SFIG vs. DCMT
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - SFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while DCMT is a Commodities fund actively managed by DoubleLine. SFIG is passively managed, while DCMT is actively managed. Over the past year, SFIG returned 4.41% vs 42.19% for DCMT. At a correlation of -0.19, they often move in opposite directions. SFIG charges 0.18%/yr vs 0.66%/yr for DCMT.
Performance
SFIG vs. DCMT - Performance Comparison
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Returns By Period
In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than DCMT's 34.49% return.
SFIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
DCMT
- 1D
- 0.63%
- 1M
- -2.89%
- YTD
- 34.49%
- 6M
- 33.53%
- 1Y
- 42.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFIG vs. DCMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 0.53% | 6.61% | 4.15% |
DCMT DoubleLine Commodity Strategy ETF | 34.49% | 6.04% | 4.96% |
Correlation
The correlation between SFIG and DCMT is -0.33, 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 | -0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | -0.19 |
The correlation between SFIG and DCMT shifts across timeframes, from -0.33 (1 year) to -0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFIG vs. DCMT — Risk / Return Rank
SFIG
DCMT
SFIG vs. DCMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and DoubleLine Commodity Strategy ETF (DCMT). 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.
| SFIG | DCMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 6.83 | -3.66 |
| Martin ratioReturn relative to average drawdown | 12.48 | 16.31 | -3.83 |
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
| SFIG | DCMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.32 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.20 | -0.49 |
Drawdowns
SFIG vs. DCMT - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, roughly equal to the maximum DCMT drawdown of -11.95%. Use the drawdown chart below to compare losses from any high point for SFIG and DCMT.
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Drawdown Indicators
| SFIG | DCMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -11.95% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -6.21% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -3.46% | +3.14% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -3.13% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 2.59% | -2.24% |
Volatility
SFIG vs. DCMT - Volatility Comparison
The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 6.71%. This indicates that SFIG experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFIG | DCMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 6.71% | -6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 15.87% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 18.27% | -16.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 15.77% | -12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 15.77% | -12.35% |
SFIG vs. DCMT - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is lower than DCMT's 0.66% expense ratio.
Dividends
SFIG vs. DCMT - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, more than DCMT's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DCMT DoubleLine Commodity Strategy ETF | 2.73% | 3.67% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% |
Frequently Asked Questions
SFIG and DCMT have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCMT has higher volatility (6.71%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs DCMT's -11.95%.
On 1-year performance, DCMT leads with 42.19% vs 4.41% for SFIG. On fees, SFIG is cheaper at 0.18% per year. On volatility, SFIG has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DCMT has performed better with a 42.19% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFIG is cheaper with a 0.18% expense ratio, compared with 0.66% for DCMT.
SFIG has the higher dividend yield at 4.44%, compared with 2.73% for DCMT.
SFIG is categorized as Corporate Bonds, while DCMT is Commodities. They also come from different issuers: WisdomTree and DoubleLine. Their fees differ too: 0.18% for SFIG and 0.66% for DCMT.
DCMT currently has the higher Sharpe Ratio (2.32 vs 2.28), 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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