SDCI vs. XBCU.L
Compare and contrast key facts about USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L).
SDCI and XBCU.L 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. XBCU.L is a passively managed fund by DWS that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. It was launched on Apr 9, 2010.
Performance
SDCI vs. XBCU.L - Performance Comparison
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SDCI vs. XBCU.L - 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% |
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 15.88% | 26.09% | 8.64% | -9.97% | 20.96% | 39.63% | -1.34% | 7.54% | -13.96% |
Returns By Period
In the year-to-date period, SDCI achieves a 22.70% return, which is significantly higher than XBCU.L's 15.88% return.
SDCI
- 1D
- -0.77%
- 1M
- 9.08%
- YTD
- 22.70%
- 6M
- 21.72%
- 1Y
- 29.96%
- 3Y*
- 21.13%
- 5Y*
- 22.45%
- 10Y*
- —
XBCU.L
- 1D
- -1.36%
- 1M
- 1.65%
- YTD
- 15.88%
- 6M
- 28.73%
- 1Y
- 30.53%
- 3Y*
- 15.02%
- 5Y*
- 16.99%
- 10Y*
- 10.62%
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SDCI vs. XBCU.L - Expense Ratio Comparison
SDCI has a 0.70% expense ratio, which is higher than XBCU.L's 0.29% expense ratio.
Return for Risk
SDCI vs. XBCU.L — Risk / Return Rank
SDCI
XBCU.L
SDCI vs. XBCU.L - 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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L). 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 | XBCU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.56 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.16 | 2.00 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.22 | -0.54 |
Martin ratioReturn relative to average drawdown | 9.09 | 8.53 | +0.56 |
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 | XBCU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.56 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.91 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.25 | +0.41 |
Correlation
The correlation between SDCI and XBCU.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDCI vs. XBCU.L - Dividend Comparison
SDCI's dividend yield for the trailing twelve months is around 3.00%, while XBCU.L 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% |
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDCI vs. XBCU.L - Drawdown Comparison
The maximum SDCI drawdown since its inception was -45.79%, smaller than the maximum XBCU.L drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for SDCI and XBCU.L.
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Drawdown Indicators
| SDCI | XBCU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.79% | -62.92% | +17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.60% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.55% | -27.83% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -1.06% | -4.38% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -11.80% | -30.03% | +18.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.59% | -0.07% |
Volatility
SDCI vs. XBCU.L - Volatility Comparison
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a higher volatility of 7.05% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) at 5.69%. This indicates that SDCI's price experiences larger fluctuations and is considered to be riskier than XBCU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDCI | XBCU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.69% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 15.45% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 19.52% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 18.72% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 16.54% | +0.57% |