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UBT vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) 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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Returns By Period

In the year-to-date period, UBT achieves a -4.25% return, which is significantly lower than SDCI's 24.19% return.


UBT

1D
0.00%
1M
-2.27%
6M
-5.90%
YTD
-4.25%
1Y
0.81%
3Y*
-9.31%
5Y*
-19.77%
10Y*
-9.36%

SDCI

1D
-0.49%
1M
0.77%
6M
22.42%
YTD
24.19%
1Y
28.33%
3Y*
20.87%
5Y*
20.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBT
ProShares Ultra 20+ Year Treasury
-4.25%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%7.14%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
24.19%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Correlation

The correlation between UBT and SDCI is -0.31, 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

-0.31

Correlation (3Y)
Calculated over the trailing 3-year period

-0.12

Correlation (5Y)
Calculated over the trailing 5-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since May 3, 2018

-0.13

The correlation between UBT and SDCI shifts across timeframes, from -0.31 (1 year) to -0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UBT vs. SDCI — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 88
Overall Rank
UBT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 88
Sortino Ratio Rank
UBT Omega Ratio Rank: 88
Omega Ratio Rank
UBT Calmar Ratio Rank: 88
Calmar Ratio Rank
UBT Martin Ratio Rank: 88
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 6565
Overall Rank
SDCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDCI Omega Ratio Rank: 6262
Omega Ratio Rank
SDCI Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDCI Martin Ratio Rank: 6161
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.

UBT vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) 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.


UBTSDCIDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.12

2.74

-2.85

Martin ratioReturn relative to average drawdown

-0.26

8.61

-8.87

UBT vs. SDCI - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is -0.11, which is lower than the SDCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UBT 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.


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Drawdowns

UBT vs. SDCI - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for UBT and SDCI.


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Drawdown Indicators


UBTSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-45.79%

-33.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-11.03%

-5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-35.81%

-11.96%

-23.85%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-18.55%

-53.94%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

Current Drawdown

Current decline from peak

-77.03%

-6.59%

-70.44%

Average Drawdown

Average peak-to-trough decline

-32.56%

-11.53%

-21.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

3.50%

+4.21%

Volatility

UBT vs. SDCI - Volatility Comparison

ProShares Ultra 20+ Year Treasury (UBT) has a higher volatility of 5.85% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 4.84%. This indicates that UBT'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.


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Volatility by Period


UBTSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.84%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

14.60%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

17.04%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.19%

18.39%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.21%

17.07%

+12.14%

UBT vs. SDCI - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is higher than SDCI's 0.60% expense ratio.


Dividends

UBT vs. SDCI - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.58%, more than SDCI's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.58%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


UBT and SDCI have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBT has higher volatility (5.85%) compared to SDCI (4.84%). In terms of maximum drawdown, UBT dropped -78.90% vs SDCI's -45.79%.

On 5-year performance, SDCI leads with 20.07% vs -19.77% for UBT. On fees, SDCI is cheaper at 0.60% per year. On volatility, SDCI has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SDCI has performed better with a 20.07% return vs -19.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDCI is cheaper with a 0.60% expense ratio, compared with 0.95% for UBT.

UBT has the higher dividend yield at 3.58%, compared with 2.96% for SDCI.

UBT is categorized as Leveraged Bonds, while SDCI is Commodities. UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%), while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: ProShares and USCF Investments. Their fees differ too: 0.95% for UBT and 0.60% for SDCI.

SDCI currently has the higher Sharpe Ratio (1.77 vs -0.11), 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.

Portfolio Optimizer

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