SDCI vs. VOO
SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SDCI returned 20.23%/yr vs 13.01%/yr for VOO. At a 0.20 correlation, their price movements are largely independent. SDCI charges 0.60%/yr vs 0.03%/yr for VOO.
Performance
SDCI vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SDCI achieves a 27.24% return, which is significantly higher than VOO's 10.45% return.
SDCI
- 1D
- 2.45%
- 1M
- 3.24%
- 6M
- 22.83%
- YTD
- 27.24%
- 1Y
- 31.47%
- 3Y*
- 21.11%
- 5Y*
- 20.23%
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SDCI vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 27.24% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -3.56% |
Correlation
The correlation between SDCI and VOO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.20 |
The correlation between SDCI and VOO shifts across timeframes, from -0.03 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDCI vs. VOO — Risk / Return Rank
SDCI
VOO
SDCI vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.43 | +0.44 |
| Martin ratioReturn relative to average drawdown | 9.00 | 10.60 | -1.60 |
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Drawdowns
SDCI vs. VOO - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SDCI and VOO.
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Drawdown Indicators
| SDCI | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -33.99% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -8.90% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -18.69% | +6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -24.52% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -4.30% | -1.11% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -3.68% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.04% | +1.47% |
Volatility
SDCI vs. VOO - Volatility Comparison
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a higher volatility of 5.40% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that SDCI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDCI | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.16% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 9.97% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 12.53% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.43% | 16.93% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 18.00% | -0.91% |
SDCI vs. VOO - Expense Ratio Comparison
SDCI has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
SDCI vs. VOO - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 2.89%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.89% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SDCI and VOO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (5.40%) compared to VOO (4.16%). In terms of maximum drawdown, SDCI dropped -45.79% vs VOO's -33.99%.
On 5-year performance, SDCI leads with 20.23% vs 13.01% for VOO. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 4.16%. 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 20.23% return vs 13.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOO is cheaper with a 0.03% expense ratio, compared with 0.60% for SDCI.
SDCI has the higher dividend yield at 2.89%, compared with 1.07% for VOO.
SDCI is categorized as Commodities, while VOO is S&P 500. SDCI tracks SummerHaven Dynamic Commodity Index Total Return, while VOO tracks S&P 500 Index. They also come from different issuers: USCF Investments and Vanguard. Their fees differ too: 0.60% for SDCI and 0.03% for VOO.
SDCI currently has the higher Sharpe Ratio (1.84 vs 1.73), 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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