PortfoliosLab logoPortfoliosLab logo
SDOG vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDOG vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SDOG achieves a 17.13% return, which is significantly lower than USCI's 22.58% return. Over the past 10 years, SDOG has outperformed USCI with an annualized return of 9.99%, while USCI has yielded a comparatively lower 8.19% annualized return.


SDOG

1D
1.26%
1M
6.55%
YTD
17.13%
6M
16.28%
1Y
27.16%
3Y*
16.38%
5Y*
9.08%
10Y*
9.99%

USCI

1D
-0.94%
1M
-5.98%
YTD
22.58%
6M
20.76%
1Y
27.13%
3Y*
21.04%
5Y*
18.23%
10Y*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDOG vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDOG
ALPS Sector Dividend Dogs ETF
17.13%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%
USCI
United States Commodity Index Fund
22.58%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between SDOG and USCI is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2012

0.28

Over the past year, the correlation between SDOG and USCI has dropped to 0.02 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SDOG vs. USCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDOG
SDOG Risk / Return Rank: 8383
Overall Rank
SDOG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDOG Omega Ratio Rank: 7878
Omega Ratio Rank
SDOG Calmar Ratio Rank: 8686
Calmar Ratio Rank
SDOG Martin Ratio Rank: 8080
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 6262
Overall Rank
USCI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 5555
Sortino Ratio Rank
USCI Omega Ratio Rank: 5454
Omega Ratio Rank
USCI Calmar Ratio Rank: 7575
Calmar Ratio Rank
USCI Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDOG vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and United States Commodity Index Fund (USCI). 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.


SDOGUSCIDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratioReturn relative to maximum drawdown

4.25

3.34

+0.91

Martin ratioReturn relative to average drawdown

13.63

10.82

+2.81

SDOG vs. USCI - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.30, which is higher than the USCI Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SDOG and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SDOG vs. USCI - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for SDOG and USCI.


Loading charts...

Drawdown Indicators


SDOGUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-66.41%

+22.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-8.73%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-12.01%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-18.84%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-45.82%

+2.26%

Current Drawdown

Current decline from peak

0.00%

-7.36%

+7.36%

Average Drawdown

Average peak-to-trough decline

-4.91%

-29.46%

+24.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.69%

-0.75%

Volatility

SDOG vs. USCI - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) and United States Commodity Index Fund (USCI) have volatilities of 3.34% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SDOGUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.42%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

14.11%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

16.78%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

18.45%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

15.85%

+3.21%

SDOG vs. USCI - Expense Ratio Comparison

SDOG has a 0.36% expense ratio, which is lower than USCI's 1.03% expense ratio.


Dividends

SDOG vs. USCI - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.26%, while USCI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SDOG
ALPS Sector Dividend Dogs ETF
3.26%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDOG and USCI have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCI has higher volatility (3.42%) compared to SDOG (3.34%). In terms of maximum drawdown, SDOG dropped -43.56% vs USCI's -66.41%.

On 10-year performance, SDOG leads with 9.99% vs 8.19% for USCI. On fees, SDOG is cheaper at 0.36% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SDOG has performed better with a 9.99% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDOG is cheaper with a 0.36% expense ratio, compared with 1.03% for USCI.

SDOG has the higher dividend yield at 3.26%, compared with 0.00% for USCI.

SDOG is categorized as Large Cap Value Equities, while USCI is Commodities. SDOG tracks S-Network Sector Dividend Dogs Index, while USCI tracks SummerHaven Dynamic Commodity (TR). They also come from different issuers: SS&C and Concierge Technologies. Their fees differ too: 0.36% for SDOG and 1.03% for USCI.

SDOG currently has the higher Sharpe Ratio (2.30 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.

Portfolio Optimizer

Find the right allocation for SDOG and USCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer