TLTP vs. SDCI
TLTP (Amplify Bloomberg U.S. Treasury Target High Income ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - TLTP is a Government Bonds fund tracking the Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past year, TLTP returned 4.41% vs 28.33% for SDCI. At a correlation of -0.16, they often move in opposite directions. TLTP charges 0.38%/yr vs 0.60%/yr for SDCI.
Performance
TLTP vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, TLTP achieves a -0.34% return, which is significantly lower than SDCI's 24.19% return.
TLTP
- 1D
- 0.17%
- 1M
- -1.07%
- 6M
- -0.65%
- YTD
- -0.34%
- 1Y
- 4.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDCI
- 1D
- -0.49%
- 1M
- 0.77%
- 6M
- 22.42%
- YTD
- 24.19%
- 1Y
- 28.33%
- 3Y*
- 20.87%
- 5Y*
- 20.07%
- 10Y*
- —
TLTP vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF | -0.34% | 5.39% | -3.31% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 24.19% | 17.60% | 6.47% |
Correlation
The correlation between TLTP and SDCI is -0.30, 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 | -0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | -0.16 |
The correlation between TLTP and SDCI shifts across timeframes, from -0.30 (1 year) to -0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TLTP vs. SDCI — Risk / Return Rank
TLTP
SDCI
TLTP vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) 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.
| TLTP | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 2.74 | -2.20 |
| Martin ratioReturn relative to average drawdown | 1.38 | 8.61 | -7.24 |
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Drawdowns
TLTP vs. SDCI - Drawdown Comparison
The maximum TLTP drawdown since its inception was -8.54%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for TLTP and SDCI.
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Drawdown Indicators
| TLTP | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.54% | -45.79% | +37.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -11.03% | +5.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.55% | — |
Current DrawdownCurrent decline from peak | -3.72% | -6.59% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -11.53% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.50% | -1.24% |
Volatility
TLTP vs. SDCI - Volatility Comparison
The current volatility for Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) is 2.20%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.84%. This indicates that TLTP 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
| TLTP | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 4.84% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 5.34% | 14.60% | -9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.40% | 17.04% | -9.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.71% | 18.39% | -8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 17.07% | -7.36% |
TLTP vs. SDCI - Expense Ratio Comparison
TLTP has a 0.38% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
TLTP vs. SDCI - Dividend Comparison
TLTP's dividend yield for the trailing twelve months is around 13.39%, more than SDCI's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.96% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF | 13.39% | 12.53% | 2.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLTP and SDCI have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (4.84%) compared to TLTP (2.20%). In terms of maximum drawdown, TLTP dropped -8.54% vs SDCI's -45.79%.
On 1-year performance, SDCI leads with 28.33% vs 4.41% for TLTP. On fees, TLTP is cheaper at 0.38% per year. On volatility, TLTP has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SDCI has performed better with a 28.33% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLTP is cheaper with a 0.38% expense ratio, compared with 0.60% for SDCI.
TLTP has the higher dividend yield at 13.39%, compared with 2.96% for SDCI.
TLTP is categorized as Government Bonds, while SDCI is Commodities. TLTP tracks Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Amplify and USCF Investments. Their fees differ too: 0.38% for TLTP and 0.60% for SDCI.
SDCI currently has the higher Sharpe Ratio (1.77 vs 0.42), 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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