SLF vs. SDCI

Last updated Jun 4, 2026

SLF (Sun Life Financial Inc.) is a stock, while SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund actively managed by Wainwright, Inc.. Over the past 5 years, SLF returned 10.73%/yr vs 20.15%/yr for SDCI. At a 0.21 correlation, their price movements are largely independent.

Performance

SLF vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sun Life Financial Inc. (SLF) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLF achieves a 17.89% return, which is significantly lower than SDCI's 28.92% return.

SLF

• 1D: -0.87%
• 1M: 0.92%
• YTD: 17.89%
• 6M: 27.23%
• 1Y: 15.84%
• 3Y*: 18.09%
• 5Y*: 10.73%
• 10Y*: 12.26%

SDCI

• 1D: 0.18%
• 1M: -1.11%
• YTD: 28.92%
• 6M: 26.57%
• 1Y: 40.79%
• 3Y*: 23.74%
• 5Y*: 20.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SLF vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SLF Sun Life Financial Inc.	17.89%	9.72%	19.48%	17.77%	-12.89%	29.71%	1.55%	42.69%	-15.95%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	28.92%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	-2.36%	-13.91%

Correlation

The correlation between SLF and SDCI is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 4, 2018	0.21

The correlation between SLF and SDCI shifts across timeframes, from -0.16 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SLF vs. SDCI — Risk / Return Rank

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

SLF

SLF Risk / Return Rank: 61
SLF Sharpe Ratio Rank: 66
SLF Sortino Ratio Rank: 57
SLF Omega Ratio Rank: 60
SLF Calmar Ratio Rank: 62
SLF Martin Ratio Rank: 61

SDCI

SDCI Risk / Return Rank: 74
SDCI Sharpe Ratio Rank: 74
SDCI Sortino Ratio Rank: 66
SDCI Omega Ratio Rank: 66
SDCI Calmar Ratio Rank: 83
SDCI Martin Ratio Rank: 81

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.

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.

	SLF	SDCI	Difference
Sharpe ratio: Return per unit of total volatility	0.79	2.44	-1.65
Sortino ratio: Return per unit of downside risk	1.12	3.10	-1.97
Omega ratio: Gain probability vs. loss probability	1.16	1.41	-0.24
Calmar ratio: Return relative to maximum drawdown	1.07	4.53	-3.46
Martin ratio: Return relative to average drawdown	2.30	16.31	-14.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLF vs. SDCI - Sharpe Ratio Comparison

The current SLF Sharpe Ratio is 0.79, which is lower than the SDCI Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SLF and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SLF	SDCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	2.44	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	1.10	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.68	-0.26

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.

Drawdown Indicators

	SLF	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-78.60%	-45.79%	-32.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-9.04%	-5.87%
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 Drawdown Current decline from peak	-0.87%	-3.04%	+2.17%
Average Drawdown Average peak-to-trough decline	-16.88%	-11.58%	-5.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.90%	2.51%	+4.39%

Volatility

SLF vs. SDCI - Volatility Comparison

Sun Life Financial Inc. (SLF) has a higher volatility of 7.05% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 4.61%. This indicates that SLF's price experiences larger fluctuations and is considered to be riskier than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLF	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.05%	4.61%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	14.08%	14.15%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	20.08%	16.83%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.42%	18.46%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.89%	17.08%	+5.81%

Dividends

SLF vs. SDCI - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 3.68%, more than SDCI's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	2.85%	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.	3.68%	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

Can I hold both SLF and SDCI in my portfolio?

SLF and SDCI have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLF or SDCI?

SLF has higher volatility (7.05%) compared to SDCI (4.61%). In terms of maximum drawdown, SLF dropped -78.60% vs SDCI's -45.79%.

Which has better risk-adjusted returns?

SDCI currently has the higher Sharpe Ratio (2.44 vs 0.79), 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.