SLF vs. SDCI
SLF (Sun Life Financial Inc.) is a stock, while SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Over the past 5 years, SLF returned 14.26%/yr vs 20.20%/yr for SDCI. At a 0.20 correlation, their price movements are largely independent.
Performance
SLF vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, SLF achieves a 29.79% return, which is significantly higher than SDCI's 24.88% return.
SLF
- 1D
- -0.64%
- 1M
- 7.98%
- 6M
- 29.05%
- YTD
- 29.79%
- 1Y
- 33.16%
- 3Y*
- 21.33%
- 5Y*
- 14.26%
- 10Y*
- 14.30%
SDCI
- 1D
- 1.66%
- 1M
- -0.58%
- 6M
- 22.81%
- YTD
- 24.88%
- 1Y
- 30.21%
- 3Y*
- 21.54%
- 5Y*
- 20.20%
- 10Y*
- —
SLF vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 29.79% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -17.01% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 24.88% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between SLF and SDCI is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.20 |
The correlation between SLF and SDCI shifts across timeframes, from -0.18 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SLF vs. SDCI — Risk / Return Rank
SLF
SDCI
SLF vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.
| SLF | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.75 | +0.56 |
| Martin ratioReturn relative to average drawdown | 8.25 | 8.78 | -0.53 |
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Drawdowns
SLF vs. SDCI - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for SLF and SDCI.
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Drawdown Indicators
| SLF | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -45.79% | -32.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -11.03% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -11.96% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -18.55% | -12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -6.08% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -16.83% | -11.54% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.45% | +0.58% |
Volatility
SLF vs. SDCI - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 3.77%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.88%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.88% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 14.62% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 17.03% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 18.40% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 17.08% | +5.59% |
Dividends
SLF vs. SDCI - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.35%, more than SDCI's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.95% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% |
SLF Sun Life Financial Inc. | 3.35% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Frequently Asked Questions
SLF and SDCI have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (4.88%) compared to SLF (3.77%). In terms of maximum drawdown, SLF dropped -78.60% vs SDCI's -45.79%.
SDCI currently has the higher Sharpe Ratio (1.78 vs 1.69), 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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