UDI vs. SPLV
UDI (USCF ESG Dividend Income Fund) and SPLV (Invesco S&P 500 Low Volatility ETF) are both exchange-traded funds - UDI is a Large Cap Value Equities fund actively managed by USCF, while SPLV is a S&P 500 fund tracking the S&P 500 Low Volatility Index. UDI is actively managed, while SPLV is passively managed. Over the past 3 years, UDI returned 17.02%/yr vs 8.84%/yr for SPLV. Their 0.77 correlation means they have sometimes moved together and sometimes differently. UDI charges 0.65%/yr vs 0.25%/yr for SPLV.
Performance
UDI vs. SPLV - Performance Comparison
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Returns By Period
In the year-to-date period, UDI achieves a 16.78% return, which is significantly higher than SPLV's 8.12% return.
UDI
- 1D
- 0.09%
- 1M
- 2.84%
- 6M
- 12.51%
- YTD
- 16.78%
- 1Y
- 27.73%
- 3Y*
- 17.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.87%
SPLV
- 1D
- -0.20%
- 1M
- -0.47%
- 6M
- 4.66%
- YTD
- 8.12%
- 1Y
- 7.70%
- 3Y*
- 8.84%
- 5Y*
- 6.09%
- 10Y*
- 8.23%
- ALL TIME*
- 10.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.26M | $160.48M | $185.27M | |
| $39.69K | $57.87K | $43.48K |
UDI vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UDI USCF ESG Dividend Income Fund | 16.78% | 14.23% | 17.07% | 6.35% | 3.14% |
SPLV Invesco S&P 500 Low Volatility ETF | 8.12% | 4.10% | 13.93% | 0.53% | -0.25% |
Correlation
The correlation between UDI and SPLV is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022 | 0.77 |
The correlation between UDI and SPLV has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
UDI vs. SPLV — Risk / Return Rank
UDI
SPLV
UDI vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) and Invesco S&P 500 Low Volatility ETF (SPLV). 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 | SPLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.12 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 1.02 | +3.69 |
| Martin ratioReturn relative to average drawdown | 18.68 | 2.33 | +16.35 |
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Drawdowns
UDI vs. SPLV - Drawdown Comparison
The maximum UDI drawdown since its inception was -14.17%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for UDI and SPLV.
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Drawdown Indicators
| UDI | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.17% | -36.26% | +22.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | -7.41% | +1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -9.10% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | -1.08% | -2.23% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -3.54% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 3.22% | -1.80% |
Volatility
UDI vs. SPLV - Volatility Comparison
The current volatility for USCF ESG Dividend Income Fund (UDI) is 3.13%, while Invesco S&P 500 Low Volatility ETF (SPLV) has a volatility of 4.40%. This indicates that UDI experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDI | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 4.40% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 8.31% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 10.70% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 12.61% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.93% | 15.42% | -1.49% |
UDI vs. SPLV - Expense Ratio Comparison
UDI has a 0.65% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Dividends
UDI vs. SPLV - Dividend Comparison
UDI's dividend yield for the trailing twelve months is around 2.56%, more than SPLV's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
UDI USCF ESG Dividend Income Fund | 2.56% | 2.42% | 5.33% | 2.61% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UDI and SPLV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPLV has higher volatility (4.40%) compared to UDI (3.13%). In terms of maximum drawdown, UDI dropped -14.17% vs SPLV's -36.26%.
On 3-year performance, UDI leads with 17.02% vs 8.84% for SPLV. On fees, SPLV is cheaper at 0.25% per year. On volatility, UDI has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, UDI has performed better with a 17.02% return vs 8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPLV is cheaper with a 0.25% expense ratio, compared with 0.65% for UDI.
UDI has the higher dividend yield at 2.56%, compared with 2.12% for SPLV.
UDI is categorized as Large Cap Value Equities, while SPLV is S&P 500. They also come from different issuers: USCF and Invesco. Their fees differ too: 0.65% for UDI and 0.25% for SPLV.
UDI currently has the higher Sharpe Ratio (2.64 vs 0.70), 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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