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UDI vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDI vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF ESG Dividend Income Fund (UDI) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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UDI vs. DEW - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDI
USCF ESG Dividend Income Fund
5.95%14.23%17.07%6.35%3.81%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.56%

Returns By Period

In the year-to-date period, UDI achieves a 5.95% return, which is significantly lower than DEW's 8.14% return.


UDI

1D
1.04%
1M
-2.12%
YTD
5.95%
6M
9.33%
1Y
18.09%
3Y*
14.74%
5Y*
10Y*

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDI vs. DEW - Expense Ratio Comparison

UDI has a 0.65% expense ratio, which is higher than DEW's 0.58% expense ratio.


Return for Risk

UDI vs. DEW — Risk / Return Rank

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

UDI
UDI Risk / Return Rank: 6969
Overall Rank
UDI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UDI Sortino Ratio Rank: 6767
Sortino Ratio Rank
UDI Omega Ratio Rank: 6767
Omega Ratio Rank
UDI Calmar Ratio Rank: 6565
Calmar Ratio Rank
UDI Martin Ratio Rank: 7474
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

UDI vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) and WisdomTree Global High Dividend Fund (DEW). 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.


UDIDEWDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.69

-0.46

Sortino ratio

Return per unit of downside risk

1.73

2.30

-0.57

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.70

1.98

-0.27

Martin ratio

Return relative to average drawdown

7.96

10.56

-2.60

UDI vs. DEW - Sharpe Ratio Comparison

The current UDI Sharpe Ratio is 1.24, which is comparable to the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of UDI and DEW, 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


UDIDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.69

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.28

+0.61

Correlation

The correlation between UDI and DEW is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UDI vs. DEW - Dividend Comparison

UDI's dividend yield for the trailing twelve months is around 2.53%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
UDI
USCF ESG Dividend Income Fund
2.53%2.42%5.33%2.61%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

UDI vs. DEW - Drawdown Comparison

The maximum UDI drawdown since its inception was -14.17%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for UDI and DEW.


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Drawdown Indicators


UDIDEWDifference

Max Drawdown

Largest peak-to-trough decline

-14.17%

-65.55%

+51.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-11.80%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-2.82%

-3.63%

+0.81%

Average Drawdown

Average peak-to-trough decline

-3.16%

-12.54%

+9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.21%

+0.24%

Volatility

UDI vs. DEW - Volatility Comparison

The current volatility for USCF ESG Dividend Income Fund (UDI) is 3.17%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 4.07%. This indicates that UDI experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

4.07%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

7.21%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

13.42%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

13.02%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

15.55%

-1.33%