UDI vs. LVDS

Last updated Jun 5, 2026

UDI (USCF ESG Dividend Income Fund) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. UDI charges 0.65%/yr vs 0.30%/yr for LVDS.

Performance

UDI vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF ESG Dividend Income Fund (UDI) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UDI achieves a 10.96% return, which is significantly lower than LVDS's 14.33% return.

UDI

• 1D: 1.37%
• 1M: 2.33%
• YTD: 10.96%
• 6M: 12.67%
• 1Y: 24.01%
• 3Y*: 17.11%
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.68%
• 1M: 3.71%
• YTD: 14.33%
• 6M: 15.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UDI vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
UDI USCF ESG Dividend Income Fund	10.96%	7.13%
LVDS JPMorgan Fundamental Data Science Large Value ETF	14.33%	7.24%

Correlation

The correlation between UDI and LVDS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.78

UDI vs. LVDS - Sectors Allocation Comparison

Sectors	UDI	LVDS
Financial Services	29.5%	18.3%
Healthcare	16.8%	8.6%
Energy	11.9%	6.6%
Real Estate	8.7%	4.2%
Utilities	8.3%	4.8%
Technology	6.8%	15.9%
Communication Services	6.1%	7.5%
Basic Materials	4.2%	1.7%
Consumer Defensive	2.9%	6.5%
Industrials	2.5%	10.2%
Consumer Cyclical	2.4%	8.0%

Return for Risk

UDI vs. LVDS — Risk / Return Rank

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

UDI

UDI Risk / Return Rank: 77
UDI Sharpe Ratio Rank: 73
UDI Sortino Ratio Rank: 76
UDI Omega Ratio Rank: 70
UDI Calmar Ratio Rank: 82
UDI Martin Ratio Rank: 82

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. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	UDI	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.35	—	—
Sortino ratio: Return per unit of downside risk	3.35	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	4.26	—	—
Martin ratio: Return relative to average drawdown	16.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UDI	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	2.47	-1.52

Drawdowns

UDI vs. LVDS - Drawdown Comparison

The maximum UDI drawdown since its inception was -14.17%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for UDI and LVDS.

Drawdown Indicators

	UDI	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-14.17%	-6.64%	-7.53%
Max Drawdown (1Y) Largest decline over 1 year	-5.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.07%	-0.97%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	—	—

Volatility

Volatility by Period

	UDI	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.26%	10.42%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	10.42%	+3.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.05%	10.42%	+3.63%

UDI vs. LVDS - Expense Ratio Comparison

UDI has a 0.65% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

UDI vs. LVDS - Dividend Comparison

UDI's dividend yield for the trailing twelve months is around 2.46%, less than LVDS's 7.51% yield.

Position	TTM	2025	2024	2023	2022
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.51%	8.25%	0.00%	0.00%	0.00%
UDI USCF ESG Dividend Income Fund	2.46%	2.42%	5.33%	2.61%	1.79%

Frequently Asked Questions

Can I hold both UDI and LVDS in my portfolio?

UDI and LVDS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UDI or LVDS?

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UDI or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.65% for UDI.

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

LVDS has the higher dividend yield at 7.51%, compared with 2.46% for UDI.

What is the main difference between UDI and LVDS?

They also come from different issuers: USCF Advisers and JPMorgan. Their fees differ too: 0.65% for UDI and 0.30% for LVDS.