UDI vs. CSTK

Last updated Jun 24, 2026

UDI (USCF ESG Dividend Income Fund) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, UDI returned 23.60% vs 25.69% for CSTK. Their correlation of 0.80 suggests significant overlap in exposure. UDI charges 0.65%/yr vs 0.35%/yr for CSTK.

Performance

UDI vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF ESG Dividend Income Fund (UDI) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with UDI having a 12.00% return and CSTK slightly higher at 12.57%.

UDI

• 1D: 0.64%
• 1M: 1.33%
• YTD: 12.00%
• 6M: 11.67%
• 1Y: 23.60%
• 3Y*: 17.17%
• 5Y*: —
• 10Y*: —

CSTK

• 1D: -0.49%
• 1M: 0.84%
• YTD: 12.57%
• 6M: 12.10%
• 1Y: 25.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UDI vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
UDI USCF ESG Dividend Income Fund	12.00%	15.68%
CSTK Invesco Comstock Contrarian Equity ETF	12.57%	18.16%

Correlation

The correlation between UDI and CSTK is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since May 7, 2025	0.80

The correlation between UDI and CSTK has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

Return for Risk

UDI vs. CSTK — Risk / Return Rank

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

UDI

UDI Risk / Return Rank: 81
UDI Sharpe Ratio Rank: 80
UDI Sortino Ratio Rank: 82
UDI Omega Ratio Rank: 75
UDI Calmar Ratio Rank: 84
UDI Martin Ratio Rank: 84

CSTK

CSTK Risk / Return Rank: 73
CSTK Sharpe Ratio Rank: 78
CSTK Sortino Ratio Rank: 80
CSTK Omega Ratio Rank: 74
CSTK Calmar Ratio Rank: 64
CSTK Martin Ratio Rank: 68

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.

UDI vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	UDI	CSTK	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.26	+0.05
Sortino ratio: Return per unit of downside risk	3.29	3.24	+0.06
Omega ratio: Gain probability vs. loss probability	1.40	1.40	0.00
Calmar ratio: Return relative to maximum drawdown	4.19	2.91	+1.28
Martin ratio: Return relative to average drawdown	15.83	11.38	+4.45

UDI vs. CSTK - Sharpe Ratio Comparison

The current UDI Sharpe Ratio is 2.31, which is comparable to the CSTK Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of UDI and CSTK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

UDI vs. CSTK - Drawdown Comparison

The maximum UDI drawdown since its inception was -14.17%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for UDI and CSTK.

Drawdown Indicators

	UDI	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-14.17%	-8.87%	-5.30%
Max Drawdown (1Y) Largest decline over 1 year	-5.66%	-8.87%	+3.21%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	—	—
Current Drawdown Current decline from peak	-1.02%	-0.86%	-0.16%
Average Drawdown Average peak-to-trough decline	-3.07%	-1.24%	-1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	2.26%	-0.77%

Volatility

UDI vs. CSTK - Volatility Comparison

USCF ESG Dividend Income Fund (UDI) and Invesco Comstock Contrarian Equity ETF (CSTK) have volatilities of 3.37% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UDI	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	3.26%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	7.17%	8.63%	-1.46%
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	11.42%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.02%	11.64%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.02%	11.64%	+2.38%

UDI vs. CSTK - Expense Ratio Comparison

UDI has a 0.65% expense ratio, which is higher than CSTK's 0.35% expense ratio.

Dividends

UDI vs. CSTK - Dividend Comparison

UDI's dividend yield for the trailing twelve months is around 2.44%, more than CSTK's 2.18% yield.

Position	TTM	2025	2024	2023	2022
CSTK Invesco Comstock Contrarian Equity ETF	2.18%	1.44%	0.00%	0.00%	0.00%
UDI USCF ESG Dividend Income Fund	2.44%	2.42%	5.33%	2.61%	1.79%

Frequently Asked Questions

Can I hold both UDI and CSTK in my portfolio?

UDI and CSTK have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UDI or CSTK?

UDI has higher volatility (3.37%) compared to CSTK (3.26%). In terms of maximum drawdown, UDI dropped -14.17% vs CSTK's -8.87%.

Which ETF is better, UDI or CSTK?

On 1-year performance, CSTK leads with 25.69% vs 23.60% for UDI. On fees, CSTK is cheaper at 0.35% per year. On volatility, CSTK has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, UDI or CSTK?

Over the 1-year period, CSTK has performed better with a 25.69% return vs 23.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, UDI or CSTK?

CSTK is cheaper with a 0.35% expense ratio, compared with 0.65% for UDI.

Which ETF pays a higher dividend yield, UDI or CSTK?

UDI has the higher dividend yield at 2.44%, compared with 2.18% for CSTK.

What is the main difference between UDI and CSTK?

They also come from different issuers: USCF Advisers and Invesco. Their fees differ too: 0.65% for UDI and 0.35% for CSTK.

Which has better risk-adjusted returns?

UDI currently has the higher Sharpe Ratio (2.31 vs 2.26), 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.