SDCI vs. VGK
SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) and VGK (Vanguard FTSE Europe ETF) are both exchange-traded funds - SDCI is a Commodities fund actively managed by Wainwright, Inc., while VGK is a Europe Equities fund tracking the FTSE Developed Europe All Cap Index. SDCI is actively managed, while VGK is passively managed. Over the past 5 years, SDCI returned 19.07%/yr vs 8.50%/yr for VGK. At a 0.26 correlation, their price movements are largely independent. SDCI charges 0.70%/yr vs 0.06%/yr for VGK.
Performance
SDCI vs. VGK - Performance Comparison
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Returns By Period
In the year-to-date period, SDCI achieves a 23.24% return, which is significantly higher than VGK's 7.69% return.
SDCI
- 1D
- -1.02%
- 1M
- -6.15%
- YTD
- 23.24%
- 6M
- 21.10%
- 1Y
- 27.81%
- 3Y*
- 21.61%
- 5Y*
- 19.07%
- 10Y*
- —
VGK
- 1D
- 0.18%
- 1M
- 2.46%
- YTD
- 7.69%
- 6M
- 9.92%
- 1Y
- 19.73%
- 3Y*
- 16.69%
- 5Y*
- 8.50%
- 10Y*
- 10.28%
SDCI vs. VGK - 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% |
VGK Vanguard FTSE Europe ETF | 7.69% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -15.24% |
Correlation
The correlation between SDCI and VGK is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.26 |
The correlation between SDCI and VGK shifts across timeframes, from -0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDCI vs. VGK — Risk / Return Rank
SDCI
VGK
SDCI vs. VGK - 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 FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 1.49 | +1.77 |
| Martin ratioReturn relative to average drawdown | 10.91 | 5.52 | +5.39 |
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Drawdowns
SDCI vs. VGK - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for SDCI and VGK.
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Drawdown Indicators
| SDCI | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -63.61% | +17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -12.09% | +3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -14.31% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -32.74% | +14.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.50% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -13.33% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.27% | -0.57% |
Volatility
SDCI vs. VGK - Volatility Comparison
The current volatility for USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) is 3.46%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 5.82%. This indicates that SDCI experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDCI | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.82% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 13.36% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 15.92% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 17.98% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 18.95% | -1.88% |
SDCI vs. VGK - Expense Ratio Comparison
SDCI has a 0.70% expense ratio, which is higher than VGK's 0.06% expense ratio.
Dividends
SDCI vs. VGK - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 2.99%, more than VGK's 2.76% 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% |
VGK Vanguard FTSE Europe ETF | 2.76% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Frequently Asked Questions
SDCI and VGK have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGK has higher volatility (5.82%) compared to SDCI (3.46%). In terms of maximum drawdown, SDCI dropped -45.79% vs VGK's -63.61%.
On 5-year performance, SDCI leads with 19.07% vs 8.50% for VGK. On fees, VGK is cheaper at 0.06% 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, SDCI has performed better with a 19.07% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGK is cheaper with a 0.06% expense ratio, compared with 0.70% for SDCI.
SDCI has the higher dividend yield at 2.99%, compared with 2.76% for VGK.
SDCI is categorized as Commodities, while VGK is Europe Equities. They also come from different issuers: Wainwright, Inc. and Vanguard. Their fees differ too: 0.70% for SDCI and 0.06% for VGK.
SDCI currently has the higher Sharpe Ratio (1.74 vs 1.13), 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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