SDCI vs. VDE
SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) and VDE (Vanguard Energy ETF) are both exchange-traded funds - SDCI is a Commodities fund actively managed by Wainwright, Inc., while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. SDCI is actively managed, while VDE is passively managed. Over the past 5 years, SDCI returned 19.07%/yr vs 20.05%/yr for VDE. At a 0.50 correlation, their price movements are largely independent. SDCI charges 0.70%/yr vs 0.09%/yr for VDE.
Performance
SDCI vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, SDCI achieves a 23.24% return, which is significantly lower than VDE's 29.66% return.
SDCI
- 1D
- -1.02%
- 1M
- -6.15%
- YTD
- 23.24%
- 6M
- 21.10%
- 1Y
- 27.81%
- 3Y*
- 21.61%
- 5Y*
- 19.07%
- 10Y*
- —
VDE
- 1D
- 0.77%
- 1M
- -1.49%
- YTD
- 29.66%
- 6M
- 28.33%
- 1Y
- 35.15%
- 3Y*
- 16.71%
- 5Y*
- 20.05%
- 10Y*
- 9.39%
SDCI vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 23.24% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
VDE Vanguard Energy ETF | 29.66% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -22.28% |
Correlation
The correlation between SDCI and VDE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.50 |
The correlation between SDCI and VDE shifts across timeframes, from 0.50 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDCI vs. VDE — Risk / Return Rank
SDCI
VDE
SDCI vs. VDE - 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 Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.20 | +0.06 |
| Martin ratioReturn relative to average drawdown | 10.91 | 8.95 | +1.96 |
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Drawdowns
SDCI vs. VDE - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for SDCI and VDE.
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Drawdown Indicators
| SDCI | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -74.20% | +28.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -11.80% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -21.41% | +9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -26.58% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -7.31% | -8.26% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -19.95% | +8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.21% | -1.51% |
Volatility
SDCI vs. VDE - Volatility Comparison
The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 3.46%, while Vanguard Energy ETF (VDE) has a volatility of 7.15%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDCI | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 7.15% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 16.59% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 20.46% | -3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 26.45% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 29.93% | -12.86% |
SDCI vs. VDE - Expense Ratio Comparison
SDCI has a 0.70% expense ratio, which is higher than VDE's 0.09% expense ratio.
Dividends
SDCI vs. VDE - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 2.99%, more than VDE's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.99% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.42% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
SDCI and VDE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (7.15%) compared to SDCI (3.46%). In terms of maximum drawdown, SDCI dropped -45.79% vs VDE's -74.20%.
On 5-year performance, VDE leads with 20.05% vs 19.07% for SDCI. On fees, VDE is cheaper at 0.09% per year. On volatility, SDCI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VDE has performed better with a 20.05% return vs 19.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDE is cheaper with a 0.09% expense ratio, compared with 0.70% for SDCI.
SDCI has the higher dividend yield at 2.99%, compared with 2.42% for VDE.
SDCI is categorized as Commodities, while VDE is Energy Equities. They also come from different issuers: Wainwright, Inc. and Vanguard. Their fees differ too: 0.70% for SDCI and 0.09% for VDE.
VDE currently has the higher Sharpe Ratio (1.85 vs 1.74), 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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