 3.00%, while GSG has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 3.00% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDCI vs. GSG - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SDCI and GSG.
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Drawdown Indicators
| SDCI | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -89.62% | +43.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.91% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -29.12% | +10.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -1.06% | -58.22% | +57.16% |
Average DrawdownAverage peak-to-trough decline | -11.80% | -63.77% | +51.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 4.27% | -0.75% |
Volatility
SDCI vs. GSG - Volatility Comparison
The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 7.05%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 11.23%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDCI | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 11.23% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 16.29% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 21.14% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 21.97% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 21.77% | -4.66% |