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SPXE vs. SDCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXE vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Energy ETF (SPXE) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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SPXE vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPXE
ProShares S&P 500 Ex-Energy ETF
-4.77%18.03%25.72%27.71%-20.58%27.93%20.62%32.45%-3.24%
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%

Returns By Period

In the year-to-date period, SPXE achieves a -4.77% return, which is significantly lower than SDCI's 22.70% return.


SPXE

1D
0.98%
1M
-4.65%
YTD
-4.77%
6M
-2.60%
1Y
17.68%
3Y*
18.61%
5Y*
11.43%
10Y*
14.20%

SDCI

1D
-0.77%
1M
9.08%
YTD
22.70%
6M
21.72%
1Y
29.96%
3Y*
21.13%
5Y*
22.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXE vs. SDCI - Expense Ratio Comparison

SPXE has a 0.27% expense ratio, which is lower than SDCI's 0.70% expense ratio.


Return for Risk

SPXE vs. SDCI — Risk / Return Rank

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

SPXE
SPXE Risk / Return Rank: 5656
Overall Rank
SPXE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPXE Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPXE Omega Ratio Rank: 5757
Omega Ratio Rank
SPXE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPXE Martin Ratio Rank: 6262
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 8080
Overall Rank
SDCI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
SDCI Omega Ratio Rank: 7373
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDCI Martin Ratio Rank: 7979
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.

SPXE vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) 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.


SPXESDCIDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.65

-0.69

Sortino ratio

Return per unit of downside risk

1.48

2.16

-0.68

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.50

2.68

-1.18

Martin ratio

Return relative to average drawdown

6.61

9.09

-2.49

SPXE vs. SDCI - Sharpe Ratio Comparison

The current SPXE Sharpe Ratio is 0.96, which is lower than the SDCI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SPXE and SDCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPXESDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.65

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.22

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.65

+0.17

Correlation

The correlation between SPXE and SDCI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPXE vs. SDCI - Dividend Comparison

SPXE's dividend yield for the trailing twelve months is around 1.06%, less than SDCI's 3.00% yield.


TTM20252024202320222021202020192018201720162015
SPXE
ProShares S&P 500 Ex-Energy ETF
1.06%0.99%1.09%1.29%1.49%0.94%1.16%1.38%1.61%1.65%1.53%0.51%
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%0.00%0.00%0.00%

Drawdowns

SPXE vs. SDCI - Drawdown Comparison

The maximum SPXE drawdown since its inception was -32.27%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for SPXE and SDCI.


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Drawdown Indicators


SPXESDCIDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-45.79%

+13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-11.96%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-18.55%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-6.50%

-1.06%

-5.44%

Average Drawdown

Average peak-to-trough decline

-4.52%

-11.80%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.52%

-0.80%

Volatility

SPXE vs. SDCI - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Energy ETF (SPXE) is 5.64%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.05%. This indicates that SPXE 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


SPXESDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.05%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

13.92%

-4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

18.34%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

18.45%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

17.11%

+0.27%